stoch.reg {astsa}  R Documentation 
Performs frequency domain stochastic regression discussed in Chapter 7.
stoch.reg(data, cols.full, cols.red, alpha, L, M, plot.which)
data 
data matrix 
cols.full 
specify columns of data matrix that are in the full model 
cols.red 
specify columns of data matrix that are in the reduced model (use NULL if there are no inputs in the reduced model) 
alpha 
test size 
L 
smoothing  see 
M 
number of points in the discretization of the integral 
plot.which 

power.full 
spectrum under the full model 
power.red 
spectrum under the reduced model 
Betahat 
regression parameter estimates 
eF 
pointwise (by frequency) Ftests 
coh 
coherency 
The script is based on code that was contributed by Professor Doug Wiens, Department of Mathematical and Statistical Sciences, University of Alberta.
D.S. Stoffer
You can find demonstrations of astsa capabilities at FUN WITH ASTSA.
The most recent version of the package can be found at https://github.com/nickpoison/astsa/.
In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.
The webpages for the texts are https://www.stat.pitt.edu/stoffer/tsa4/ and https://www.stat.pitt.edu/stoffer/tsda/.