

filt(timeslab)                               R Documentation

_A_p_p_l_y _a _L_i_n_e_a_r _F_i_l_t_e_r _t_o _a _V_e_c_t_o_r

_D_e_s_c_r_i_p_t_i_o_n_:

     Apply a Linear Filter to a Vector

_U_s_a_g_e_:

     filt(beta,beta0,x)

_A_r_g_u_m_e_n_t_s_:

    beta: Array of length $p$ containing coefficients of
          lags $1,...,p$.

   beta0: Real scalar containing the coefficient for lag 0.

       x: Array of length $n$ containing the data to be fil-
          tered.

_V_a_l_u_e_:

    filt: returns an array of length $n-p$ containing the
          result of the filter.

