single_call_estimation: Single call estimation

In diseq: Estimation Methods for Markets in Equilibrium and Disequilibrium

Single call estimation

Description

Single call estimation

Usage

diseq_basic(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

## S4 method for signature 'formula'
diseq_basic(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

diseq_deterministic_adjustment(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

## S4 method for signature 'formula'
diseq_deterministic_adjustment(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

diseq_directional(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

## S4 method for signature 'formula'
diseq_directional(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

diseq_stochastic_adjustment(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

## S4 method for signature 'formula'
diseq_stochastic_adjustment(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

equilibrium_model(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

## S4 method for signature 'formula'
equilibrium_model(
  specification,
  data,
  correlated_shocks = TRUE,
  verbose = 0,
  estimation_options = list()
)

Arguments

specification	The model's formula.
data	The data to be used with the model.
correlated_shocks	Should the model's system entail correlated shocks? By default the argument is set to TRUE.
verbose	The verbosity with which operations on the model print messages. By default the value is set to 0, which prints only errors.
estimation_options	A list with options to be used in the estimation call. See estimate for the available options.

Details

The functions of this section combine model initialization and estimation into a single call. They also provide a less verbose interface to the functionality of the package. The functions expect a formula following the specification described in formula, a dataset, and optionally further initialization (see model initialization) and estimation (see model estimation) options.

Each of these functions parses the passed formula, initializes the model specified by the function's name, fit the model to the passed data using the estimation options and returns fitted model.

Value

The fitted model.

Functions

• diseq_basic: Basic disequilibrium model.

• diseq_deterministic_adjustment: Disequilibrium model with deterministic price adjustments.

• diseq_directional: Directional disequilibrium model.

• diseq_stochastic_adjustment: Disequilibrium model with stochastic price adjustments.

• equilibrium_model: Equilibrium model

diseq documentation built on June 2, 2022, 1:10 a.m.