obs2Optim {RGAP} | R Documentation |
Find suitable 2nd observation specification
Description
Finds the most suitable model for the second observation equation according to the BIC.
Usage
obs2Optim(
x1,
x2,
xexo = NULL,
errorARmax = 2,
errorMAmax = 2,
maxCycleLag = 2,
maxAR = 2,
nModels = 1
)
Arguments
x1 |
A time series, the second observation equation. |
xexo |
(Optional) A (multiple) time series with exogenous variables. |
errorARmax |
Integer, maximal AR order of the error process of the 2nd observation equation. |
errorMAmax |
Integer, maximal MA order of the error process of the 2nd observation equation. |
maxCycleLag |
Integer, maximal cycle lag included in the 2nd observation equation. |
maxAR |
Integer, maximal AR order of the time series |
nModels |
Integer, maximum number of models chosen to be fitted. |
Value
A list containing the chosen parameters: errorAR, errorMA, cycleLag, ar, exo
.
[Package RGAP version 0.1.1 Index]