R/nurho.R

Defines functions nurho

Documented in nurho

nurho <-
function(yc,adjphi){

     arp <- length(adjphi)
     lagdata <- lagmat(yc,arp)
     yresp <- lagdata[,1]
     ylag <- lagdata[,2:(arp+1)]
     ylag <- as.matrix(ylag)
     nurho <- yresp - ylag%*%adjphi
     return(nurho)
}

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DBfit documentation built on May 1, 2021, 1:09 a.m.