diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/estpoly.R | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index a10fe8a..7967cc2 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -380,8 +380,8 @@ bj <- function(z,order=c(1,1,1,1,0),init_sys=NULL, mod_oe <- oe(z,c(nb,nf,nk)) v <- resid(mod_oe); zeta <- matrix(predict(mod_oe)) mod_arma <- arima(v,order=c(nc,0,nd),include.mean = F) - theta0 <- matrix(c(mod_oe$sys$B,coef(mod_arma)[nc+1:nd], - -coef(mod_arma)[1:nc],mod_oe$sys$F1[-1])) + theta0 <- matrix(c(mod_oe$sys$B,coef(mod_arma)[nd+1:nc], + -coef(mod_arma)[1:nd],mod_oe$sys$F1[-1])) eps <- matrix(resid(mod_arma)) leftPadZeros <- function(x,n) c(rep(0,n),x) |