estimateModels             package:dse2             R Documentation

_E_s_t_i_m_a_t_e _M_o_d_e_l_s

_D_e_s_c_r_i_p_t_i_o_n:

     Estimate models using given estimation method

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

    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.

_D_e_t_a_i_l_s:

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

_V_a_l_u_e:

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

_S_e_e _A_l_s_o:

     'EstEval', 'outOfSample.forecastCovEstimatorsWRTdata'

_E_x_a_m_p_l_e_s:

     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)))

