Re: [Gretl-users] Use of filter
On Thu, 10 Mar 2016, Artur T. wrote:
Dear all,
I am playing around (again) with the filter() function.
[...]
<hansl>
[...]
# Simulate AR(2) process
list Ly = y(-1 to -2)
y = lincomb(Ly,a) + u # 1st version
[...]
</hansl>
this happens because the list Ly contains two series full of zeros, which
are _not_ updated recursively when you use the lincomb command. If you
append the instruction "eval lincomb(Ly,a)" at the end of your script,
you'll see a series of zeros (with 2 NAs on top).
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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