exogenous

This function extracts data of an exogenous variable(s) in an equation from an estimated model.
It takes zero restrictions imposed into account.

Methods and tools for model selection and multi-model inference (Burnham and Anderson (2002) <doi:10.1007/b97636>, among others).
'SUR' (for parameter estimation), 'logit'/'probit' (for binary classification), and 'VARMA' (for time-series forecasting) are implemented.
Evaluations are both in-sample and out-of-sample.
It is designed to be efficient in terms of CPU usage and memory consumption.

Ramin Mojab

Automated Uncertainty Analysis

Stephen Becker

exogenous function

<dl><dt>object</dt>
<dd>An object of class <code>ldt.estim</code>.</dd>
<dt>equation</dt>
<dd>A number or a string specifying the equation with exogenous data.</dd>
<dt>...</dt>
<dd>Additional arguments.</dd></dl>

Arguments

Extract Exogenous Variable(s) Data — exogenous

<dl>

<dt>object</dt>
<dd>An object of class <code>ldt.estim</code>.</dd>


<dt>equation</dt>
<dd>A number or a string specifying the equation with exogenous data.</dd>


<dt>...</dt>
<dd>Additional arguments.</dd>

</dl>

exogenous: Extract Exogenous Variable(s) Data

Description

Usage

Value

Arguments