jubilee.predict {jubilee}

Make prediction based on linear regression

Description

Make prediction based on the linear regression of the forward return. Refer to the tutorial for more detail.

Usage

jubilee.predict(object, lm, data)

jubilee.predict_real(object, lm, data)

Arguments

object

object of jubilee class

lm

the linear model

data

data used to predict (similar to newdata of stats::predict)

Value

data.table containing the prediction

Author(s)

Stephen H. Lihn

References

See Section 7 of Stephen H.T. Lihn, "Jubilee Tectonic Model: Forecasting Long-Term Growth and Mean Reversion in the U.S. Stock Market." Available at http://dx.doi.org/10.2139/ssrn.3156574