Name
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)