varsel: Variable selection

Description Usage Arguments Value

Description

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

Usage

1
2
3
4
varsel(tfm, ...)

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

Arguments

tfm

a tfm object.

...

additional arguments.

p.value

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

Value

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


tfarima documentation built on May 30, 2021, 1:06 a.m.