varsel

varsel.tfm

<code>varsel</code> omits non-significant inputs from a transfer function model.

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

varsel function

<dl><dt>tfm</dt>
<dd>a <code>tfm</code> object.</dd>
<dt>...</dt>
<dd>other arguments.</dd>
<dt>y</dt>
<dd>a "ts" object.</dd>
<dt>p.value</dt>
<dd>probability value to decide whether or not to omit an input.</dd>
<dt>envir</dt>
<dd>environment in which the function arguments are evaluated.
By default, the calling environment of this function will be used.</dd></dl>

Arguments

Variable selection — varsel

<dl>

<dt>tfm</dt>
<dd>a <code>tfm</code> object.</dd>


<dt>...</dt>
<dd>other arguments.</dd>


<dt>y</dt>
<dd>a "ts" object.</dd>


<dt>p.value</dt>
<dd>probability value to decide whether or not to omit an input.</dd>


<dt>envir</dt>
<dd>environment in which the function arguments are evaluated.
By default, the calling environment of this function will be used.</dd>

</dl>

varsel: Variable selection

Description

Usage

Value

Arguments