[Gretl-devel] moving averages

[Riccardo (Jack) Lucchetti]

On Thu, April 26, 2007 18:12, Riccardo (Jack) Lucchetti wrote:
> It would be quite easy to add to the builtin functions something like
>
> y = convolve(x1,x2)
>
> where x1 and x2 are both series. The outcome would be a series with
>
> y_t = \sum_{i=1}^n x1_{t} x2 _{t-i}
>

Duh! That should be

y_t = \sum_{i=0}^n x1_{i} x2_{t-i}

Sorry.

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona