UComp (version 5.1)

TETSestim: TETSestim

Description

Estimates and forecasts TOBIT TETS models

Usage

TETSestim(m)

Value

The same input object with the appropriate fields filled in, in particular:

p

Estimated parameters

yFor

Forecasted values of output

yForV

Variance of forecasted values of output

ySimul

Bootstrap simulations for forecasting distribution evaluation

Arguments

m

an object of type TETS created with TETSforecast

Author

Diego J. Pedregal

Details

TETSestim estimates and forecasts a time series using an a TOBIT TETS model

See Also

TETS, TETSforecast, TETSvalidate, TETScomponents

Examples

if (FALSE) {
m1 <- TETSsetup(log(gdp))
m1 <- TETSestim(m1)
}