https://github.com/cran/dse
Tip revision: ab08892d097753cdf4449136af92b9e9fb89871c authored by Paul Gilbert on 01 December 2009, 00:00:00 UTC
version 2009.12-1
version 2009.12-1
Tip revision: ab08892
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}