Re: [Gretl-users] autoreg formula and bessel function
On Domingo, 14 de Junio de 2009 23:23:19 Riccardo (Jack) Lucchetti escribió:
That said, I think that statements like "series y = 1 + y(-1)" are ok for
quick-n-dirty jobs, but for more general arma-like manipulations of time
series (especially in scripts) I'd strongly advise everyone to use the
recently introduced "filter" function.
Only a comment about "filter": I am using this command now and I think it is
not very consistent with the present behaviour of the rest of the gretl
commands to use the default value of y0=0 when y0 is not given by the user.
It would be better to do y0=NA by default.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
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