stoch.reg

data

specify columns of data matrix that are in the full model

specify columns of data matrix that are in the reduced model (use NULL if there are no inputs in the reduced model)

smoothing - see <code>spans</code> in <code>spec.pgram</code>

number of points in the discretization of the integral

<code>coh</code> or <code>F.stat</code>, to plot either the squared-coherencies or the F-statistics, respectively

Performs frequency domain stochastic regression discussed in Chapter 7.

Contains data sets and scripts to accompany Time Series Analysis and Its Applications: With R Examples by Shumway and Stoffer, fourth edition.

specify columns of data matrix that are in the full model



specify columns of data matrix that are in the reduced model (use NULL if there are no inputs in the reduced model) 



smoothing - see <code>spans</code> in <code>spec.pgram</code>

number of points in the discretization of the integral



<code>coh</code> or <code>F.stat</code>, to plot either the squared-coherencies or the F-statistics, respectively

Performs frequency domain stochastic regression discussed in Chapter 7.  

