helper_model_fit: model selection helper function

In RGAP: Production Function Output Gap Estimation

model selection helper function

Description

Defines and fits models given the input parameters

Usage

helper_model_fit(FUNmodel, FUNfit, tsl, comb, poss, method, type, q, modelName)

Arguments

FUNmodel	The model fitting function.
tsl	A list of time series objects, see details.
comb	A nested list with one model specification per list entry.
poss	A list with the characteristics of possible models (see autoGapProd)
method	The estimation method. Options are maximum likelihood estimation "MLE" and bayesian estimation "bayesian". If method = c("MLE", "bayesian") the NAWRU is fitted by MLE and the TFP trend by Bayesian methods. The default is method = "MLE".
type	The variance restriction type. Possible options are "basic", "hp", see initializeRestr. The default is type = "hp".
q	Quantile for the Inverse Gamma distribution (only used if type = "hp"), see initializeRestr. The default is q = 0.01.
modelName	Name of the model, i.e., NAWRU or TFP.

Value

A nested list with the models and fitted objects.

RGAP documentation built on Nov. 2, 2023, 6:02 p.m.