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maok

k-periods uncentered moving average for a matrix

CALLING SEQUENCE

xma = maok(x,k)

PARAMETERS

Input

* x = a (n x l) matrix

* k = size of the moving average

 

Output

* xma = the filtered matrix (with the same size of x)

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= grand(200,1,'nor',0,1);
xma = maok(x,12)

AUTHOR

Emmanuel Michaux (2007)

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