estWtVariables: Weighted Estimation
Description
estWtVariablesUsage
estWtVariables(data, variable.weights,
estimation="estVARXls", estimation.args=NULL)
Arguments
variable.weights
weights to use for each output series.
estimation
An estimation method.
estimation.args
An arguments for the estimation method.
Details
Weight series so that some series residuals are more
important than others. Each output variable is scaled according to
variable.weights, estimate is done, and then the estimated model
unscaled. Estmation is done the method specified by estimate and any
arguments specified by estimation.args.
estimation.args should be NULL if no args are needed.