as.lm {gets}

Convert to 'lm' object

Description

Convert 'arx'/'gets'/'isat' object to 'lm' object

Usage

as.lm(object)

Arguments

object

object of class arx, gets or isat

Value

Object of class lm

Author(s)

Moritz Schwarz, https://www.inet.ox.ac.uk/people/moritz-schwarz
Genaro Sucarrat https://www.sucarrat.net/

See Also

arx, gets, isat, lm

Examples

##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)