dse: estBlackBox1 – R documentation

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dse

estBlackBox1

Estimate a TSmodel

Description

Estimate a TSmodel.

Usage

estBlackBox1(data, estimation="estVARXls", 
        reduction="MittnikReduction", 
        criterion="taic", trend=FALSE, subtract.means=FALSE, 
	verbose=TRUE, max.lag=6)

Arguments

`data`	Data in an object of class TSdata.
`estimation`	Initial estimation method to be used.
`reduction`	Reduction method to be used.
`criterion`	Criterion to be used for model selection. see `informationTestsCalculations`.
`trend`	logical indicating if a trend should be estimated.
`subtract.means`	logical indicating if the mean should be subtracted from data before estimation.
`verbose`	logical indicating if information should be printed during estimation.
`max.lag`	integer indicating the maximum number of lags to consider.

Value

A state space model in an object of class TSestModel.

Side Effects

If verbose is TRUE then estimation information is printed and checkResiduals is run, which gives plots of information about the residuals.

Examples

data("egJofF.1dec93.data", package="dse")
goodmodel <- estBlackBox1(egJofF.1dec93.data)

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release