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