diff options
| -rw-r--r-- | R/estpoly.R | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 38bac39..ddfaf93 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -263,9 +263,9 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ # Initial Parameter Estimates mod_arx <- iv4(x,c(na,nb,nk)) # fitting ARX model eps_init <- matrix(resid(mod_arx)) - mod_ar <- ar(eps_init,aic=F,order=nc) - e_init <- matrix(mod_ar$resid); e_init[is.na(e_init)] <- 0 - theta0 <- matrix(c(mod_arx$sys$A[-1],mod_arx$sys$B,-mod_ar$ar)) + mod_ma <- arima(eps_init,order=c(0,0,1),include.mean = F) + e_init <- matrix(mod_ar$residuals); e_init[is.na(e_init)] <- 0 + theta0 <- matrix(c(mod_arx$sys$A[-1],mod_arx$sys$B,mod_ar$coef)) l <- levbmqdt(yout,uout,order,e_init,obj=armaxGrad, theta0=theta0,N=N,opt=options) |