[Uwgarp-commits] r26 - pkg/GARPFRM/vignettes

[noreply at r-forge.r-project.org]

Author: tfillebeen
Date: 2013-11-28 02:49:08 +0100 (Thu, 28 Nov 2013)
New Revision: 26

Modified:
   pkg/GARPFRM/vignettes/sample_vignette.Rnw
   pkg/GARPFRM/vignettes/sample_vignette.pdf
Log:


Modified: pkg/GARPFRM/vignettes/sample_vignette.Rnw
===================================================================
--- pkg/GARPFRM/vignettes/sample_vignette.Rnw	2013-11-28 01:42:55 UTC (rev 25)
+++ pkg/GARPFRM/vignettes/sample_vignette.Rnw	2013-11-28 01:49:08 UTC (rev 26)
@@ -180,7 +180,8 @@
 \subsection{Fitting C-CAPM}
 Run C-CAPM regression for CONS (Consumption) using first 5 years (60 months divided by 12 months in a years = 5 years).
 <<ex8>>=
-capm.fit = lm(CONS~MARKET,data=exReturns.df,subset=190:250)
+end = nrow(stock.z)
+capm.fit = lm(CONS~MARKET,data=exReturns.df,(end-60):end)
 summary(capm.fit)
 
 # Plot data with regression line

Modified: pkg/GARPFRM/vignettes/sample_vignette.pdf
===================================================================
(Binary files differ)