diff options
Diffstat (limited to 'R/estpoly.R')
| -rw-r--r-- | R/estpoly.R | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 7bf94ea..eca1a5f 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -99,7 +99,10 @@ estARX <- function(data,order=c(0,1,0)){ yout <- apply(y,2,padZeros,n=n); uout <- apply(u,2,padZeros,n=n); - reg <- function(i) cbind(-yout[i-1:na,],uout[i-nk:nb1]) + reg <- function(i) { + if(nk==0) v <- i-0:(nb-1) else v <- i-nk:nb1 + cbind(-yout[i-1:na,],uout[v]) + } X <- t(sapply(n+1:(N+n),reg)) Y <- yout[n+1:(N+n),,drop=F] |