l {dse1}R Documentation

Evaluate a TSmodel

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, ...)
    ## S3 method for class 'TSrestrictedModel':
    l(obj1, obj2, result=NULL, ...)

Arguments

obj1 a TSmodel, TSdata, or TSestModel object.
obj2 a TSmodel or TSdata object.
result specifies part of TSestModel object to returned
... 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

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- toSS(TSmodel(estVARXls(eg1.DSE.data.diff)))
evaluated.model <- l(model, eg1.DSE.data.diff)

[Package dse1 version 2006.1-1 Index]