##Simulate from an AR(1):
set.seed(123)
y <- arima.sim(list(ar=0.4), 100)
##Simulate four independent Gaussian regressors:
xregs <- matrix(rnorm(4*100), 100, 4)
##estimate an AR(2) with intercept and four conditioning
##regressors in the mean:
mymod <- arx(y, mc=TRUE, ar=1:2, mxreg=xregs)
##General-to-Specific (GETS) modelling of the mean:
meanmod <- getsm(mymod)
##extract the paths searched:
paths(meanmod)
##extract the terminal models:
terminals(meanmod)
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