filt(timeslab) | R Documentation |
Apply a Linear Filter to a Vector
filt(beta,beta0,x)
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 filtered. |
filt |
returns an array of length $n-p$ containing the result of the filter. |