dse (version 2020.2-1)

l: Evaluate a TSmodel

Description

Evaluate a model with data.

Usage

l(obj1, obj2, ...)
    # S3 method for TSdata
l(obj1, obj2, ...)
    # S3 method for TSestModel
l(obj1, obj2, ...)

Arguments

obj1

a TSmodel, TSdata, or TSestModel object.

obj2

a TSmodel or TSdata object.

...

arguments to be passed to other methods.

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.

Details

For state space models l.SS is called and for ARMA models l.ARMA is called.

See Also

l.SS, l.ARMA

Examples

# NOT RUN {
data("eg1.DSE.data.diff", package="dse")
model <- toSS(TSmodel(estVARXls(eg1.DSE.data.diff)))
evaluated.model <- l(model, eg1.DSE.data.diff)
# }