From cottrell@wfu.edu Fri Feb 12 13:44:18 2010
From: Allin Cottrell <cottrell@wfu.edu>
To: gretl-devel@gretlml.univpm.it
Subject: Re: [Gretl-devel] ema, obs and optional parameter
Date: Fri, 12 Feb 2010 13:44:17 -0500
Message-ID: <Pine.A41.4.58.1002121338500.3104998@f1n11.sp2net.wfu.edu>
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On Fri, 12 Feb 2010, Ignacio Diaz-Emparanza wrote:

> With periodicity ($pd)> 1 (quarterly or monthly data,..)
> y[1] is refering to the first observation of the series,
> but with annual data it is refering to the observation of year '1'.

Duh, sorry, I wasn't paying enough attention. I'll think about it,
but here's a quick work-around:

<script>
open data3-6
series y = Ct
series s1 = 0
scalar d = 0.5
scalar T = $nobs
loop t=1..T
  s1[t] = (t==1) ? y[t] : d*y[t]+ (1-d)*s1[t-1]
endloop
print y s1 -o
</script>

Allin

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