On 1/26/2012 10:33 AM, Berend Hasselman wrote:
On 26-01-2012, at 19:10, Berend Hasselman wrote:
On 26-01-2012, at 17:58, Brian Diggs wrote:
On 1/25/2012 10:09 AM, patzoul wrote:
I have 2 series of data a,b and I would like to calculate a new series which
is z[t] = z[t-1]*a[t] + b[t] , z[1]
On 26-01-2012, at 19:10, Berend Hasselman wrote:
>
> On 26-01-2012, at 17:58, Brian Diggs wrote:
>
>> On 1/25/2012 10:09 AM, patzoul wrote:
>>> I have 2 series of data a,b and I would like to calculate a new series which
>>> is z[t] = z[t-1]*a[t] + b[t] , z[1] = b[1].
>>> How can I do that with
On 26-01-2012, at 17:58, Brian Diggs wrote:
> On 1/25/2012 10:09 AM, patzoul wrote:
>> I have 2 series of data a,b and I would like to calculate a new series which
>> is z[t] = z[t-1]*a[t] + b[t] , z[1] = b[1].
>> How can I do that without using a loop?
>
> A combination of Reduce and Map will w
On 1/25/2012 10:09 AM, patzoul wrote:
I have 2 series of data a,b and I would like to calculate a new series which
is z[t] = z[t-1]*a[t] + b[t] , z[1] = b[1].
How can I do that without using a loop?
A combination of Reduce and Map will work. Map to stitch together the a
and b vectors, Reduce
Hi: I thought about it some more and arima.sim will not work because it
will add noise.
so sorry for my noise.
On Wed, Jan 25, 2012 at 3:46 PM, Mark Leeds wrote:
> that's an AR(1) with a constant added each time so you could use arima.sim
> and add the constant in afterwards. but I don't know h
that's an AR(1) with a constant added each time so you could use arima.sim
and add the constant in afterwards. but I don't know how that fast that is.
I started to check if there was a relation cumprod wise but I didn't get
far.
z[4] = a[4]*a[3]*a[2] + a[4]*a[3] + a[4]*b[3] + b[4]
for z[5] you
On 25-01-2012, at 21:00, Berend Hasselman wrote:
>
> On 25-01-2012, at 19:09, patzoul wrote:
>
>> I have 2 series of data a,b and I would like to calculate a new series which
>> is z[t] = z[t-1]*a[t] + b[t] , z[1] = b[1].
>> How can I do that without using a loop?
>
> ?filter
Oops. filter onl
On 25-01-2012, at 19:09, patzoul wrote:
> I have 2 series of data a,b and I would like to calculate a new series which
> is z[t] = z[t-1]*a[t] + b[t] , z[1] = b[1].
> How can I do that without using a loop?
?filter
Berend
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