estimate.Rd
paramater estimation function
estimate(xs, p = NA, q = 0, type = "mle", ...)
xs | the time series |
---|---|
p | the AR order |
q | the MA order (defaults to 0) |
type | the method of estimation, defaults to maximum likelihood |
... | Additional arguments to the tswge::est.arma.wge function |
a list of estimates