Fit a dynamic system model — fitDSModel • tvdsm

Fits a dynamic system model to time series data using systemfit and SUR.

Usage

fitDSModel(
  x,
  y,
  x_mu = mean(x, na.rm = T),
  y_mu = mean(y, na.rm = T),
  type = 2,
  step = 0.25,
  p.value = 0.01,
  verbose = F,
  lag = 0
)

Arguments

x: Numeric vector representing x values.
y: Numeric vector representing y values.
x_mu: Baseline value for x; default is mean(x, na.rm=TRUE).
y_mu: Baseline value for y; default is mean(y, na.rm=TRUE).
type: Model type (default 2).
step: Step size parameter (default 0.25).
p.value: Significance level for the likelihood ratio test.
verbose: Logical, whether to print verbose output.
lag: Lag value to apply.

Value

A list containing the fitted models, R-squared values, and model coefficients.