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.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
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