dse: estimateModels – R documentation

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dse

estimateModels

Estimate Models

Description

Estimate models using given estimation method

Usage

estimateModels(data, estimation.sample = NULL, trend =FALSE, quiet =FALSE,
                       estimation.methods = NULL)
    is.estimatedModels(obj)

Arguments

`data`	An object of class TSdata.
`estimation.methods`	A named list with the names indicating the estimation method and the value associated with the name is a list of arguments for each the method indicated. Its value should be NULL if no args are needed.
`estimation.sample`	An integer indicating the number of points in the sample to use for estimation. If it is NULL the whole sample is used.
`trend`	If trend is TRUE then a linear trend is calculated and returned as the element `trend.coef`.
`quiet`	If quiet is TRUE then most printing and some warning messages are suppressed.
`obj`	An object.

Details

Estimate models from data with estimation methods indicated by estimation.methods. This is primarily a utility for other functions.

Value

Element multi.model in the result is a list of the same length as estimation.methods with resulting models as elements.

Examples

data("eg1.DSE.data.diff", package="dse")
z <-  estimateModels(eg1.DSE.data.diff, estimation.methods= list(
        bft=list(verbose=FALSE), 
        estVARXar=list(max.lag=3)))

dse

Dynamic Systems Estimation (Time Series Package)

v2020.2-1

GPL-2

Authors

Paul Gilbert <pgilbert.ttv9z@ncf.ca>

Initial release