estimatorsHorizonForecastsWRTdata    package:dse2    R Documentation

_E_s_t_i_m_a_t_e _m_o_d_e_l_s _a_n_d _f_o_r_e_c_a_s_t _a_t _g_i_v_e_n _h_o_r_i_z_o_n_s

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

     Estimate models and forecast at given horizons.

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

         estimatorsHorizonForecastsWRTdata(data, 
                            estimation.sample=.5, horizons=1:12,quiet=FALSE,
                            estimation.methods=NULL)

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

    data: A TSdata object.

estimation.methods: A list of estimation methods to use. (See
          estimateModels.)

estimation.sample: The portion  of the sample to use for estimation.

horizons: The horizons for which forecasts are to be produced.

   quiet: If true no estimation information is printed.

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

     estimation.sample indicates the part of the data to use for
     estimation. If estimation.sample is less than or equal 1.0 it is
     used to indicate the portion of points to use for estimation.
     Otherwise it should be an integer and is used to indicate the
     number of points from the beginning of the sample to use for
     estimation.

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

     A list of forecasts at different horizons as returned by
     horizonForecasts.

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

     'estimateModels', 'horizonForecasts'

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

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

