[R] exponential smoothing

[Xavier.Abulker@fimat.com]

could someone help me to write a fonction doing an exponential smoothing in
case of a multivariate time serie?
I tried
ewma <- function (x, lambda = 1, init = 0)
{
     if (is.ts(x))
       filter(lambda*x, filter=1-lambda, method="recursive", init=init)
     else
       stop(message="first argument should be a time serie")
}
but I can't apply that to multivariate
Thanks

xavier

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