l
Evaluate a TSmodel
Description
Evaluate a model with data.
Usage
l(model, data, sampleT=NULL, predictT=NULL,result=NULL)
Required Arguments
- model
-
An object of class TSmodel.
- data
-
A list containing input and output data. See TSdata.
Optional Arguments
- sampleT
-
The length of data which should be used for estimation of one step ahead
predictions. Output data
must be at least as long as sampleT. If sampleT is not supplied it
is taken to be periods(data).
- predictT
-
The length of data which should be used for simulation (i.e. - multi-step
prediction) beyond sampleT. Input data
must be at least as long as predictT. predictT must be at least as
large as sampleT. If predictT is not supplied it
is taken to be sampleT.
- result
-
If result is not specified an object of class TSestModel is
returned. Otherwise, the specified element of TSestModel$estimates
is returned.
Value
Details
This function determines whether the model is in state space or
ARMA form and calls KF or ARMA.
See Also
Examples
evalutated.model <- l(model,data)
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