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dse (version 2014.11-1)

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. Most methods allow an argument result which specifies that a certain part of the object is returned. (This is passed in ...to another method in most cases.) The likelihood can be returned by specifying result="like", which 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

Run this code
data("eg1.DSE.data.diff", package="dse")
model <- toSS(TSmodel(estVARXls(eg1.DSE.data.diff)))
evaluated.model <- l(model, eg1.DSE.data.diff)

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