Re: [Gretl-users] One-sided HP filter
On Thu, 8 Mar 2018, Allin Cottrell wrote:
On Thu, 8 Mar 2018, Henrique Andrade wrote:
> Em 3 de março de 2018, Oleh escreveu:
>
>> Personally, I'd liked
>>> * implement this as a variant of our native hpfilt() function,
>> because it will work very quickly
>>
>> But > * Put the code below in the Kalman filter chapter
>> will be good as a example
>> Kalman filter is very valuable and powerful thing
>> But as for me the docs are somewhat difficult:
>> Every additional example will be helpful
>
> I agree with you. This is what I'm saying on that thread:
>
> http://lists.wfu.edu/pipermail/gretl-devel/2018-March/008604.html
I applaud your idea in that thread! It would be nice if more notice were
taken of our Kalman filter implementation. But it's kind of on the edge of
the degree of programming expertise that we can expect of most hansl users,
so the more good examples we have on show, the better.
Ok, so the consensus seems to be including my script in the relevant
chapter of the User's Guide, with adequate accompanying text, and
extending the existing hpfilt() function with a third optional argument
(I'm not a great fan of a string argument; I'd rather have a boolean flag
--- better for scripting).
I can take care of the former over the weekend and of the latter later on.
But I suppose we don't want to wait for these for release, do we?
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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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