Please note that lm output class differs according to a given formula. In most cases, it just belongs to "lm". However, it seems that when the target parameter has multiple culumns, result output also belongs to "mlm"
> class(lm(to.monthly(SP500["2009::2016-02-01"]) ~ GDP_XTS["2009::2016-02-01"]))
[1] "mlm" "lm"
> plot(lm(to.monthly(SP500["2009::2016-02-01"]) ~ GDP_XTS["2009::2016-02-01"]))
エラー: 'plot.mlm' is not implemented yet
> plot(lm(to.monthly(SP500["2009::2016-02-01"])[,6] ~ GDP_XTS["2009::2016-02-01"]))
> class(lm(to.monthly(SP500["2009::2016-02-01"])[,6] ~ GDP_XTS["2009::2016-02-01"]))
[1] "lm"
> plot(lm(to.monthly(SP500["2009::2016-02-01"])[,6] ~ GDP_XTS["2009::2016-02-01"]))
>
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