diff options
Diffstat (limited to 'R')
| -rw-r--r-- | R/estpoly.R | 6 |
1 files changed, 3 insertions, 3 deletions
diff --git a/R/estpoly.R b/R/estpoly.R index 9a52552..d951ad5 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -345,12 +345,12 @@ oe <- function(x,order=c(1,1,0),options=optimOptions()){ stop("Not an OE model") leftPadZeros <- function(x,n) c(rep(0,n),x) - mod_arx <- arx(x,c(nf,nb,nk)) # fitting ARX model - iv <- matrix(predict(mod_arx)) + mod_arx <- iv4(x,c(nf,nb,nk)) # fitting ARX model + ivs <- matrix(predict(mod_arx)) theta0 <- matrix(c(mod_arx$sys$B,mod_arx$sys$A[-1])) uout <- apply(u,2,leftPadZeros,n=n) - l <- levbmqdt(y,uout,order,iv,obj=oeGrad,theta0=theta0,N=N, + l <- levbmqdt(y,uout,order,ivs,obj=oeGrad,theta0=theta0,N=N, opt=options) theta <- l$params e <- ts(l$residuals,start = start(y),deltat = deltat(y)) |