[R] Implementing an ARMA filter

Jingzhao Ou jasonou at yahoo.com
Mon May 9 01:56:49 CEST 2005

Dear all,

I am new to R. I need to implement an ARMA filter, some thing like:

y(n) = a0*x(n) + a1*x(n-1) + b1*y(n-1) + b2*y(n-2)

I checked out the filter manual page. It doesn't seem that the filter function
can do this job for me. Can any one help me out? 

Thanks a lot!

Best regards,

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