https://github.com/cran/dse
Tip revision: bbfde2f4b8a2382769a2591a7b594943a0e5e1dd authored by Paul Gilbert on 14 March 2011, 00:00:00 UTC
version 2011.3-1
version 2011.3-1
Tip revision: bbfde2f
estimateModels.Rd
\name{estimateModels}
\alias{estimateModels}
\alias{is.estimatedModels}
\title{Estimate Models}
\description{Estimate models using given estimation method}
\usage{
estimateModels(data, estimation.sample = NULL, trend =FALSE, quiet =FALSE,
estimation.methods = NULL)
is.estimatedModels(obj)
}
\arguments{
\item{data}{An object of class TSdata.}
\item{estimation.methods}{
A named list with the names indicating the estimation method and the
value associated with the name is a list of arguments for each the
method indicated. Its value should be NULL if no args are needed.}
\item{estimation.sample}{
An integer indicating the number of points in the sample to use for
estimation. If it is NULL the whole sample is used.}
\item{trend}{
If trend is TRUE then a linear trend is calculated and returned as
the element \code{trend.coef}.}
\item{quiet}{
If quiet is TRUE then most printing and some warning messages are
suppressed.}
\item{obj}{An object.}
}
\value{
Element \code{multi.model} in the result is a list of the same length as
estimation.methods with resulting models as elements.
}
\details{
Estimate models from data with estimation methods indicated by
estimation.methods. This is primarily a utility for other functions.
}
\seealso{
\code{\link[EvalEst]{EstEval}},
\code{\link{outOfSample.forecastCovEstimatorsWRTdata}}
}
\examples{
data("eg1.DSE.data.diff", package="dse")
z <- estimateModels(eg1.DSE.data.diff, estimation.methods= list(
bft=list(verbose=FALSE),
estVARXar=list(max.lag=3)))
}
\concept{DSE}
\keyword{ts}