Evaluate a TSmodel
Evaluate a model with data.
l(obj1, obj2, ...) ## S3 method for class 'TSdata' l(obj1, obj2, ...) ## S3 method for class 'TSestModel' l(obj1, obj2, ...)
obj1 |
a TSmodel, TSdata, or TSestModel object. |
obj2 |
a TSmodel or TSdata object. |
... |
arguments to be passed to other methods. |
For state space models l.SS
is called and for
ARMA models l.ARMA
is called.
Usually a TSestModel object is returned. Most methods allow an
argument result
which specifies that a certain part of the object is
returned. (This is passed in ... to another method in most cases.)
The likelihood can be returned by specifying result="like", which is useful
for optimization routines.
data("eg1.DSE.data.diff", package="dse") model <- toSS(TSmodel(estVARXls(eg1.DSE.data.diff))) evaluated.model <- l(model, eg1.DSE.data.diff)
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