estBlackBox1 {dse} R Documentation

## Estimate a TSmodel

### Description

Estimate a TSmodel.

### Usage

    estBlackBox1(data, estimation="estVARXls",
reduction="MittnikReduction",
criterion="taic", trend=FALSE, subtract.means=FALSE,
verbose=TRUE, max.lag=6)


### Arguments

 data Data in an object of class TSdata. estimation Initial estimation method to be used. reduction Reduction method to be used. criterion Criterion to be used for model selection. see informationTestsCalculations. trend logical indicating if a trend should be estimated. subtract.means logical indicating if the mean should be subtracted from data before estimation. verbose logical indicating if information should be printed during estimation. max.lag integer indicating the maximum number of lags to consider.

### Value

A state space model in an object of class TSestModel.

### Side Effects

If verbose is TRUE then estimation information is printed and checkResiduals is run, which gives plots of information about the residuals.

informationTestsCalculations
data("egJofF.1dec93.data", package="dse")