Extract Dataset Created by specifyModel

Extract from a quantmod object the dataset created for use in modelling.

specifyModel creates a zoo object for use in subsequent workflow stages ( buildModel,tradeModel) that combines all model inputs, from a variety of sources, into one model frame.

modelData returns this object.

Usage

modelData(x, data.window = NULL, exclude.training = FALSE)

Arguments

x: a quantmod object
data.window: a character vector of subset start and end dates to return
exclude.training: remove training period

Details

When a model is created by specifyModel, it is attached to the returned object. One of the slots of this S4 class is model.data.

Value

an object of class zoo containing all transformations to data specified in specifyModel.

Author

Jeffrey A. Ryan

Examples

if (FALSE) { # \dontrun{
m <- specifyModel(Next(OpCl(SPY)) ~ Cl(SPY) + OpHi(SPY) + Lag(Cl(SPY)))
modelData(m) 
} # }