I'd like to welcome Yurii to the gretl-devel list. Yurii contacted
me via the sourceforge messaging system, saying he'd like to join
the gretl team. I suggested he join this list and he has now done
so. Good to have you on board.
Yurii says, "I have extensive experience in data filtering. I have
a proposal to add to Gretl filtering for determine trends." I
think the place to start is with a review of what we offer at
present in gretl with regard to filtering, and what might usefully
be added.
The "shop window" for filtering in gretl is the item
/Variable/Filter in the GUI (when a time-series dataset is
loaded). The other place to look is the Gretl Function Reference,
under the "Filters" heading. Two options have been added since the
last release (1.9.1), namely the Butterworth filter and polynomial
trend fitting, so to get up to date it's necessary to check
current CVS (and/or the binary snapshots).
The other place to look for discussion of filtering options in
gretl is section 5.3 of the Gretl User's Guide, "Time-series
filters." This has also been updated recently, to include an
account of the Butterworth filter.
Allin
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