all_models_rhs: Generates all possible combinations of right-hand side...

In gu-stat/gears: GEARS Method for Univariate and Multivariate Time Series Forecasting

Description

Takes in the names and lags of the variables, and generates all possible combinations of these to form the right-hand side of the model equations.

Usage

all_models_rhs(
  y.name = NULL,
  y.max.lags = NULL,
  x.names = NULL,
  x.max.lags = NULL,
  x.fixed.names = NULL,
  x.fixed.lags = NULL,
  x.interaction.names = NULL,
  x.interaction.lags = NULL,
  use.intercept = c("both", "without", "with")
)

Arguments

y.name	The name of the Y (left-hand side) variable. If NULL (default), the function creates a temporary name.
y.max.lags	A numeric value that gives the maximum number of lags of the Y (left-hand side) variable (see Details). Can be NULL (default) if the past values of the Y variable are not included in the model.
x.names	List with names of the X (right-hand side) variables that have a maximum number of lags (see Details). Can be NULL (default) if univariate model or if your model does not have variables of this type.
x.max.lags	List of numeric values that give the maximum number of lags of the X (right-hand side) variables. Can be NULL (default).
x.fixed.names	List with names of the X (right-hand side) variables that have a fixed number of lags (see Details). Can be NULL (default) if univariate model or if your model does not have variables of this type.
x.fixed.lags	List of numeric values that give the fixed number of lags of the variables in x.fixed.names. Can be NULL (default).
x.interaction.names	List of character vectors with names of the variables to be included as interaction terms (see Details). Can be NULL (default) if your model does not have interaction terms.
x.interaction.lags	List of numeric vectors with lags of the variables to be included as interaction terms. List and numeric vectors should have the same length as the ones in x.interaction.names. Can be NULL (default) if your model does not have interaction terms.
use.intercept	If use.intercept == "both" (default), the function returns all possible model equations with and without intercept. If use.intercept == "without", then the function returns all possible right-hand side equations without intercept. If use.intercept == "with", then only the right-hand side equations with intercept are returned.

Details

If y.max.lags equals to a number, then all lags of y.name up to this number (and starting at 0) will be included in the list of variables to enter the right-hand side of the model equations. For example, if y.max.lags = 2, then Y_t, Y_t-1, Y_t-2 will be included in the list of variables to enter the right-hand side of the equation.

Value

A character vector containing all possible combinations of the input variables and lags that form the right-hand side of the model equations.

gu-stat/gears documentation built on Oct. 20, 2021, 2:53 a.m.