Here is my problem:
k,a, and b are scalar parameters.
ee is a time series of length n; values are known.
x is a time seies of length n; x[1] == 0.005
Subsequent values of x are to be calculated by the relation:
x(t) = k + a*ee(t) + b*x(t-1)
I have tried such commands as:
x[-1] <- k + a*ee + b*x[-n]
I have also tried recursive filter variations, but I can't seem to
get it right.
Is there a way I can accomplish this task without having to resort to a
loop? Thank
you for any assistance. I will gladly post a summary of responses.
I use S-Plus 4.0 for Windows.
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