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tfarima (version 0.1.1)

varsel: Variable selection

Description

varsel omits non-significant inputs from a transfer function model.

Usage

varsel(tfm, ...)

# S3 method for tfm varsel(tfm, p.value = 0.1, ...)

Arguments

tfm

a tfm object.

...

additional arguments.

p.value

probability value to decide whether or not to omit an input.

Value

A tfm object or a "um" if no input is significant at that level.