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| author | Suraj Yerramilli | 2016-02-15 13:22:14 +0530 |
|---|---|---|
| committer | Suraj Yerramilli | 2016-02-15 13:22:14 +0530 |
| commit | f6a75d66c0486600ec67b066d27621486fc9a913 (patch) | |
| tree | 941807e81f2eb41e4d1c26f379ca9e6601d2ede3 | |
| parent | e34fcaf2168bb06b86730a9f7448df86d9e73c9c (diff) | |
| download | SysID-R-code-f6a75d66c0486600ec67b066d27621486fc9a913.tar.gz SysID-R-code-f6a75d66c0486600ec67b066d27621486fc9a913.tar.bz2 SysID-R-code-f6a75d66c0486600ec67b066d27621486fc9a913.zip | |
changed ts model from ar to ma
| -rw-r--r-- | R/estpoly.R | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 38bac39..ddfaf93 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -263,9 +263,9 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ # Initial Parameter Estimates mod_arx <- iv4(x,c(na,nb,nk)) # fitting ARX model eps_init <- matrix(resid(mod_arx)) - mod_ar <- ar(eps_init,aic=F,order=nc) - e_init <- matrix(mod_ar$resid); e_init[is.na(e_init)] <- 0 - theta0 <- matrix(c(mod_arx$sys$A[-1],mod_arx$sys$B,-mod_ar$ar)) + mod_ma <- arima(eps_init,order=c(0,0,1),include.mean = F) + e_init <- matrix(mod_ar$residuals); e_init[is.na(e_init)] <- 0 + theta0 <- matrix(c(mod_arx$sys$A[-1],mod_arx$sys$B,mod_ar$coef)) l <- levbmqdt(yout,uout,order,e_init,obj=armaxGrad, theta0=theta0,N=N,opt=options) |