as.lm {gets} | R Documentation |
Convert 'arx'/'gets'/'isat' object to 'lm' object
as.lm(object)
object |
Object of class lm
Moritz Schwarz, https://www.inet.ox.ac.uk/people/moritz-schwarz/
Genaro Sucarrat http://www.sucarrat.net/
##generate data, estimate model of class 'arx':
set.seed(123)
y <- rnorm(30)
arxmod <- arx(y, mc=TRUE, ar=1:3)
as.lm(arxmod)
##from 'gets' to 'lm':
getsmod <- getsm(arxmod, keep=1)
as.lm(getsmod)
##from 'isat' to 'lm':
isatmod <- isat(y)
as.lm(isatmod)