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omega
2007 May 28
0
How to use filter function for this?
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...