View source: R/model_selection.R
obs2Optim | R Documentation |
Finds the most suitable model for the second observation equation according to the BIC.
obs2Optim(
x1,
x2,
xexo = NULL,
errorARmax = 2,
errorMAmax = 2,
maxCycleLag = 2,
maxAR = 2,
nModels = 1
)
x1 |
A time series, the second observation equation. |
xexo |
(Optional) A (multiple) time series with exogenous variables. |
errorARmax |
Integer, maximal AR order of the error process of the 2nd observation equation. |
errorMAmax |
Integer, maximal MA order of the error process of the 2nd observation equation. |
maxCycleLag |
Integer, maximal cycle lag included in the 2nd observation equation. |
maxAR |
Integer, maximal AR order of the time series |
nModels |
Integer, maximum number of models chosen to be fitted. |
A list containing the chosen parameters: errorAR, errorMA, cycleLag, ar, exo
.
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