varsel
omits non-significant inputs from a transfer function model.
varsel(tfm, ...)# S3 method for tfm
varsel(tfm, y = NULL, p.value = 0.1, envir = NULL, ...)
a tfm
object.
other arguments.
a "ts" object.
probability value to decide whether or not to omit an input.
environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.
A tfm
object or a "um" if no input is significant at that level.