Re: [Gretl-devel] RFC: time-series filter (long, I'm afraid)
On Fri, 15 Feb 2008, Riccardo (Jack) Lucchetti wrote:
I'd like to implement some mechanism for "arma-like"
filtering
of a time series, that is, given a time series x_t, compute y_t
that satisfies
y_t = C(L)/A(L) x_t
<snip>
Ideally, one should be able to indicate what pre-sample values
for x and y should be. I'm a bit wary of adding 2 extra
parameter to a function...
One possibly relevant point: I've been thinking about implementing
optional parameters in genr functions (so instead of having to add
"null" or whatever you could just write a function call in shorter
form, if you're happy with the defaults for the trailing values).
Allin.