lm.fts {fts}R Documentation

linear regression for fts objects

Description

Do a linear regression using date matching between left hand side and explanatory variables

Usage

lm.fts(y, ..., origin=F)

Arguments

y

An Fts object

...

Fts objects

origin

boolean indicating whether regression should go though origin

Value

an lm obmect

Author(s)

Whit Armstrong

Examples

x <- fts()
y <- fts()
z <- fts()

## show that date matching is done
z <- z[1:50,]

lm.result <- lm.fts(z,y,x)
summary(lm.result)

[Package fts version 0.7.7 Index]