diff options
| -rw-r--r-- | R/estpoly.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index cbf74f2..6abd24f 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -450,7 +450,7 @@ bj <- function(z,order=c(1,1,1,1,0), # Initial Guess mod_oe <- oe(z,c(nb,nf,nk)) v <- resid(mod_oe); zeta <- matrix(predict(mod_oe)) - mod_arma <- arima(v,order=c(nc,0,nd),include.mean = F) + mod_arma <- arima(v,order=c(nd,0,nc),include.mean = F) theta0 <- matrix(c(mod_oe$sys$B,coef(mod_arma)[nd+1:nc], -coef(mod_arma)[1:nd],mod_oe$sys$F1[-1])) eps <- matrix(resid(mod_arma)) |