tisFilter {tis}

Linear Filtering on a Time Series

Description

Applies linear filtering to a univariate tis series or to each column separately of a multivariate tis series.

Usage

tisFilter(x, ...)

Arguments

x

a univariate or multivariate time series.

...

arguments passed along to filter.

Value

A tis time indexed series with leading and trailing NA values stripped.

Note

If ever the filter() function is made generic, as it should be, this function could become the tis method for it.

See Also

filter

Examples

x <- tis(1:100, start = c(2000,1), freq = 12)
tisFilter(x, rep(1, 3))
tisFilter(x, rep(1, 3), sides = 1)
tisFilter(x, rep(1, 3), sides = 1, circular = TRUE)