structure
Tests whether a fitted simultaneous VARMA system admits a triangular ordering, identifying transfer-network relationships and flagging spurious feedback.
Instructions
N4t — Is the system simultaneous? (Tiao and Box 1981, §3.1, §5.2.) On the current fit: for each ordered pair, the LR test that series j does not enter series i's equation (all its cross AR and MA lags at zero); with up to 4 series, every triangular ordering (each series receives only from those before it). If an ordering stands, the system is a TRANSFER NETWORK — a triangular VARMA is a transfer function model — and sima offers the hand-back to mtram with the same .pre files; it does not hand back on its own. The verdict is only as good as the order of the fit: Tiao and Box's gas furnace shows a spurious feedback at low order.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
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"method": "tools/call",
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}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| name | Yes | ||
| alpha | No |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |