estimateModels {dse2} | R Documentation

## Estimate Models

### Description

Estimate models using given estimation method

### Usage

        estimateModels(data, estimation.sample = NULL, trend =FALSE, quiet =FALSE,
                           estimation.methods = NULL)
        is.estimatedModels(obj)

### 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. Its value should be NULL if no args are needed.
`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 TRUE then a linear trend is calculated and returned as the element `trend.coef`.
`quiet` | If quiet is TRUE then most printing and some warning messages are suppressed.
`obj` | An object.

### Details

Estimate models from data with estimation methods indicated by estimation.methods. This is primarily a utility for other functions.

### Value

Element `multi.model` in the result is a list of the same length as estimation.methods with resulting models as elements.

### See Also

`EstEval`, `outOfSample.forecastCovEstimatorsWRTdata`

### Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    z <-  estimateModels(eg1.DSE.data.diff, estimation.methods= list(
            bft=list(verbose=FALSE),
            estVARXar=list(max.lag=3)))

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