demo/est.black.box.R

In dse: Dynamic Systems Estimation (Time Series Package)

  require("dse")
  
  data("egJofF.1dec93.data", package="dse") 

  cat("select a subset of the data\n")
  eg4.DSE.data<- egJofF.1dec93.data
  outputData(eg4.DSE.data) <- outputData(eg4.DSE.data, series=c(1,2,6,7))

  cat("Estimation...\n")
  model.eg4.bb <- estBlackBox(trimNA(eg4.DSE.data), max.lag=3, verbose=F) 

  tfplot(model.eg4.bb)
  summary(model.eg4.bb)