[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,
Jingzhao



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