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
- x
- Returns:
- mk
ndarray
moving mean, with same shape as x
- mk
Notes
for leading and lagging the data array x is extended by the closest value of the array