set_estimate: Set Estimate Specification

In palatej/rjd3modelling: Time Series Modelling Functions with 'JDemetra+ 3.0'

Set Estimate Specification

Description

Set Estimate Specification

Usage

set_estimate(
  x,
  type = c(NA, "All", "From", "To", "Between", "Last", "First", "Excluding"),
  d0 = NULL,
  d1 = NULL,
  n0 = 0,
  n1 = 0,
  tol = NA,
  exact.ml = NA,
  unit.root.limit = NA
)

Arguments

x	the specification.
type, d0, d1, n0, n1	parameters to specifiy the span of to be used. d0 and d1 characters in the format "YYYY-MM-DD" to specify first/last date of the span when type equals to "From", "To" or "Between". n0 and n1 numerics to specify the number of periods at the beginning/end of the series to be used for the span (type equals to "From", "To") or to exclude (type equals to "Excluding").
tol	a numeric, convergence tolerance. The absolute changes in the log-likelihood function are compared to this value to check for the convergence of the estimation iterations.
exact.ml	(TRAMO specific) logical, the exact maximum likelihood estimation. If TRUE, the program performs an exact maximum likelihood estimation. If FASLE, the Unconditional Least Squares method is used.
unit.root.limit	(TRAMO specific) numeric, the final unit root limit. The threshold value for the final unit root test for identification of differencing orders. If the magnitude of an AR root for the final model is smaller than this number, then a unit root is assumed, the order of the AR polynomial is reduced by one and the appropriate order of the differencing (non-seasonal, seasonal) is increased.

palatej/rjd3modelling documentation built on Jan. 3, 2023, 10:19 p.m.