mine.stepwise {dse2} | R Documentation |
mine.stepwise
mine.stepwise(data, essential.data=1, method="efroymson", f.crit=2, intercept=T, subtract.means=F, standardize=F, lags.in=6, lags.out=6, trend=F, plot.=T)
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Data should be of class TSdata. essential.data must have length 1.
standardize and subtract means ...
The result is a list with the results of stepwise,..., and
several vectors indicating information about the columns of the matrix
passed to stepwise:
io.indicator indicating an input (F) or output (T) variable
v.indicator indicating which series
lag.indicator indicating the lag
s.input.indicator and s.output.indicator are logic matrices
length(stepwise$rss)
by m and p respectively indicating if
a series is included for each element of rss.
x