Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: cafpe
See also: tp/cafpe/lagfull

Quantlet: lagdir1
Description: Quantlet for conducting directed search as in Tjostheim and Auestad (1994) for lag selection. It collects all lags which have not yet been selected into a vector lagno

Reference(s):

Usage: { lagno,lagnor } = lagdir1(lagmax,dc,lagdc1)
Input:
lagmax scalar, largest lag to be considered for input variable selection
dc scalar, number of variables to be included in lag vector lagno
lagdc1 vector that contains all input variables which already have been selected
Output:
lagnor scalar, number of input variables that are included in lagno
lagno (lagnor x 1) vector that contains all input variables that have to be checked in the next round

Example:
pathcafpe 	= "tp/cafpe/"; path of CAFPE quantlets
func(pathcafpe + "lagdir1.xpl")
lagmax  	= 6
dc      	= 4
lagdc1  	= 1|3
{ lagno,lagnor }= lagdir1(lagmax,dc,lagdc1)
"lagno" lagno
"lagnor" lagnor
Result:
returns vector of lags to be possibly added next and
and their number

Library: cafpe
See also: tp/cafpe/lagfull

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Tschernig 000420
(C) MD*TECH Method and Data Technologies, 27.4.2000