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
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}