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 only works with a and b both constants. Berend ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
