diff --git a/sigproc.cc b/sigproc.cc index ae97f8accf1ef2636261cdc50c0c106851cc39dc..2b32f57448ec16db754510165052b3057da48721 100644 --- a/sigproc.cc +++ b/sigproc.cc @@ -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; } }