varsel {tfarima}

Variable selection

Description

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

Usage

varsel(tfm, ...)

## S3 method for class 'tfm'
varsel(tfm, y = NULL, p.value = 0.1, envir = NULL, ...)

Arguments

tfm

a tfm object.

...

other arguments.

y

a "ts" object.

p.value

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

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Value

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