dse (version 2009.7-1)

TSestModel: Estimated Time Series Model

Description

Object containing a time series model, data, and estimation information.

Usage

TSestModel(obj)
    ## S3 method for class 'TSestModel':
TSestModel(obj)
    is.TSestModel(obj)

Arguments

obj

in the first usage an object from which a TSestModel object can be extracted (or constructed).

concept

DSE

Details

The TSestModel class of objects are generated by estimation methods. See, for example, estVARXls. They contains a time series model (TSmodel), data (TSdata), and information obtained by evaluating the model with the data in an element called estimates containing: [object Object],[object Object],[object Object],[object Object],[object Object],The element estimates may optionally also contain and element filter which may have,[object Object],[object Object],[object Object],[object Object],[object Object]

See Also

estVARXls, TSmodel, TSdata