statsmodels.sandbox.tsa.movstat.movmean¶
-
statsmodels.sandbox.tsa.movstat.movmean(x, windowsize=3, lag='lagged')[source]¶ moving window mean
- Parameters
- xarray
time series data
- windsizeint
window size
- lag‘lagged’, ‘centered’, or ‘leading’
location of window relative to current position
- Returns
- mkarray
moving mean, with same shape as x
Notes
for leading and lagging the data array x is extended by the closest value of the array