estimateModels {dse} | R Documentation |

Estimate models using given estimation method

```
estimateModels(data, estimation.sample = NULL, trend =FALSE, quiet =FALSE,
estimation.methods = NULL)
is.estimatedModels(obj)
```

`data` |
An object of class TSdata. |

`estimation.methods` |
A named list with the names indicating the estimation method and the value associated with the name is a list of arguments for each the method indicated. Its value should be NULL if no args are needed. |

`estimation.sample` |
An integer indicating the number of points in the sample to use for estimation. If it is NULL the whole sample is used. |

`trend` |
If trend is TRUE then a linear trend is calculated and returned as
the element |

`quiet` |
If quiet is TRUE then most printing and some warning messages are suppressed. |

`obj` |
An object. |

Estimate models from data with estimation methods indicated by estimation.methods. This is primarily a utility for other functions.

Element `multi.model`

in the result is a list of the same length as
estimation.methods with resulting models as elements.

`EstEval`

,
`outOfSample.forecastCovEstimatorsWRTdata`

```
data("eg1.DSE.data.diff", package="dse")
z <- estimateModels(eg1.DSE.data.diff, estimation.methods= list(
bft=list(verbose=FALSE),
estVARXar=list(max.lag=3)))
```

[Package *dse* version 2020.2-1 Index]