# NOT RUN {
# Only one independent series
data(warming)
model.ardl = ardlDlm(x = warming$NoMotorVehicles,
y = warming$Warming, p = 1 , q = 1 )
summary(model.ardl)
# Remove some lags
# Remove some lags
rem.p = c(0,1) # 0 removes the main effect of X.t
rem.q = c(1,3)
remove = list(p = rem.p , q = rem.q)
model.ardl = ardlDlm(x = warming$NoMotorVehicles,
y = warming$Warming, p = 2 , q = 3 , remove = remove)
summary(model.ardl)
# To remove intercept as well
rem.q = c(1,3,-1)
remove = list(p = rem.p , q = rem.q)
model.ardl = ardlDlm(x = warming$NoMotorVehicles,
y = warming$Warming, p = 2 , q = 3 , remove = remove)
summary(model.ardl)
# Multiple independent series
data(M1Germany)
data = M1Germany[1:144,]
model.ardlDlm = ardlDlm(formula = logprice ~ interest + logm1,
data = data.frame(data) , p = 2 , q = 1 )
summary(model.ardlDlm)
# To remove intercept as well
model.ardlDlm = ardlDlm(formula = logprice ~ -1 + interest + logm1,
data = data.frame(data) , p = 2 , q = 1 )
summary(model.ardlDlm)
rem.p = list(interest = c(0,2) , logm1 = c(0))
# Remove the main series of interest and logm1 and the secont lag of
# interest from the model
rem.q = c(1)
remove = list(p = rem.p , q = rem.q)
remove
model.ardlDlm = ardlDlm(formula = logprice ~ interest + logm1,
data = data.frame(data) , p = 2 , q = 2 ,
remove = remove)
summary(model.ardlDlm)
# }
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