itsmr (version 1.1)

smooth.ma: Apply a moving average filter

Description

Apply a moving average filter

Usage

smooth.ma(x, q)

Arguments

x

Data vector

q

Filter order

Value

• Returns a vector the same length as x.

Details

The averaging function uses 2q+1 values.

Examples

y = smooth.ma(strikes,2)
plotc(strikes,y)