filt(timeslab)R Documentation

Apply a Linear Filter to a Vector

Description

Apply a Linear Filter to a Vector

Usage

filt(beta,beta0,x)

Arguments

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.

Value

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


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