Refines a fitted seasonal VARMA model by setting insignificant estimates to zero
refsVARMA(model, thres = 0.8)
An output object of the sVARMA command or the refsVARMA command
Threshold for individual t-ratio. Default is 0.8.
The command removes simultaneously all parameters with t-ratio less than the threshold in modulus.
The same as those of the command sVARMA
Ruey S. Tsay
Tsay (2014, Chapter 6)