From bcb4780f702ed6fe1b24c9f9027f7038db23b950 Mon Sep 17 00:00:00 2001
From: Suraj Yerramilli
Date: Fri, 5 Jun 2015 17:16:48 +0530
Subject: Corrected the degrees of freedom

---
 R/estpoly.R | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

(limited to 'R')

diff --git a/R/estpoly.R b/R/estpoly.R
index 9fc5964..a895525 100644
--- a/R/estpoly.R
+++ b/R/estpoly.R
@@ -5,7 +5,7 @@ estARX <- function(data,order=c(0,1,0)){
   y <- as.matrix(data$output)
   u <- as.matrix(data$input); N <- dim(y)[1]
   na <- order[1];nb <- order[2]; nk <- order[3]
-  nb1 <- nb+nk; n <- max(na,nb1); df <- N - n
+  nb1 <- nb+nk; n <- max(na,nb1); df <- N - na - nb -nk
   
   padZeros <- function(x,n) c(rep(0,n),x,rep(0,n))
   yout <- apply(y,2,padZeros,n=n);
-- 
cgit