Performs frequency domain stochastic regression discussed in Chapter 7.
stoch.reg(data, cols.full, cols.red, alpha, L, M, plot.which)data matrix
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)
test size
smoothing - see spans in spec.pgram
number of points in the discretization of the integral
coh or F.stat, to plot either the squared-coherencies or the F-statistics, respectively
spectrum under the full model
spectrum under the reduced model
regression parameter estimates
pointwise (by frequency) F-tests
coherency