sandbox.tsa.movstat.movmean()

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