estBlackBox1: Estimate a TSmodel

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Estimate a TSmodel.

Usage

    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

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

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