statsmodels.sandbox.tsa.movstat.movmean¶
-
statsmodels.sandbox.tsa.movstat.
movmean
(x, windowsize=3, lag='lagged')[source]¶ moving window mean
- Parameters
x : ndarray
time series data
windsize : int
window size
lag : ‘lagged’, ‘centered’, or ‘leading’
location of window relative to current position
- Returns
mk : ndarray
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