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robjhyndman / forecast

Forecasting Functions for Time Series and Linear Models
http://pkg.robjhyndman.com/forecast
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OCSBtest under auto arima #495

Closed pranavbahl2308 closed 7 years ago

pranavbahl2308 commented 7 years ago

I think there is a typo in a line of auto arima file (/R/ewarima2.R) where the grep command seems to find if coefficient for 'y.two' exists but in actual the code is search for variable 't.two'. Following is the line of code (line# 779)

t.two.pos <- grep("t.two", rownames(reg.coefs), fixed = TRUE)

Please correct me if I am wrong

robjhyndman commented 7 years ago

Thanks. Fixed in https://github.com/robjhyndman/forecast/commit/8e85b5905e4227de8b2a8e430513904dae50af05