Moving Average Weight (of size 3)

Return a weighted series

smt3(dat)

Arguments

dat

a numeric vector of data.

Value

a series of smoothed data.

Examples

set.seed(2022)
y <- arima.sim(n = 60, list(ar = c(0, 0, 0.99)))
ts.plot(y, main="Realization of Y")

spec.pgram(y,spans=c(3,3))

ynew <- smt3(y)
ts.plot(ynew,main="Realization of Y_new")

spec.pgram(ynew,spans=c(3,3))