estBlackBox1 {dse1} | R Documentation |
Estimate a TSmodel.
estBlackBox1(data, estimation="estVARXls", reduction="MittnikReduction", criterion="taic", trend=FALSE, subtract.means=FALSE, verbose=TRUE, max.lag=6)
data |
Data in an object of class TSdata. |
estimation |
Initial estimation method to be used. |
reduction |
Reduction method to be used. |
criterion |
Criterion to be used for model
selection. see informationTestsCalculations . |
trend |
logical indicating if a trend should be estimated. |
subtract.means |
logical indicating if the mean should be subtracted from data before estimation. |
verbose |
logical indicating if information should be printed during estimation. |
max.lag |
integer indicating the maximum number of lags to consider. |
A state space model in an object of class TSestModel.
if(is.R()) data("egJofF.1dec93.data", package="dse1") goodmodel <- estBlackBox1(egJofF.1dec93.data)