Re: [Gretl-devel] exponential MA smoothing filter

El mar, 26-01-2010 a las 09:28 -0500, Allin Cottrell escribió: > On Tue, 26 Jan 2010, Riccardo (Jack) Lucchetti wrote: > > > On Tue, 26 Jan 2010, Ignacio Diaz-Emparanza wrote: > > > > > Not really. We have to put something in the default and I suppose the > > > mean of the whole series is a correct posibility for stationary data. > > > > I just did a CVS commit that ought to fix the time displacement bug. > > Allin, could you have a look when you have time? > > The original coding of EMA was confusing, sorry. I've tried to > clarify it in CVS; please check that I haven't screwed it up. I think it is OK now. But please could you correct the descriptive labels of the ema_ and emc_ resulting series? The value of "current weight" reported is one minus the value you write in the dialog box, and I think this should be the same value.