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dse (version 2007.7-1)

mineStepwise: Mine Stepwise

Description

mineStepwise

Usage

mineStepwise(data, essential.data=1,
      method="efroymson", f.crit=2, intercept=TRUE,
      subtract.means=FALSE,  standardize=FALSE, 
      lags.in=6, lags.out=6, trend=FALSE, plot.=TRUE)

Arguments

data
TSdata
essential.data
An integer vector indication important data.
method
method to pass to stepwise.
f.crit
See details.
intercept
See details.
subtract.means
See details.
standardize
See details.
lags.in
See details.
lags.out
See details.
trend
See details.
plot.
See details.

Value

  • x

concept

DSE

Details

This documentation is out of date. Data should be of class TSdata. essential.data must have length 1. standardize and subtract means ... The result is a list with the results of stepwise,..., and several vectors indicating information about the columns of the matrix passed to stepwise: io.indicator indicating an input (FALSE) or output (TRUE) variable v.indicator indicating which series lag.indicator indicating the lag s.input.indicator and s.output.indicator are logic matrices length(stepwise$rss) by m and p respectively indicating if a series is included for each element of rss.