https://github.com/cran/dse
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Tip revision: 83dd780387085f7dae6366d8ad7562f0420a9d95 authored by Paul Gilbert on 17 November 2011, 00:00:00 UTC
version 2011.11-2
Tip revision: 83dd780
estimatorsHorizonForecastsWRTdata.Rd
\name{estimatorsHorizonForecastsWRTdata}
\alias{estimatorsHorizonForecastsWRTdata}
\title{Estimate models and forecast at given horizons}
\description{Estimate models and forecast at given horizons.}
\usage{
    estimatorsHorizonForecastsWRTdata(data, 
                       estimation.sample=.5, horizons=1:12,quiet=FALSE,
                       estimation.methods=NULL)
}
\arguments{
    \item{data}{A TSdata object.}
    \item{estimation.methods}{
    A list of estimation methods to use. (See estimateModels.)}
    \item{estimation.sample}{The portion  of the sample to use for estimation.}
    \item{horizons}{The horizons for which forecasts are to be produced.}
    \item{quiet}{If true no estimation information is printed.}
}
\value{A list of forecasts at different horizons as returned by horizonForecasts.
}
\details{
estimation.sample indicates the part of the data to use for estimation.
If estimation.sample is less than or equal 1.0 it is
used to indicate the portion of points to use for estimation.
Otherwise it should be an integer and is used to indicate the number
of points from the beginning of the sample to use for estimation. 
}
\seealso{
\code{\link{estimateModels}},
\code{\link{horizonForecasts}}
}
\examples{
data("eg1.DSE.data.diff", package="dse")
z <-  estimatorsHorizonForecastsWRTdata(eg1.DSE.data.diff, 
    estimation.methods=list(estVARXls=list(max.lag=3), 
                estVARXar=list(max.lag=3)))
}
\concept{DSE}
\keyword{ts}

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