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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