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| author | Suraj Yerramilli | 2016-02-29 16:30:57 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2016-02-29 16:30:57 +0530 |
| commit | 60cb353c856b22614e41a2a06aee2492d47830d0 (patch) | |
| tree | ee4872bbcef64811cf970214e83d44a937a4704d | |
| parent | 95b5ab86ba4c7972e6e3a885412853d0bf7b58f6 (diff) | |
| download | SysID-R-code-60cb353c856b22614e41a2a06aee2492d47830d0.tar.gz SysID-R-code-60cb353c856b22614e41a2a06aee2492d47830d0.tar.bz2 SysID-R-code-60cb353c856b22614e41a2a06aee2492d47830d0.zip | |
minor corrections in time-series order
| -rw-r--r-- | R/estpoly.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index cbf74f2..6abd24f 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -450,7 +450,7 @@ bj <- function(z,order=c(1,1,1,1,0), # Initial Guess mod_oe <- oe(z,c(nb,nf,nk)) v <- resid(mod_oe); zeta <- matrix(predict(mod_oe)) - mod_arma <- arima(v,order=c(nc,0,nd),include.mean = F) + mod_arma <- arima(v,order=c(nd,0,nc),include.mean = F) theta0 <- matrix(c(mod_oe$sys$B,coef(mod_arma)[nd+1:nc], -coef(mod_arma)[1:nd],mod_oe$sys$F1[-1])) eps <- matrix(resid(mod_arma)) |