estWtVariables: Weighted Estimation

In dse: Dynamic Systems Estimation (Time Series Package)

Description

estWtVariables

Usage

    estWtVariables(data, variable.weights,
                        estimation="estVARXls", estimation.args=NULL)

Arguments

data	A TSdata object.
variable.weights	weights to use for each output series.
estimation	An estimation method.
estimation.args	An arguments for the estimation method.

Details

Weight series so that some series residuals are more important than others. Each output variable is scaled according to variable.weights, estimate is done, and then the estimated model unscaled. Estmation is done the method specified by estimate and any arguments specified by estimation.args. estimation.args should be NULL if no args are needed.

Value

A TSestModel.

See Also

estVARXls estBlackBox bft estMaxLik

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