diff options
Diffstat (limited to 'R')
-rw-r--r-- | R/iv.R | 2 |
1 files changed, 1 insertions, 1 deletions
@@ -119,7 +119,7 @@ iv4 <- function(z,order=c(0,1,0)){ # w <- matrix(as.numeric(signal::filter(A,y)) - # as.numeric(signal::filter(B,u))) w <- resid(mod_iv1) - mod_ar <- ar(w,aic = F,order=na+nb) + mod_ar <- ar(w,aic = F,order=10+na+nb) Lhat <- signal::Ma(c(1,-mod_ar$ar)) # Step 4 |