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| -rw-r--r-- | man/iv.Rd | 14 |
1 files changed, 1 insertions, 13 deletions
@@ -34,18 +34,6 @@ Estimates an ARX model of the specified order from input-output data using the instrument variable method. If arbitrary instruments are not supplied by the user, the instruments are generated using the arx routine } -\details{ -SISO ARX models are of the form -\deqn{ - y[k] + a_1 y[k-1] + \ldots + a_{na} y[k-na] = b_{nk} u[k-nk] + - \ldots + b_{nk+nb} u[k-nk-nb] + e[k] -} -The function estimates the coefficients using linear least squares (with -regularization). -\cr -The data is expected to have no offsets or trends. They can be removed -using the \code{\link{detrend}} function. -} \examples{ data(arxsim) mod_iv <- iv(z,c(2,1,1)) @@ -59,6 +47,6 @@ Lennart Ljung (1999), \emph{System Identification: Theory for the User}, 2nd Edition, Prentice Hall, New York. Section 7.6 } \seealso{ -arx +\code{\link{arx}}, \code{\link{iv4}} } |