troll.object
Troll TSmodel
Description
A model which is run using the Troll software package.
Generation
This class of objects is returned by to.troll or can be built according
to the description below.
Methods
The troll class of objects has methods for the generic functions
print, is.troll, test.equal, series.names, input.series.names,
output.series.names, check.consistent.dimensions, minimum.startup.lag,
to.troll, l, simulate, monte.carlo.simulations.
Also, the function is.troll and the function ted, to
edit a troll model, are supported.
Inheritance
The class troll inherits from TSmodel.
Structure
Objects are a list with class c("troll", "TSmodel") and elements
- input.names
- vector of strings indicating model input variables
- output.names
- vector of strings indicating model output variables
- forward.looking
- optional element indicating (T) if the model
has forward looking equations. If this is false then a troll
NOFL simulation will always be done. Otherwise, troll NOFL will
be set depending on other parameters.
- order$a
- optional element indicating lag order of AR terms
- order$b
- optional element indicating lag order of MA terms
- order$c
- optional element indicating lag order of exogenous terms
- order$a.leads
- optional element indicating lead order of AR terms
- order$b.leads
- optional element indicating lead order of MA terms
- order$c.leads
-
optional element indicating lead order of exogenous terms
- no.zeros
- optional element indicating that lag and lead values cannot
be specified as zero - eg. logs are taken (so simulations are
truncated by $order elements within the database).
and either
- troll.code
- log - optional element.
or
- file.name
- a character string indicating a model file to be passed to troll (should
exclude the ".mod" extension)
- path
- optional element to indicate the file location.
The two possiblities are distinguished by the existence of the
element troll.code.
See Also
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