TETSestim function

TETSestim

Estimates and forecasts TOBIT TETS models

TETSestim(m)

Arguments

• m: an object of type TETS created with TETSforecast

Returns

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

Details

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

Examples

## Not run:

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

See Also

TETS, TETSforecast, TETSvalidate, TETScomponents

Author(s)

Diego J. Pedregal