jubilee {jubilee}

Constructor of the jubilee class

Description

Construct an jubilee object which holds raw and derived data, channel regression results, and other derived analytical quantities. This object is the main object to perform various forecasts and analyses.

Usage

jubilee(dtb, lookback.channel = 45, fwd.rtn.duration = 20,
  force = TRUE)

Arguments

dtb

data.table from the jubilee.repo object, typically it is the ie slot. The user is allowed to provide custom data object to research different markets, as long as the column names are compliant.

lookback.channel

numeric, look-back channel in years to calculate mean-reversion. Default is 45.

fwd.rtn.duration

numeric, forward return duration in years. Default is 20.

force

logical, if FALSE, allowed to retrieve previous object stored in option. Default is TRUE.

Value

an object of the jubilee class

Author(s)

Stephen H. Lihn

Examples

## Not run: 
  repo <- jubilee.repo(online=FALSE)
  ju <- jubilee(repo@ie, 45, 20)

## End(Not run)