estWtVariables             package:dse1             R Documentation

_W_e_i_g_h_t_e_d _E_s_t_i_m_a_t_i_o_n

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

     estWtVariables

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

         estWtVariables(data, variable.weights,
                             estimation="estVARXls", estimation.args=NULL)

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

    data: A TSdata object.

variable.weights: weights to use for each output series.

estimation: An estimation method.

estimation.args: An arguments for the estimation method.

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

     Weight series so that some series residuals are more  important
     than others. Each output variable is scaled according to 
     variable.weights, estimate is done, and then the estimated model
     unscaled. Estmation is done the method specified by estimate and
     any arguments specified by estimation.args. estimation.args should
     be NULL if no args are needed.

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

     A TSestModel.

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

     'estVARXls' 'estBlackBox' 'bft' 'estMaxLik'

