TETSestim: TETSestim

In UComp: Automatic Univariate Time Series Modelling of many Kinds

TETSestim

Description

Estimates and forecasts TOBIT TETS models

Usage

TETSestim(m)

Arguments

m	an object of type TETS created with TETSforecast

Details

TETSestim estimates and forecasts a time series using an a TOBIT TETS model

Value

The same input object with the appropriate fields filled in, in particular:

p	Estimated parameters
yFor	Forecasted values of output
yForV	Variance of forecasted values of output
ySimul	Bootstrap simulations for forecasting distribution evaluation

Author(s)

Diego J. Pedregal

See Also

TETS, TETSforecast, TETSvalidate, TETScomponents

Examples

## Not run: 
m1 <- TETSsetup(log(gdp))
m1 <- TETSestim(m1)

## End(Not run)

UComp documentation built on April 4, 2025, 5:10 a.m.