X = moving(X)
X = moving(X,Range,...)
X
[ tseries ] - Tseries object on whose observations the function will be applied.
Range
[ numeric | Inf ] - Range on which the moving function will be applied; Inf
means the entire range on which the time series is defined.
X
[ tseries ] - Output time series.'function='
[ function_handle | @mean
] - Function to be applied to a moving window of observations.
'window='
[ numeric | @auto
] - The window of observations where 0 means the current date, -1 means one period lag, etc. @auto
means that the last N observations (including the current one) are used, where N is the frequency of the input data.