timeSeries (version 3010.97)

filter: 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.

Value

• A timeSeries object without missing values.

Examples

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