Re: [DynareDev] Baxter King filter

Right. As this works on dseries, you'll have to convert the data to dseries, apply the filter, then access the data member of the dseries.

Best, Houtan

On 08/03/2015 04:36 PM, Johannes Pfeifer wrote:

We have a version of the Baxter/King filter for dseries objects in baxter_king_filter.m. I would like to use this filter on data in stoch_simul. What is the easiest way to do this? Converting simulated data to dseries, apply the filter, and then transform them back?

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