[Gretl-devel] exponential MA smoothing filter

I think there is some bug in the exponential MA filter of gretl (Variable/filter/exponential MA). I tried it with the Ct data in data3-6.gdt. If I ask for the filter with the default options, including "weight on current observation = 0.100" the graph produced is very strange (a parabola) and if I ask to save the series, in the description of the saved series appears the text "Exponential moving average of Ct (current weight 0.9)". I tried writing 0.9 in the "weight on current observation" and the resulting graph is rather more logic, but the series seems to be placed one period ahead. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es