maok ARMA and VARMA tools pacf

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maokts

k-periods uncentered moving average for a time series

CALLING SEQUENCE

xma = maokts(xts,k)

PARAMETERS

Input

• xts = a time series

• k = size of the moving average

Output

• xma = the filtered serie (with the same size of xts)

DESCRIPTION

Computes k-periods uncentered moving average. The first (k-1)-values of the moving average are compute by "pading" the first initial values of the time serie.

EXAMPLE

x=reshape(grand(200,1,'nor',0,1),'1945q1');
xma = maokts(x,12)

AUTHOR

Emmanuel Michaux (2007)
maok ARMA and VARMA tools pacf