print.ffm {facmodCS} | R Documentation |
S3 print
method for object of class ffm
. Prints
the call, factor model dimension and summary statistics for the estimated
factor returns, cross-sectional r-squared values and residual variances
from the fitted object.
Refer to summary.ffm
for a more detailed summary of the fit at
each time period.
## S3 method for class 'ffm'
print(x, digits = max(3, .Options$digits - 3), ...)
x |
an object of class |
digits |
an integer value, to indicate the required number of significant digits. Default is 3. |
... |
optional arguments passed to the |
Returns an object of class print.ffm
.
Yi-An Chen and Sangeetha Srinivasan
## Not run:
library(PCRA)
data(stocksCRSP)
data("factorDataSetDjia5Yrs")
# fit a fundamental factor model
fit.style.sector <- fitFfm(data=factorDataSetDjia5Yrs,
asset.var="TICKER",
ret.var="RETURN",
date.var="DATE",
exposure.vars = c("P2B", "MKTCAP"))
print(fit.style.sector)
## End(Not run)