estimate.models
Estimate models
Description
Usage
estimate.models(data, estimation.sample=NULL, trend=F,quiet=F,
estimation.methods=NULL)
Required 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. It should be NULL if no args are needed.
eg. estimation.methods= list(black.box =list(verbose=F),est.VARX.ar=list(max.lag=3))
Optional Arguments
- 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 T then a linear trend is calculated and returned as
the element $trend.coef.
Value
$multi.model in the result is a list of the same length as
estimation.methods with resulting models as elements.
Details
Estimate models from data with estimation methods indicated by
estimation.methods. This is primarily a utility for other functions.
See Also
Examples
z <- estimate.models(data, estimation.methods= list(black.box=list(verbose=F),
est.VARX.ar=list(max.lag=3)))
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