statsmodels.sandbox.tsa.movstat.movmean

statsmodels.sandbox.tsa.movstat.movmean(x, windowsize=3, lag='lagged') [source]

moving window mean

Parameters:
  • x (array) – time series data
  • windsize (int) – window size
  • lag ('lagged', 'centered', or 'leading') – location of window relative to current position
Returns:

mk – moving mean, with same shape as x

Return type:

array

Notes

for leading and lagging the data array x is extended by the closest value of the array

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.movstat.movmean.html