Re: [Gretl-users] Use of filter
On Fri, 11 Mar 2016, Artur T. wrote:
Ah, ok, I see: For an AR(2) gretl sets initial values for
observations
"-1" and "0", as depicted in the tiny example below. Please correct
me
if I am wrong ;-) But at least using the spreadsheet here confirms this.
The Help for filter() says (about the last, optional argument):
"The optional scalar argument y0 is taken to represent all values of
y prior to the beginning of sample (used only when p>0). If omitted,
it is understood to be 0. Pre-sample values of x are always assumed
zero."
Allin