https://github.com/cran/dse
Tip revision: 69c8d344d69fc70f001c8b631223f200452ca0b8 authored by Paul Gilbert on 28 November 2011, 11:59:58 UTC
version 2011.11-2
version 2011.11-2
Tip revision: 69c8d34
estWtVariables.Rd
\name{estWtVariables}
\alias{estWtVariables}
\title{Weighted Estimation}
\description{estWtVariables}
\usage{
estWtVariables(data, variable.weights,
estimation="estVARXls", estimation.args=NULL)
}
\arguments{
\item{data}{A TSdata object.}
\item{variable.weights}{weights to use for each output series.}
\item{estimation}{An estimation method.}
\item{estimation.args}{An arguments for the estimation method.}
}
\value{A TSestModel.}
\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.
}
\seealso{
\code{\link{estVARXls}}
\code{\link{estBlackBox}}
\code{\link{bft}}
\code{\link{estMaxLik}}
}
\concept{DSE}
\keyword{ts}