function yf=filtk(y,a);
% Filter data with a filter with symmetric filter with weights
% data is organized(rows=obs,columns=series)
% a=[a0 a1 ... aK];

K=max(size(a))-1; % max lag;

T=max(size(y)); % number of observations;

% set vector of weights

avec=zeros(1,2*K+1);
avec(K+1)=a(1);
for i=1:K;
    avec(K+1-i)=a(i+1);
    avec(K+1+i)=a(i+1);
end

yf=zeros(size(y));
for t=K+1:1:T-K
    yf(t,:)=avec*y(t-K:t+K,:);
end