estimate.models {dse2}R Documentation

Estimate Models

Description

Estimate models using given estimation method

Usage

    estimate.models(data, estimation.sample=NULL, trend=F,quiet=F,
                       estimation.methods=NULL)
    is.estimated.models(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 T then a linear trend is calculated and returned as the element trend.coef.

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.

See Also

eval.estimation, out.of.sample.forecast.cov.estimators.wrt.data

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
z <-  estimate.models(eg1.DSE.data.diff, estimation.methods= list(
        bft=list(verbose=F), 
        est.VARX.ar=list(max.lag=3)))