[R] filter function for time series
nshah171 at gmail.com
Thu Aug 6 21:15:16 CEST 2009
I just need help understanding the filter function. I've seen how to use it
to smooth a time series, but how do you know which is a good smoothing?
Also, I have seen people do things like x1 = filter(x,filter=rep(1/5,5)) or
x2 = filter(x,filter=rep(1/10,10)). I know that rep creates a vector with
the first argument repeated the number of times in the second argument (e.g
1/5 1/5 1/5 1/5 1/5). But how does this have anything to do with the
filter? Is the filter function some sort of unexplained algorithm? I just
don't understand how it works.
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