diff options
-rw-r--r-- | R/iv.R | 2 |
1 files changed, 1 insertions, 1 deletions
@@ -148,7 +148,7 @@ iv4 <- function(z,order=c(0,1,0)){ # Step 3 w <- resid(mod_iv) - mod_ar <- ar(w,aic = F,order=na+nb) + mod_ar <- ar(w,aic = F,order.max =na+nb) Lhat <- signal::Arma(b=c(1,-mod_ar$ar),a=1) # Step 4 |