as.arx {gets} | R Documentation |
Convert an object to class 'arx'
Description
The function as.arx
is a generic function and its methods returns an object of class arx
.
Usage
as.arx(object, ...)
##S3 method for objects of class 'lm':
## S3 method for class 'lm'
as.arx(object, ...)
Arguments
object |
object of class |
... |
arguments passed on to and from other methods |
Value
Object of class arx
Author(s)
Genaro Sucarrat http://www.sucarrat.net/
See Also
Examples
##generate some data:
set.seed(123) #for reproducibility
y <- rnorm(30) #generate Y
x <- matrix(rnorm(30*10), 30, 10) #create matrix of Xs
##typical situation:
mymodel <- lm(y ~ x)
as.arx(mymodel)
##use hetero-robust vcov:
as.arx(mymodel, vcov.type="white")
##add ar-dynamics:
as.arx(mymodel, ar=1:2)
##add log-variance specification:
as.arx(mymodel, arch=1:2)
[Package gets version 0.38 Index]