dse (version R2000.6-1)

l.ARMA: Evaluate a ARMA TSmodel

Description

Evaluate a ARMA TSmodel.

Usage

l.ARMA(model, data, sampleT=NULL, predictT=NULL,result=NULL, compiled=.DSECOMPILED, warn=T)

Arguments

model

An 'ARMA' 'TSmodel' object.

data

A TSdata object.

sampleT

predictT

An integer to what period forecasts should be extrapolated.

result

compiled

warn

If FALSE then certain warning messages are turned off.

Value

• An object of class TSestModel (see TSestModel).

Details

This function is called by the function l() when the argument to l is an ARMA model. Using l() is usually preferable to calling ARMA directly. ARMA calls a compiled program unless compiled=F. The compiled version is much faster than the S version.

See Also

l, l.SS TSmodel TSestModel.object

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
	model <- TSmodel(est.VARX.ls(eg1.DSE.data.diff))
	evalutated.model <- l.ARMA(model,eg1.DSE.data.diff)