smooth.ma: Apply a moving average filter
In itsmr: Time Series Analysis Using the Innovations Algorithm
smooth.ma R Documentation
Apply a moving average filter
Description
Apply a moving average filter
Usage
smooth.ma(x, q)
Arguments
x
Time series data
q
Filter order
Details
The averaging function uses 2q+1 values.
Value
Returns a vector the same length as x.
Examples
y = smooth.ma(strikes,2)
plotc(strikes,y)
itsmr documentation built on Aug. 6, 2022, 9:08 a.m.
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| smooth.ma | R Documentation |
Apply a moving average filter
Description
Apply a moving average filter
Usage
smooth.ma(x, q)
Arguments
x |
Time series data |
q |
Filter order |
Details
The averaging function uses 2q+1 values.
Value
Returns a vector the same length as x.
Examples
y = smooth.ma(strikes,2) plotc(strikes,y)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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