From d6508786ce6c12c92e9a061c07d50c04bc39dec5 Mon Sep 17 00:00:00 2001 From: Suraj Yerramilli Date: Tue, 16 Feb 2016 21:30:56 +0530 Subject: completing documentation for bj --- man/bj.Rd | 21 ++++++++++++++++++--- 1 file changed, 18 insertions(+), 3 deletions(-) (limited to 'man/bj.Rd') diff --git a/man/bj.Rd b/man/bj.Rd index 24ec162..453789e 100644 --- a/man/bj.Rd +++ b/man/bj.Rd @@ -42,10 +42,25 @@ Fit a box-jenkins model of the specified order from input-output data \details{ SISO BJ models are of the form \deqn{ - y[k] + f_1 y[k-1] + \ldots + f_{nf} y[k-nf] = b_{nk} u[k-nk] + - \ldots + b_{nk+nb} u[k-nk-nb] + f_{1} e[k-1] + \ldots f_{nf} e[k-nf] - + e[k] + y[k] = \frac{B(q^{-1})}{F(q^{-1})}u[k-nk] + + \frac{C(q^{-1})}{D(q^{-1})} e[k] } +The orders of Box-Jenkins model are defined as follows: +\deqn{ + B(q^{-1}) = b_1 + b_2q^{-1} + \ldots + b_{nb} q^{-nb+1} +} + +\deqn{ + C(q^{-1}) = 1 + c_1q^{-1} + \ldots + c_{nc} q^{-nc} +} + +\deqn{ + D(q^{-1}) = 1 + d_1q^{-1} + \ldots + d_{nd} q^{-nd} +} +\deqn{ + F(q^{-1}) = 1 + f_1q^{-1} + \ldots + f_{nf} q^{-nf} +} + The function estimates the coefficients using non-linear least squares (Levenberg-Marquardt Algorithm) \\ -- cgit