https://github.com/cran/dse
Tip revision: 83dd780387085f7dae6366d8ad7562f0420a9d95 authored by Paul Gilbert on 17 November 2011, 00:00:00 UTC
version 2011.11-2
version 2011.11-2
Tip revision: 83dd780
estBlackBox1.Rd
\name{estBlackBox1}
\alias{estBlackBox1}
\title{Estimate a TSmodel}
\description{Estimate a TSmodel.}
\usage{
estBlackBox1(data, estimation="estVARXls",
reduction="MittnikReduction",
criterion="taic", trend=FALSE, subtract.means=FALSE,
verbose=TRUE, max.lag=6)
}
\arguments{
\item{data}{Data in an object of class TSdata.}
\item{estimation}{Initial estimation method to be used.}
\item{reduction}{Reduction method to be used.}
\item{criterion}{Criterion to be used for model
selection. see \code{informationTestsCalculations}.}
\item{trend}{logical indicating if a trend should be estimated.}
\item{subtract.means}{logical indicating if the mean should be subtracted
from data before estimation.}
\item{verbose}{logical indicating if information should be printed
during estimation.}
\item{max.lag}{integer indicating the maximum number of lags to consider.}
}
\value{A state space model in an object of class TSestModel.}
\section{Side Effects}{
If verbose is TRUE then estimation information is printed and checkResiduals is run,
which gives plots of information about the residuals.
}
\seealso{
\code{\link[dse]{informationTestsCalculations}}
}
\examples{
data("egJofF.1dec93.data", package="dse")
goodmodel <- estBlackBox1(egJofF.1dec93.data)
}
\concept{DSE}
\keyword{ts}