quantmod (version 0.4.20)

fittedModel: quantmod Fitted Objects

Description

Extract and replace fitted models from quantmod objects built with buildModel. All objects fitted through methods specified in buildModel calls can be extracted for further analysis.

Usage

fittedModel(object)

# S3 method for quantmod
formula(x, ...)
# S3 method for quantmod
plot(x, ...)
# S3 method for quantmod
coefficients(object, ...)
# S3 method for quantmod
coef(object, ...)
# S3 method for quantmod
residuals(object, ...)
# S3 method for quantmod
resid(object, ...)
# S3 method for quantmod
fitted.values(object, ...)
# S3 method for quantmod
fitted(object, ...)
# S3 method for quantmod
anova(object, ...)
# S3 method for quantmod
logLik(object, ...)
# S3 method for quantmod
vcov(object, ...)

Value

Returns an object matching that returned by a call to the method specified in buildModel.

Arguments

object

a quantmod object

x

a suitable object

...

additional arguments

Author

Jeffrey A. Ryan

Details

Most often used to extract the final fitted object of the modelling process, usually for further analysis with tools outside the quantmod package.

Most common methods to apply to fitted objects are available to the parent quantmod object. At present, one can call directly the following S3 methods on a built model as if calling directly on the fitted object. See *Usage* section.

It is also possible to add a fitted model to an object. This may be of value when applying heuristic rule sets for trading approaches, or when fine tuning already fit models by hand.

See Also

quantmod,buildModel

Examples

if (FALSE) {
x <- specifyModel(Next(OpCl(DIA)) ~ OpCl(VIX))
x.lm <- buildModel(x,method='lm',training.per=c('2001-01-01','2001-04-01'))

fittedModel(x.lm)

coef(fittedModel(x.lm))
coef(x.lm)                  # same

vcov(fittedModel(x.lm))
vcov(x.lm)                  # same
}