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Commit 28c5bc06 authored by Mark Woolrich's avatar Mark Woolrich
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*** empty log message ***

parent c6862fa5
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......@@ -237,7 +237,7 @@ namespace SIGPROC {
Glm glm;
for(int i = minorder; i <= maxorder; i++)
for(int i = minorder+1; i <= maxorder+1; i++)
{
ColumnVector y = x.Rows(i+1,sizeTS);
......@@ -250,16 +250,15 @@ namespace SIGPROC {
X.Column(j) = x.Rows(i+1-j,sizeTS-j).AsColumn();
}
// Do OLS for all TS:
glm.setData(y, X, c);
glm.ComputeResids();
betas = glm.Getb();
if((abs(betas(i)) < (1/sizeTS) + (2/pow(sizeTS,0.5)) && order == -1)
|| i == maxorder)
|| i == maxorder+1)
{
order = i;
order = i-1;
break;
}
}
......
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