TETSestim {UComp} | R Documentation |
Estimates and forecasts TOBIT TETS models
TETSestim(m)
m |
an object of type |
TETSestim
estimates and forecasts a time series using an
a TOBIT TETS model
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 |
Diego J. Pedregal
TETS
, TETSmodel
, TETSvalidate
,
TETScomponents
## Not run:
m1 <- TETSsetup(log(gdp))
m1 <- TETSestim(m1)
## End(Not run)