7.19.4.22. statsmodels.sandbox.tsa.movstat.movmean¶

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