Weighted Estimation
estWtVariables
estWtVariables(data, variable.weights,
estimation="estVARXls", estimation.args=NULL)data |
A TSdata object. |
variable.weights |
weights to use for each output series. |
estimation |
An estimation method. |
estimation.args |
An arguments for the estimation method. |
Weight series so that some series residuals are more important than others. Each output variable is scaled according to variable.weights, estimate is done, and then the estimated model unscaled. Estmation is done the method specified by estimate and any arguments specified by estimation.args. estimation.args should be NULL if no args are needed.
A TSestModel.
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