Dear people,
I'm running
RedHat 9.0
and
R : Version 1.7.1 (2003-06-16)
from the help file
# Usage:
#
# filter(x, filter, method = c("convolution", "recursive"),
# sides = 2, circular = FALSE, init)
# init: for recursive filters only. Specifies the initial values of
# the time series just prior to the start value, in reverse
# time order. The default is a set of zeros.
but looks as if it should be in usual order as x is e.g.
init y_0 y_-1 y_-2: 3, 2, 1
filter f_1 f_2 f_3: 1, .5, .25
x: 4, 5, 6, 7, 8
y_1 = 4 + 1*3 + .5*2 + .25*1 = 8.25
y_2 = 5 + 1*8.25 + .5*3 + .25*2 = 15.25
...
but
> filter(4:8,c(1,.5,.25),method="recursive", init=3:1)
Time Series:
Start = 1
End = 5
Frequency = 1
[1] 6.7500 12.7500 22.3750 37.4375 59.8125
whereas
> filter(4:8,c(1,.5,.25),method="recursive", init=1:3)
Time Series:
Start = 1
End = 5
Frequency = 1
[1] 8.2500 15.2500 26.1250 42.8125 67.6875
Look forward to your response
thanks
Alistair
--
Alistair Gray Email: [EMAIL PROTECTED]
Statistics Research Associates Ltd Web: www.statsresearch.co.nz
PO Box 12 649, Thorndon, Wellington Phone: +64 +4 972 6531
NEW ZEALAND Mobile: +64 +21 610 569
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