estimate.models {dse2} | R Documentation |
Estimate models using given estimation method
estimate.models(data, estimation.sample=NULL, trend=F,quiet=F, estimation.methods=NULL) is.estimated.models(obj)
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 . |
Estimate models from data with estimation methods indicated by estimation.methods. This is primarily a utility for other functions.
Element multi.model
in the result is a list of the same length as
estimation.methods with resulting models as elements.
eval.estimation
,
out.of.sample.forecast.cov.estimators.wrt.data
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)))