paths {gets}

Extraction functions for 'arx', 'gets' and 'isat' objects

Description

Extraction functions for objects of class 'arx', 'gets' and 'isat'

Usage

paths(object, ...)
terminals(object, ...)
rsquared(object, adjusted=FALSE, ...)

Arguments

object

an object of class 'arx', 'gets' or 'isat'

adjusted

logical. If TRUE the adjusted R-squared is returned

...

additional arguments

Details

paths and terminals can only be applied on objects of class 'gets' and 'isat'

Value

paths:

a list with the paths searched (each number refers to a regressor in the GUM)

terminals:

a list with the terminal models (each number refers to a regressor in the GUM)

rsquared:

a numeric, the R-squared of the regression, or adjusted R-squared if adjusted is set to TRUE

Author(s)

Genaro Sucarrat, http://www.sucarrat.net/

See Also

getsm, getsm, getsv, isat

Examples

##Simulate from an AR(1):
set.seed(123)
y <- arima.sim(list(ar=0.4), 50)

##Simulate four independent Gaussian regressors:
xregs <- matrix(rnorm(4*50), 50, 4)

##estimate an AR(2) with intercept and four conditioning
##regressors in the mean:
mymod <- arx(y, mc=TRUE, ar=1:2, mxreg=xregs)
rsquared(mymod)
rsquared(mymod, adjusted=TRUE)

##General-to-Specific (GETS) modelling of the mean:
meanmod <- getsm(mymod)
rsquared(meanmod)
rsquared(meanmod, adjusted=TRUE)

##extract the paths searched:
paths(meanmod)

##extract the terminal models:
terminals(meanmod)