diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/estpoly.R | 7 |
1 files changed, 4 insertions, 3 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 272204f..d99c64e 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -191,7 +191,7 @@ arx <- function(x,order=c(1,1,1),lambda=0.1,intNoise=FALSE, df <- df + length(fixedpars) fixedpos_B <- which(!is.na(fixed[[2]])) - uindex <- uindex[!uindex %in% (nk+fixedpos_B)] + uindex <- uindex[!uindex %in% (nk+fixedpos_B-1)] if(na!=0){ fixedpos_A <- which(!is.na(fixed[[1]])) yindex <- yindex[!yindex %in% fixedpos_A] @@ -230,7 +230,8 @@ arx <- function(x,order=c(1,1,1),lambda=0.1,intNoise=FALSE, pinv <- innerinv%*% t(X) coef <- pinv%*%Y - sigma2 <- sum((Y-X%*%coef)^2)/(df+n) + eps <- X%*%coef + sigma2 <- sum(eps^2)/(df+n) vcov <- sigma2 * innerinv fit <- (X%*%coef+fixedY)[1:N,,drop=F] if(intNoise) fit <- apply(fit,2,cumsum) @@ -250,7 +251,7 @@ arx <- function(x,order=c(1,1,1),lambda=0.1,intNoise=FALSE, intNoise=intNoise,unit=x$unit) estpoly(sys = model,stats=list(vcov = vcov, sigma = sqrt(sigma2), - df = df),fitted.values=fit,residuals=(Y-X%*%coef)[1:N,,drop=F], + df = df),fitted.values=fit,residuals=eps[1:N,,drop=F], call=match.call(),input=u) } |