estBlackBox1              package:dse1              R Documentation

_E_s_t_i_m_a_t_e _a _T_S_m_o_d_e_l

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

     Estimate a TSmodel.

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

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

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

    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.

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

     A state space model in an object of class TSestModel.

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

     'informationTestsCalculations'

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

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

