From 361456717ba2c2e1fb75c48669428580a8b0c8c6 Mon Sep 17 00:00:00 2001
From: Suraj Yerramilli
Date: Fri, 30 Oct 2015 21:20:59 +0530
Subject: Writing ARMAX code

---
 R/estpoly.R | 12 ++++++++++++
 1 file changed, 12 insertions(+)

(limited to 'R')

diff --git a/R/estpoly.R b/R/estpoly.R
index cfb4390..92647cd 100644
--- a/R/estpoly.R
+++ b/R/estpoly.R
@@ -175,4 +175,16 @@ arx <- function(x,order=c(0,1,0)){
   estPoly(coefficients = model,vcov = vcov, sigma = sqrt(sigma2),
               df = df,fitted.values=(X%*%coef)[1:N,],
               residuals=(Y-X%*%coef)[1:N,],call=match.call(),input=u)
+}
+
+armax <- function(x,order=c(0,1,1,0)){
+  y <- outputData(x); u <- inputData(x); N <- dim(y)[1]
+  e <- matrix(rep(0,N),ncol=1)
+  na <- order[1];nb <- order[2]-1; nc <- order[3]
+  nb1 <- nb+nk ; n <- max(na,nb1,nc)
+  
+  if(nc<1) 
+    stop("Error: Not an ARMAX model")
+  
+  
 }
\ No newline at end of file
-- 
cgit