simplify
Tests whether weak cross-series coefficients (|t| below a threshold) in the current VARMA fit can be set to zero, refits the restricted model, and compares it with the full fit via LR, AIC, and BIC.
Instructions
N4s — Tiao and Box's (1981, §4) simplification by coefficient, on the
current fit: the cross coefficients (and, on route V or in the echelon
form, each series' own AR/MA coefficients) with |t| < t are held at
zero, the model is refitted, and the restriction is tested by LR against
the full fit, with AIC and BIC. The restricted fit is cached: adopting it
(the estimate call in the menu) is instant. Route U's univariate models
are never touched — they are art's; the echelon form's own part, which
replaces their regular ARMA, is sima's, and is simplified like the rest. Several rounds are normal (Tiao and Box simplified
the SCC model twice).
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"name": "<name>"
},
"name": "simplify"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| t | No | ||
| name | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |