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 |
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 |
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
returns vector of lags to be possibly added next and and their number
Library: | cafpe |
See also: | tp/cafpe/lagfull |