estimatorsHorizonForecastsWRTdata: Estimate models and forecast at given horizons

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Estimate models and forecast at given horizons.

Usage

    estimatorsHorizonForecastsWRTdata(data, 
                       estimation.sample=.5, horizons=1:12,quiet=FALSE,
                       estimation.methods=NULL)

Arguments

data	A TSdata object.
estimation.methods	A list of estimation methods to use. (See estimateModels.)
estimation.sample	The portion of the sample to use for estimation.
horizons	The horizons for which forecasts are to be produced.
quiet	If true no estimation information is printed.

Details

estimation.sample indicates the part of the data to use for estimation. If estimation.sample is less than or equal 1.0 it is used to indicate the portion of points to use for estimation. Otherwise it should be an integer and is used to indicate the number of points from the beginning of the sample to use for estimation.

Value

A list of forecasts at different horizons as returned by horizonForecasts.

See Also

estimateModels, horizonForecasts

Examples

data("eg1.DSE.data.diff", package="dse")
z <-  estimatorsHorizonForecastsWRTdata(eg1.DSE.data.diff, 
    estimation.methods=list(estVARXls=list(max.lag=3), 
                estVARXar=list(max.lag=3)))

dse documentation built on March 4, 2020, 3:01 a.m.