R: Linear Filtering on a Time Series

filter {timeSeries}

R Documentation

Linear Filtering on a Time Series

Applies linear filtering to a univariate time series or to each series separately of a multivariate time series.

A timeSeries object without missing values.

## Dummy timeSeries
   data <- matrix(rnorm(24), ncol = 2)
   s <- timeSeries(data, timeCalendar())
   
## Filter
   filter(s, rep(1, 3))

[Package timeSeries version 2160.95 Index]