estSSfromVARX

An object with the structure of an object of class TSdata (see TSdata).

data

Logical indicating if warnings should be printed (TRUE) or
    suppressed (FALSE).

warn

Estimate a VAR TSmodel with (optionally) an exogenous input 
    and convert to state space.

Package dse provides tools for multivariate, linear, time-invariant,
	time series models. It includes ARMA and state-space representations,
	and methods for converting between them. It also includes simulation
	methods and several estimation functions. The package has functions 
	for looking at model roots, stability, and forecasts at different 
	horizons. The ARMA model representation is general, so that VAR, VARX, 
	ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
	filter and smoother estimates can be obtained from the state space
	model, and state-space model reduction techniques are implemented. 
	An introduction and User's Guide is available in a vignette.

estSSfromVARX: Estimate a state space TSmodel using VAR estimation

Description

Usage

Arguments

Value

concept

Details

References

See Also

Examples