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

In gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods

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)

gets documentation built on Sept. 11, 2024, 9:03 p.m.