Usage Arguments Value Author(s) Examples

1 | ```
RegSL(y,x,lagy=0,lagx=0,ini=0,out.of.sample=0)
``` |

`y` |
time series |

`x` |
covariables |

`lagy` |
how many lags of y should be tested if wanted. |

`lagx` |
how many lags of x should be tested if wanted. |

`ini` |
how many times of the beggining of series should be leave out of adjustment to keeping the model with lagy>0 or lagx>0 comparable with models with other lag options. |

`out.of.sample` |
how many times of the end of series should be leave out of testing sample for testing forecast. |

Returns the samples used to adjust and test model, predictions, prediction errors, simple and adjusted coefficients of determination, the estimated coefficients from regression with lasso and simple regression and p-values.

Coded by Luciene Gomes de Souza, last updated on 04-11-2016.

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lucisouzarj/lasa documentation built on May 21, 2019, 8:54 a.m.

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