l: Evaluate a TSmodel

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Evaluate a model with data.

Usage

    l(obj1, obj2, ...)
    ## S3 method for class 'TSdata'
l(obj1, obj2, ...)
    ## S3 method for class 'TSestModel'
l(obj1, obj2, ...)

Arguments

obj1	a TSmodel, TSdata, or TSestModel object.
obj2	a TSmodel or TSdata object.
...	arguments to be passed to other methods.

Details

For state space models l.SS is called and for ARMA models l.ARMA is called.

Value

Usually a TSestModel object is returned. Most methods allow an argument result which specifies that a certain part of the object is returned. (This is passed in ... to another method in most cases.) The likelihood can be returned by specifying result="like", which is useful for optimization routines.

See Also

l.SS, l.ARMA

Examples

data("eg1.DSE.data.diff", package="dse")
model <- toSS(TSmodel(estVARXls(eg1.DSE.data.diff)))
evaluated.model <- l(model, eg1.DSE.data.diff)

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