sandbox.tsa.movstat.movmean()
statsmodels.sandbox.tsa.movstat.movmean
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statsmodels.sandbox.tsa.movstat.movmean(x, windowsize=3, lag='lagged')
[source] -
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
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.tsa.movstat.movmean.html