Estimate a TSmodel
Estimate a TSmodel.
estBlackBox(data,...)
data |
Data in an object of class TSdata. |
... |
Optional arguments depent on the function which is eventually called. |
The function makes a call to estBlackBox4, also called bft,
which seems the most reliable of functions
estBlackBox1, estBlackBox2, estBlackBox4.
My research in this area is no longer active, but the actual routine called
could change if better methods appear.
To reduce load on the CRAN check servers, the example below uses
max.lag=3 rather than the default 12 used in Gilbert (1995).
A state space model in an object of class TSestModel.
Gilbert, P. D. (1995) Combining VAR Estimation and State Space Model Reduction for Simple Good Predictions. J. of Forecasting: Special Issue on VAR Modelling, 14, 229-250.
data("egJofF.1dec93.data", package="dse")
goodmodel <- estBlackBox(egJofF.1dec93.data, max.lag=3)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.