Revision 69c8d344d69fc70f001c8b631223f200452ca0b8 authored by Paul Gilbert on 28 November 2011, 11:59:58 UTC, committed by cran-robot on 28 November 2011, 11:59:58 UTC
1 parent 83ee9d6
estimate.R
####### examples from User's Guide section 6
require("dse")
data("eg1.DSE.data", package = "dse")
cat("Estimation...\n")
model.eg1.ls <- estVARXls(trimNA(eg1.DSE.data), warn=F)
subsample.data <- tfwindow(eg1.DSE.data,start=c(1972,1),end=c(1992,12),
warn=FALSE)
summary(model.eg1.ls)
model.eg1.ls # or print(model.eg1.ls)
tfplot(model.eg1.ls)
tfplot(model.eg1.ls, start=c(1990,1))
checkResiduals(model.eg1.ls, plot.=F, pac=T)
model.eg1.ss <- estSSfromVARX(trimNA(eg1.DSE.data))
summary(model.eg1.ss)
model.eg1.ss # or print(model.eg1.ss)
informationTests(model.eg1.ls, model.eg1.ss)
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