diff options
| -rw-r--r-- | R/iv.R | 11 |
1 files changed, 6 insertions, 5 deletions
@@ -112,17 +112,18 @@ iv4 <- function(z,order=c(0,1,0)){ # Steps 1-2 mod_iv1 <- iv(z,order) - A <- signal::Ma(mod_iv1$sys$A) - B <- signal::Ma(c(rep(0,nk),mod_iv1$sys$B)) +# A <- signal::Ma(mod_iv1$sys$A) +# B <- signal::Ma(c(rep(0,nk),mod_iv1$sys$B)) # Step 3 (AR Modeling) - w <- matrix(as.numeric(signal::filter(A,y)) - - as.numeric(signal::filter(B,u))) +# w <- matrix(as.numeric(signal::filter(A,y)) - +# as.numeric(signal::filter(B,u))) + w <- resid(mod_iv1) mod_ar <- ar(w,aic = F,order=na+nb) Lhat <- signal::Ma(c(1,-mod_ar$ar)) # Step 4 - G2 <- signal::Arma(as.numeric(B),as.numeric(A)) + # G2 <- signal::Arma(as.numeric(B),as.numeric(A)) x2 <- matrix(sim(mod_iv1$sys,u)) Lf <- function(x,L) matrix(as.numeric(signal::filter(L,x))) |