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tisFilter

Linear Filtering on a Time Series


Description

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

Usage

tisFilter(x, ...)

Arguments

x

a univariate or multivariate time series.

...

arguments passed along to filter.

Value

A tis time indexed series with leading and trailing NA values stripped.

Note

If ever the filter() function is made generic, as it should be, this function could become the tis method for it.

See Also

Examples

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

tis

Time Indexes and Time Indexed Series

v1.38
Unlimited
Authors
Jeff Hallman <jeffhallman@gmail.com>
Initial release

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