Re: [Gretl-devel] moving averages
On Thu, April 26, 2007 18:12, Riccardo (Jack) Lucchetti wrote:
It would be quite easy to add to the builtin functions something
like
y = convolve(x1,x2)
where x1 and x2 are both series. The outcome would be a series with
y_t = \sum_{i=1}^n x1_{t} x2 _{t-i}
Duh! That should be
y_t = \sum_{i=0}^n x1_{i} x2_{t-i}
Sorry.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona