[R] Implementing an ARMA filter

From: Jingzhao Ou <jasonou_at_yahoo.com>
Date: Mon 09 May 2005 - 09:56:49 EST

Dear all,

I am new to R. I need to implement an ARMA filter, some thing like:

y(n) = a0*x(n) + a1*x(n-1) + b1*y(n-1) + b2*y(n-2)

I checked out the filter manual page. It doesn't seem that the filter function can do this job for me. Can any one help me out?

Thanks a lot!

Best regards,

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon May 09 10:03:57 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:31:39 EST