l {dse1} | R Documentation |
Evaluate a model with data.
l(obj1, obj2, ...)
model |
A TSmodel object. |
data |
A TSdata object. |
sampleT |
The length of data which should be used for estimation of one step ahead predictions. Output data must be at least as long as sampleT. If sampleT is not supplied it is taken to be periods(data). |
predictT |
The length of data which should be used for simulation (i.e. - multi-step prediction) beyond sampleT. Input data must be at least as long as predictT. predictT must be at least as large as sampleT. If predictT is not supplied it is taken to be sampleT. |
result |
If result is not specified an object of class TSestModel is returned. Otherwise, the specified element of the estimates is returned. |
This function determines whether the model is in state space or ARMA form and calls l.SS or l.ARMA.
See result above.
if(is.R()) data("eg1.DSE.data.diff", package="dse1") model <- to.SS(TSmodel(est.VARX.ls(eg1.DSE.data.diff))) evalutated.model <- l(model, eg1.DSE.data.diff)