https://github.com/cran/dse
Tip revision: 44dd1a830fc24e59474c3f3be207495991af41ad authored by Paul Gilbert on 25 November 2014, 08:49:25 UTC
version 2014.11-1
version 2014.11-1
Tip revision: 44dd1a8
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}