R/cdf.R

In descomponer: Seasonal Adjustment by Frequency Analysis

cdf <- function(y) {
  # Author: Francisco Parra Rodriguez 
  # http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/ 
  a <- matrix(y, nrow=1)
  n <- length(y)
  uno <- as.numeric (1:n)
  A <- MW(n)
  I<- diag(c(a))
  B <- A%*%I
  B%*%t(A)
}