diff options
Diffstat (limited to 'R/estpoly.R')
| -rw-r--r-- | R/estpoly.R | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 3135aec..2e2eba4 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -278,7 +278,7 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ model <- idpoly(A = c(1,theta[1:na]),B = theta[na+1:nb], C = c(1,theta[na+nb+1:nc]),ioDelay = nk,Ts=deltat(x)) - estpoly(sys = model,stats=list(vcov = vcov, sigma = sqrt(sigma2)), + estpoly(sys = model,stats=list(vcov = l$vcov, sigma = l$sigma), fitted.values=y-e,residuals=e,call=match.call(),input=u, options = options,termination = l$termination) } |