[Gretl-users] Use of filter

Dear all, I am playing around (again) with the filter() function. I took a simple example similar to the one in the gretl guide, and I am wondering why the use of the filter() function for series "y2" doesn't yield the same results as for series "y" even though the weight for the random term "u" is set to unity. Am I missing anything? Actually the same happens when trying to replicate the ARMA(1,1) example in the guide. <hansl> clear set echo off set messages off set seed 1234 nulldata 20 matrix a = muniform(2,1) # AR series u = normal() series y = 0 # Simulate AR(2) process list Ly = y(-1 to -2) y = lincomb(Ly,a) + u # 1st version # Use filter() now series y2 = filter(u, 1, a) print y y2 -o # Not the same </hansl> Best, Artur