l.ARMA {dse1}R Documentation

Evaluate an ARMA TSmodel

Description

Evaluate an ARMA TSmodel.

Usage

l.ARMA(obj1, dat, sampleT=NULL, predictT=NULL,result=NULL,
       error.weights=0,  compiled=.DSECOMPILED, warn=T, return.debug.info=F)

Arguments

model An 'ARMA' 'TSmodel' object.
data A TSdata object.
sampleT An integer indicating the number of periods of data to use.
predictT An integer to what period forecasts should be extrapolated.
result If non-NULL then the returned value is only the sub-element indicated by result. result can be a character string or integer.
compiled Indicates if a call should be made to the compiled code for computation. A FALSE value is mainly for testing purposes.
warn If FALSE then certain warning messages are turned off.

Details

This function is called by the function l() when the argument to l is an ARMA model. Using l() is usually preferable to calling l.ARMA directly. l.ARMA calls a compiled program unless compiled=F. The compiled version is much faster.

Value

An object of class TSestModel (see TSestModel).

See Also

l, l.SS TSmodel TSestModel.object

Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    model <- TSmodel(est.VARX.ls(eg1.DSE.data.diff))
    evalutated.model <- l.ARMA(model,eg1.DSE.data.diff)