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). ------------------------------------------------------- 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 ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users