Dear sir,
I have applied the automatic function in Grocer package to handle the linear 
regression of two time seris Y and X, where they have dimensions(n,1) and (n, 
m) respectively. The output may contain p significant variables, where p < m. 
Is there an output variable that stores the serial numbers or names of the p 
variables in the final model?

The serial numbers of the p variables are printed on screen, but I will like to 
use them in another part of the program without having to copy them manually.

Samuel Enibe

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