statsmodels.sandbox.tsa.movstat.movmean

statsmodels.sandbox.tsa.movstat.movmean(x, windowsize=3, lag='lagged')

moving window mean

Parameters:

x : array

time series data

windsize : int

window size

lag : ‘lagged’, ‘centered’, or ‘leading’

location of window relative to current position

Returns:

mk : array

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