[R] How to use filter function for this?

Farhat Iqbal takkari at hotmail.co.uk
Mon May 28 15:37:16 CEST 2007


Hello,

I have been trying to compute the following:

for(t in 3:n){

		h[t]<-(omegac/(1-betac))+alphac*Y[t-1]

		b[t]<-Y[t-1]
		bb[t]<-0

		for(j in 2:(t-1)){
				h[t]<-h[t]+alphac*((betac)^(j-1))*Y[t-j]
				b[t]<-b[t]+((betac)^(j-1))*Y[t-j]
				bb[t]<-bb[t]+((betac)^(j-2))*Y[t-j]*(j-1)
				}
               }


but it takes a long time. I have heard that "filter" function can be used 
instead but dont know how to apply it. Did anyone use it and have any idea 
how to apply for this function?.
Thanks

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