[R] Help request from Ph.D. Students
NECMETTİN ALPAY KOÇAK
ALPAY.KOCAK at tuik.gov.tr
Sun Jan 10 21:21:18 CET 2016
I am Ph.D. student in Econometrics. My thesis is about "Linear Filtering on a Time Series" which R has already a nice package, namely "Filter". This package is really helpful for my study. But, I really help from you to create two filter using with "filter" package.
I want to create two filter desribed in attachment (effects word file) using "filter" package. But, I dont know how?
I really need your reply,
The "filter" package usage is given below.
filter(x, filter, method = c("convolution", "recursive"),
sides = 2, circular = FALSE, init)
x : a univariate or multivariate time series.
filter : a vector of filter coefficients in reverse time order (as for AR or MA coefficients).
method : Either "convolution" or "recursive" (and can be abbreviated). If "convolution" a moving average is used: if "recursive" an autoregression is used.
sides : for convolution filters only. If sides = 1 the filter coefficients are for past values only; if sides = 2 they are centred around lag 0. In this case the length of the filter should be odd, but if it is even, more of the filter is forward in time than backward.
circular : for convolution filters only. If TRUE, wrap the filter around the ends of the series, otherwise assume external values are missing (NA).
init : for recursive filters only. Specifies the initial values of the time series just prior to the start value, in reverse time order. The default is a set of zeros.
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