View source: R/gets-base-source.R
paths | R Documentation |
Extraction functions for objects of class 'arx', 'gets' and 'isat'
paths(object, ...) terminals(object, ...) rsquared(object, adjusted=FALSE, ...)
object |
an object of class 'arx', 'gets' or 'isat' |
adjusted |
|
... |
additional arguments |
paths
and terminals
can only be applied on objects of class 'gets' and 'isat'
|
a |
|
a |
|
a |
Genaro Sucarrat, http://www.sucarrat.net/
getsm
, getsm
, getsv
, isat
##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)
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