Re: st: RE: filters in stata

["Juliusz =?utf-8?B?SmFixYJlY2tp?=" <juliusz.jablecki@student.uw.edu.pl>]

> The difficulty here is the infinite window width. In practice you 
> cannot set up an infinitely long dataset in Stata, so you 
> must compromise somewhere. Is there any scope for doing this 
> in the frequency domain? I never got as far as doing Fourier 
> transforms in my head. 
Sorry for not making that clear from the outset. Lucas's idea was to replace 
the missing observations by zeros, and that should be fine, except I don't 
have a clue as to how to actually program such a filter. Again, I'm trying 
to smooth a series X_t with the following filter (dependent on b):

X_t(b)=[1-b/1+b]*[\sum(k=-inf/inf)b^|k|*X_(t+k)], 0<b<1 
and we replace the infinitely many missing observations by zeros.
Any ideas?
Juliusz
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