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authorSuraj Yerramilli2016-02-29 18:14:20 +0530
committerSuraj Yerramilli2016-02-29 18:14:20 +0530
commit376a4fc5eeb85dcc00795151e88160a9c5be741b (patch)
tree881f2381d1070d5755ced09f9ffc81b423c7f3ec /R/iv.R
parente2852219ec1c3572d8a8071670abd41ef9884b72 (diff)
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minor changes
Diffstat (limited to 'R/iv.R')
-rw-r--r--R/iv.R2
1 files changed, 1 insertions, 1 deletions
diff --git a/R/iv.R b/R/iv.R
index 5d0a7a6..5de0c73 100644
--- a/R/iv.R
+++ b/R/iv.R
@@ -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