diff options
| -rw-r--r-- | R/estpoly.R | 3 |
1 files changed, 2 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index e39c796..678c652 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -347,7 +347,8 @@ oe <- function(x,order=c(1,1,0),options=optimOptions()){ # Initial Model mod_arx <- iv(x,c(nf,nb,nk)) # fitting ARX model wk <- resid(mod_arx) - e_init <- as.numeric(signal::filter(signal::Ma(mod_arx$sys$A),wk)) + e_init <- as.numeric(signal::filter( + signal::Arma(b=1,a=mod_arx$sys$A),wk)) ivs <- y-e_init theta0 <- matrix(c(mod_arx$sys$B,mod_arx$sys$A[-1])) |