Filter {fame}R Documentation

Linear Filtering on a Time Series

Description

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

Usage

Filter(x, ...)
## S3 method for class 'tis':
Filter(x, ...)
## Default S3 method:
Filter(x, ...)

Arguments

x a univariate or multivariate time series.
... arguments passed along to filter.

Value

A tis time indexed series if x has class tis, otherwise a class ts time series. Leading and trailing NA values are stripped.

See Also

filter

Examples

x <- tis(1:100, start = c(2000,1), freq = 12)
Filter(x, rep(1, 3))
Filter(x, rep(1, 3), sides = 1)
Filter(x, rep(1, 3), sides = 1, circular = TRUE)

[Package fame version 1.09 Index]