Name
makts — centered moving average for a time series
CALLING SEQUENCE
xma = makts(xts,k)
PARAMETERS
- Input
xts = a time serie
k = size of the moving average
- Output
xma = the filtered serie (with the same size of xts)
DESCRIPTION
Computes 2 sided k-periods centered moving average. The first and last floor(k/2)-values of the moving average are compute by "pading" the first and last values of the initial time serie.
EXAMPLE
x=reshape(grand(200,1,'nor',0,1),'1945q1');
xma = makts(x,12)
AUTHOR
Emmanuel Michaux (2007)