est.black.box1 {dse2} | R Documentation |
Estimate a TSmodel.
est.black.box1(data, estimation="est.VARX.ls", reduction="reduction.Mittnik", criterion="taic", trend=F, subtract.means=F, verbose=T, max.lag=6)
data |
Data in an object of class TSdata. |
estimation |
Initial estimation method to be used. |
reduction |
Reduction method to be used. |
criterion |
Criterion to be used for model selection. This can be: port, like, aic, bic, gvc, rice,f pe, taic, tbic, tgvc, trice or tfpe for the Portmanteau test, likelihood, Akaike Information Criterion, Bayes Information Criterion, Generalized Cross Validation, Rice Criterion, or Final Prediction Error. The preceeding 't' indicates that the theoretical parameter space dimension should be used. |
verbose |
Indicates if information should be printed during estimation. |
A state space model in an object of class TSestModel.
if(is.R()) data("egJofF.1dec93.data", package="dse1") goodmodel <- est.black.box1(egJofF.1dec93.data)