fame (version 1.13)

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.

Usage

Filter(x, ...)
## S3 method for class 'tis':
Filter(x, \dots)
## S3 method for class 'default':
Filter(x, \dots)

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)