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This GUI estimates ARIMA both with automatic lag selection and fixed lag length. The GUI is only only a GUI, but also a output format.
iClick.lm(dep,indep,data,Formula=NULL,bootrep=99)
A R data object for lm()
scalar, the number of column as dependent variable
scalar, the numbers of column as independent variables
A formula for lm, default is NULL, if specified, dep and indep should leave empty. See example below
Bootstrap replications, default is 99
Fitted lm regression output.
This GUI fits equaiton into lm regression.
lm()
# NOT RUN { data("FFplusMOM") iClick.lm(dep=2,indep=c(3,5:6),data=FFplusMOM, bootrep=9) #Eq=RET~(MK_BETA+HML_BETA+SMB_BETA)^2 #iClick.lm(Formula=Eq,data=FFplusMOM, bootrep=9) # }
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