TETSestim {UComp}

TETSestim

Description

Estimates and forecasts TOBIT TETS models

Usage

TETSestim(m)

Arguments

m

an object of type TETS created with TETSmodel

Details

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

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

Author(s)

Diego J. Pedregal

See Also

TETS, TETSmodel, TETSvalidate, TETScomponents

Examples

## Not run: 
m1 <- TETSsetup(log(gdp))
m1 <- TETSestim(m1)

## End(Not run)