statsmodels.sandbox.tsa.movstat.movmean

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

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

Returns:

mk – moving mean, with same shape as x

Return type:

ndarray

Notes

for leading and lagging the data array x is extended by the closest value of the array