dse (version 2014.11-1)

estimateModels: Estimate Models

Description

Estimate models using given estimation method

Usage

estimateModels(data, estimation.sample = NULL, trend =FALSE, quiet =FALSE,
                       estimation.methods = NULL)
    is.estimatedModels(obj)

Arguments

data

An object of class TSdata.

estimation.methods

A named list with the names indicating the estimation method and the value associated with the name is a list of arguments for each the method indicated. Its value should be NULL if no args are needed.

estimation.sample

An integer indicating the number of points in the sample to use for estimation. If it is NULL the whole sample is used.

trend

If trend is TRUE then a linear trend is calculated and returned as the element trend.coef.

quiet

If quiet is TRUE then most printing and some warning messages are suppressed.

obj

An object.

Value

• Element multi.model in the result is a list of the same length as estimation.methods with resulting models as elements.

concept

DSE

Details

Estimate models from data with estimation methods indicated by estimation.methods. This is primarily a utility for other functions.

See Also

EstEval, outOfSample.forecastCovEstimatorsWRTdata

Examples

data("eg1.DSE.data.diff", package="dse")
z <-  estimateModels(eg1.DSE.data.diff, estimation.methods= list(
        bft=list(verbose=FALSE), 
        estVARXar=list(max.lag=3)))