Re: [Gretl-devel] ema, obs and optional parameter
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