| specifyModel {quantmod} | R Documentation |
Create a single reusable model specification for subsequent buildModel calls.
An object of class quantmod is created that can be then be reused with different
modelling methods and parameters. No data frame is specified, as data is retrieved
from potentially multiple environments, and internal calls to getSymbols.
specifyModel(formula, na.rm=TRUE)
formula |
an object of class formula (or one that can be coerced to
that class): a symbolic description of the model to be fitted.
The details of model specifcation are given under Details. |
na.rm |
remove all incomplete rows. |
Models are specified through the standard formula mechanism.
As financial models may include a
variety of financial and economic indicators,
each differing in source, frequency, and/or class,
a single mechanism to specify sources is
included within a call to specifyModel.
See getModelData for details of
how this process works.
Currently, objects of class quantmod.OHLC,
zoo, ts and its are supported within the
model formula.
All symbols are first retrieved from the global environment, without inheritence.
If an object is not found in the global environment, it is added to a
list of objects to load through the getSymbols
function. getSymbols retrieves each
object specified by using information
as to its location specified apriori
via setDefaults or setSymbolLookup.
Internally all data is coerced to zoo,data.frame,
or numeric classes.
Returns an object of class quantmod.
Use modelData to extract
full data set as zoo object.
It is possible to include any supported series in the formula by simply specifying the object's symbol. See *Details* for a list of currently supported classes.
Use getSymbols.skeleton to create additional
methods of data sourcing, e.g. from a proprietary
data format or currently unimplemented source
(Bloomberg, Oracle).
See getSymbols.MySQL and getSymbols.yahoo
for examples of adding additional functionality
Jeffrey Ryan
quantmod.com http://www.quantmod.com
getModelData,getSymbols,
buildModel,tradeModel,formula
setSymbolLookup
## Not run: # if QQQQ is not in the Global environment, an attempt will be made # to retrieve it from the source specified with getSymbols.Default specifyModel(Next(OpCl(QQQQ)) ~ Lag(OpHi(QQQQ),0:3) + Hi(DIA)) ## End(Not run)