diff options
Diffstat (limited to '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 72ed6a8..9a52552 100644 --- a/R/estpoly.R +++ b/R/estpoly.R @@ -261,7 +261,7 @@ armax <- function(x,order=c(0,1,1,0),options=optimOptions()){ uout <- apply(u,2,padZeros,n=n) # Initial Parameter Estimates - mod_arx <- arx(x,c(na,nb,nk)) # fitting ARX model + mod_arx <- iv4(x,c(na,nb,nk)) # fitting ARX model eps_init <- matrix(resid(mod_arx)) mod_ar <- ar(eps_init,aic=F,order=nc) e_init <- matrix(mod_ar$resid); e_init[is.na(e_init)] <- 0 |