estBlackBox1: Estimate a TSmodel

Description Usage Arguments Value Side Effects See Also Examples

Description

Estimate a TSmodel.

Usage

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

Arguments

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.

Value

A state space model in an object of class TSestModel.

Side Effects

If verbose is TRUE then estimation information is printed and checkResiduals is run, which gives plots of information about the residuals.

See Also

informationTestsCalculations

Examples

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data("egJofF.1dec93.data", package="dse")
goodmodel <- estBlackBox1(egJofF.1dec93.data)

dse documentation built on March 26, 2020, 7:12 p.m.