Computes weighted moving average of a series
movingaveWgt(x, d, w)¶
x (NxK matrix) – data
d (scalar) – order of moving average.
w (dx1 vector) – weights.
y (NxK matrix) – filtered series. The first \(d-1\) rows of x are set to missing values.
movingaveWgt() is essentially a smoothing time series filter with weights.
The moving average as performed by column and thus it treats the NxK
matrix as K time series of length N.