l.ARMA {dse1} | R Documentation |
Evaluate an ARMA TSmodel.
l.ARMA(obj1, dat, sampleT=NULL, predictT=NULL,result=NULL, error.weights=0, compiled=.DSECOMPILED, warn=T, return.debug.info=F)
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. |
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.
An object of class TSestModel (see TSestModel).
l
,
l.SS
TSmodel
TSestModel.object
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)