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dyn_ols: fix bug in adjusted R2

time-shift
Houtan Bastani 2018-02-20 15:23:38 +01:00
parent b70c8e13b9
commit 827b8e984c
1 changed files with 1 additions and 1 deletions
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matlab/ols/dyn_ols.m
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@ -235,7 +235,7 @@ for i = 1:length(jsonmodel)
oo_.ols.(tag).R2 = 1 - SS_res/SS_tot;
% Adjusted R^2
oo_.ols.(tag).adjR2 = oo_.ols.(tag).R2 - (1 - oo_.ols.(tag).R2)*nvars/(oo_.ols.(tag).dof-1);
oo_.ols.(tag).adjR2 = oo_.ols.(tag).R2 - (1 - oo_.ols.(tag).R2)*(nvars-1)/(oo_.ols.(tag).dof);
% Durbin-Watson
ediff = oo_.ols.(tag).resid.data(2:nobs) - oo_.ols.(tag).resid.data(1:nobs-1);