polyback {RTisean}R Documentation

Backward elimination for a given polynomial

Description

Performs a backward elimination for a given polynomial, whose terms are read from a parameter matrix. The terms are removed in such a way that the one step forecast error is increased minimally.

Usage

polyback(series, l, x = 0, c = 1, m = 2, d = 1, n, s = 1, scale = 1, p)

Arguments

series a vector or a matrix.
l number of data to use.
x number of lines to be ignored.
c column to be read.
m embedding dimension.
d delay.
n length for the insample error estimation.
s steps to be forecasted.
scale final number of terms.
p name of the input matrix created with polypar or by hand.

Value

A dataframe containing the number of remaining terms in the polynomial in column 1, the in-sample error produced by the reduced polynomial in column 2, the out-of-sample error produced by the reduced polynomial in column 3 and the term removed last from the polynomial in columns 4 and 5.

See Also

polypar

Examples

## Not run: 
 
polymat <- polypar(p=4)
polyout <- polyback(sunspot.month,p=polymat,n=2000)
plot(0:14,polyout[,2],t="l",ylim=range(polyout[,(2:3)]),
xlab="Number of removed parameters",ylab="Forecast error",
main="Fitting accuracy of polynomial
model reduced via backward elimination")
lines(0:14,polyout[,3],col=2)
legend(2,0.5, c("In-sample error","Out-of-sample error"),fill=c(1,2),bty="n",cex=0.8)

## End(Not run)

[Package RTisean version 3.0.10 Index]