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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)

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