[Gretl-users] autoreg formula and bessel function

Ignacio Diaz-Emparanza ignacio.diaz-emparanza at ehu.es
Fri Jun 19 10:07:38 EDT 2009


On Domingo, 14 de Junio de 2009 23:23:19 Riccardo (Jack) Lucchetti escribió:
>
> That said, I think that statements like "series y = 1 + y(-1)" are ok for
> quick-n-dirty jobs, but for more general arma-like manipulations of time
> series (especially in scripts) I'd strongly advise everyone to use the
> recently introduced "filter" function.

Only a comment about "filter": I am using this command now and I think it is 
not very consistent with the present behaviour of the rest of the gretl 
commands to use the default value of y0=0 when y0 is not given by the user.
It would be better to do y0=NA by default.


-- 
Ignacio Diaz-Emparanza  
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es 



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