[R] EWMA in fMultivar

[livia]

Hello, I would like to use the function EWMA() in the fMultivar Package and I
have a series of data x, which is the returns series. Basically, I would
like to get the variance estimation using EWMA.

I am trying something like EWMA(x, lambda) and I have a couple of questions:

 
Should x be the returns series or price series in my case?

When I get the result, there are the same numbers of data points as in the
returns series. I was expecting there would be one less data points than the
original data series, or are they one period lagged data?

Could anyone give me some advice? Many thanks

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