From 7a3f1902a43918027def94ef3538e06f107b6fa6 Mon Sep 17 00:00:00 2001 From: AQLT Date: Mon, 18 Sep 2023 23:10:26 +0200 Subject: [PATCH] sarima_estimate correction --- R/arima.R | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/R/arima.R b/R/arima.R index f16f7dc..f816b57 100644 --- a/R/arima.R +++ b/R/arima.R @@ -323,7 +323,11 @@ sarima_estimate<-function(x, order=c(0,0,0), seasonal = list(order=c(0,0,0), per bytes<-.jcall("jdplus/toolkit/base/r/arima/SarimaModels", "[B", "toBuffer", jestim) p<-RProtoBuf::read(regarima.RegArimaModel$Estimation, bytes) res <- .p2r_regarima_estimation(p) - names(res$b) <- colnames(xreg) + names_xreg <- colnames(xreg) + if (mean) { + names_xreg <- c("intercept", names_xreg) + } + names(res$b) <- names_xreg names(res$parameters$val) <- c(sprintf("phi(%i)", seq_len(order[1])), sprintf("bphi(%i)", seq_len(seasonal$order[1])), sprintf("theta(%i)", seq_len(order[3])),