diff options
Diffstat (limited to 'R/estUtil.R')
| -rw-r--r-- | R/estUtil.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/estUtil.R b/R/estUtil.R index dc0a00d..8844582 100644 --- a/R/estUtil.R +++ b/R/estUtil.R @@ -175,12 +175,12 @@ bjGrad <- function(theta,e,dots){ } else{ filt_ts <- signal::Arma(b=c(1,theta[nb+1:nc]), a=c(1,theta[nb+nc+1:nd])) - w <- signal::filter(filt_ts,e) + w <- matrix(signal::filter(filt_ts,e)) zeta <- y-w } zetaout <- matrix(c(rep(0,n),zeta[,])) wout <- matrix(c(rep(0,n),w[,])) - eout <- matrix(c(rep(0,n)),e[,]) + eout <- matrix(c(rep(0,n),e[,])) reg <- function(i) { if(nk==0) v <- i-0:(nb-1) else v <- i-nk:nb1 |