Commit 0d9ea3da authored by Meryem Ayse Yucel's avatar Meryem Ayse Yucel
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Update ar_glm_final.m

fix
Pmax 10->100
parent d4493441
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+1 −1
Original line number Diff line number Diff line
@@ -22,7 +22,7 @@ function [dmoco, beta, tstat, pval, sigma, CovB, dfe, w, P, f] = ar_glm_final( d
            
            res = y-X*B;
            
            Pmax = 10;
            Pmax = 100;
            a = robust_ar_fit(res, Pmax);
            f = [1; -a(2:end)];