dse (version 2005.1-1)

l: Evaluate a TSmodel

Description

Evaluate a model with data.

Usage

l(obj1, obj2, ...)
    ## S3 method for class 'TSdata':
l(obj1, obj2, ...)
    ## S3 method for class 'TSestModel':
l(obj1, obj2, ...)

Arguments

obj1

a TSmodel, TSdata, or TSestModel object.

obj2

a TSmodel or TSdata object.

...

arguments to be passed to other methods.

Value

• Usually a TSestModel object is returned. Some methods allow an argument result which specifies that a certain part of the object is returned. (For example, the likelihood can be returned. This is useful for optimization routines.)

concept

DSE

Details

For state space models l.SS is called and for ARMA models l.ARMA is called.

See Also

l.SS, l.ARMA

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- toSS(TSmodel(estVARXls(eg1.DSE.data.diff)))
evaluated.model <- l(model, eg1.DSE.data.diff)