varsel function

Variable selection

varsel omits non-significant inputs from a transfer function model.

varsel(tfm, ...)

## S3 method for class 'tfm'
varsel(tfm, y = NULL, p.value = 0.1, envir = NULL, ...)

Arguments

• tfm: a tfm object.
• ...: other arguments.
• y: a "ts" object.
• p.value: probability value to decide whether or not to omit an input.
• envir: environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

Returns

A tfm object or a "um" if no input is significant at that level.