estimate: paramater estimation function

Description Usage Arguments Value

View source: R/estimate.R

Description

paramater estimation function

Usage

1
estimate(xs, p = NA, q = 0, type = "mle", ...)

Arguments

xs

the time series

p

the AR order

q

the MA order (defaults to 0)

type

the method of estimation, defaults to maximum likelihood

...

Additional arguments to the tswge::est.arma.wge function

Value

a list of estimates


josephsdavid/tswgewrapped documentation built on July 31, 2020, 9:36 a.m.