est.wt.variables {dse2}R Documentation

Weighted Estimation

Description

est.wt.variables

Usage

    est.wt.variables(data, variable.weights,
                        estimation="est.VARX.ls", estimation.args=NULL)

Details

Weight series so that some series residuals are more important than others. Each output variable is scaled according to variable.weights, estimate is done, and then the estimated model unscaled. Estmation is done the method specified by estimate and any arguments specified by estimation.args. estimation.args should be NULL if no args are needed.

Value

A TSestModel.

See Also

est.VARX.ls est.min.sqerror