timeSeries (version 3022.101.2)

filter: Linear Filtering on a Time Series

Description

Applies linear filtering to a univariate 'timeSeries'.

Value

A 'timeSeries' object without missing values.

Examples

## Creata a Dummy Signal 'timeSeries' - 
   data <- matrix(rnorm(100), ncol = 2)
   s <- timeSeries(data, units=c("A", "B"))
   head(s)
   
## Filter the series - 
   f <- filter(s, rep(1, 3))
   head(f)
   
## Plot and Compare the first series - 
   plot(cbind(s[, 1], f[, 1]), plot.type="s")