estBlackBox1 {dse1} | R Documentation

## Estimate a TSmodel

### Description

Estimate a TSmodel.

### Usage

        estBlackBox1(data, estimation="estVARXls",
            reduction="MittnikReduction",
            criterion="taic", trend=FALSE, subtract.means=FALSE,
            verbose=TRUE, max.lag=6)

### Arguments

`data` | Data in an object of class TSdata.
`estimation` | Initial estimation method to be used.
`reduction` | Reduction method to be used.
`criterion` | Criterion to be used for model selection. see `informationTestsCalculations`.
`trend` | logical indicating if a trend should be estimated.
`subtract.means` | logical indicating if the mean should be subtracted from data before estimation.
`verbose` | logical indicating if information should be printed during estimation.
`max.lag` | integer indicating the maximum number of lags to consider.

### Value

A state space model in an object of class TSestModel.

### See Also

`informationTestsCalculations`

### Examples

    if(is.R()) data("egJofF.1dec93.data", package="dse1")
    goodmodel <- estBlackBox1(egJofF.1dec93.data)

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