make.Model.List.Reg {CombMSC}R Documentation

Make Model Lists

Description

Generates a list of regression formulae or numeric vectors for time series. Each element of the list is either a formula for which a regression model, or a tsm object for a time series model.

Usage

make.Model.List.Reg(fram, max.Size = min(8, dim(fram)[2]), no.Intercepts = FALSE, GLM = FALSE)

Arguments

fram data.frame of covariates.
max.Size The maximum number of terms to be included in the model.
no.Intercepts Logical indicating whether or not to include model formulae with a " + 0" at the end. By default, these will not be included, so all models will implicitly include an intercept term unless otherwise specified.
GLM Logical indicating whether the formulas are to be interpreted as specifying an lm (FALSE) or a glm (TRUE) type of model.

Details

The function will generate all possible model formulae with LHS equal to a dummy variable y, and the RHS given by all possible subsets of the column names of var.Frame, subject to the restriction that all subsets are no larger than max.Size. For time series, max.Size is a vector of length 6, specifying the maximum of each of the 6 components (AR, I, MA, SAR, SI, SMA) to generate.

Value

A list of either model formulae or numeric vectors.

Author(s)

Andrew K. Smith

See Also

TMC


[Package CombMSC version 1.4.2 Index]