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author | Suraj Yerramilli | 2016-02-29 18:14:20 +0530 |
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committer | Suraj Yerramilli | 2016-02-29 18:14:20 +0530 |
commit | 376a4fc5eeb85dcc00795151e88160a9c5be741b (patch) | |
tree | 881f2381d1070d5755ced09f9ffc81b423c7f3ec /R/iv.R | |
parent | e2852219ec1c3572d8a8071670abd41ef9884b72 (diff) | |
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minor changes
Diffstat (limited to 'R/iv.R')
-rw-r--r-- | R/iv.R | 2 |
1 files changed, 1 insertions, 1 deletions
@@ -119,7 +119,7 @@ iv4 <- function(z,order=c(0,1,0)){ # w <- matrix(as.numeric(signal::filter(A,y)) - # as.numeric(signal::filter(B,u))) w <- resid(mod_iv1) - mod_ar <- ar(w,aic = F,order=na+nb) + mod_ar <- ar(w,aic = F,order=10+na+nb) Lhat <- signal::Ma(c(1,-mod_ar$ar)) # Step 4 |