| vPar True parameter vector | |
| asPar names of parameters | |
| dSigma True residual standard error | |
| cM number of replications | |
| cTforc number of forecasts (default is 0) |
| iStore Storage type, one of: STORE_REP, STORE_DGP, STORE_GUM, STORE_RSC | |
| iRep replication index | |
| bUnconditional (only for STORE_RSC), TRUE: unconditional, FALSE: weighted conditionally on selection |
| asDiag | Names of diagnostic tests |
| asColumn | Names of final columns (or {}) {}: no additional names, last column is called final (STORE_REP) {"x"}: one additional name, last column is called x (STORE_REP) {"x","y"}: two additional names, last columns are (STORE_REP, STORE_RSC, STORE_RSC conditional) |
| asColumn | Names of forecast columns (or {}) |
| sTitle | title |
| cParU | number of unrestricted coefficients (to be excluded) |
| cT | estimation sample size |
| dPVal1 | p-value of selection (used to decide on significant/insignificant count; not used for gauge/potency) |
| dDominatingPVal | p-value of for encompassing |
| iStore Storage type, one of: STORE_REP (replication), STORE_DGP (estimated DGP), STORE_GUM (estimated GUM), STORE_RSC (exp(-SC/2) weighted replication, for forecast averaging) | |
| iRep replication index |
| iRep replication index | |
| vEnc encompassing test(s) |
| iStore Storage type, one of: STORE_FORC_AVG0, STORE_FORC_AVG1, STORE_FORC_AVG2 | |
| iRep replication index | |
| vAvgForc forecasts |
| iStore Storage type, one of: STORE_REP (replication), STORE_DGP (estimated DGP), STORE_GUM (estimated GUM), STORE_RSC (exp(-SC/2) weighted replication, for forecast averaging) | |
| iRep replication index | |
| iRepStage 0: results stored, >=1: results added to previous results, so keeping only sum of results (addition can only be used with STORE_REP and STORE_RSC) | |
| vPar parameter vector | |
| vParSE standard errors of parameters | |
| vParPval pvalues of parameters | |
| asPar names of parameters | |
| dESE equation standard error | |
| dLogLik log-likelihood | |
| cT sample size | |
| vForc forecasts (or <>) | |
| vAct actual values for forecast period (or <>), for STORE_DGP only |