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| -rw-r--r-- | R/estpoly.R | 5 |
1 files changed, 2 insertions, 3 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 4bb1ac9..f35eceb 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -163,11 +163,10 @@ arx <- function(x,order=c(0,1,0)){ vcov <- sigma2 * chol2inv(qx$qr) - model <- arx(A = c(1,coef[1:na]),B = coef[na+1:(nb+1)], + model <- idpoly(A = c(1,coef[1:na]),B = coef[na+1:(nb+1)], ioDelay = nk,Ts=deltat(x)) - est <- estPoly(coefficients = model,vcov = vcov, sigma = sqrt(sigma2), + estPoly(coefficients = model,vcov = vcov, sigma = sqrt(sigma2), df = df,fitted.values=(X%*%coef)[1:N,], residuals=(Y-X%*%coef)[1:N,],call=match.call(),input=u) - est }
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