I am trying to apply Spencer's 15-point weighted moving average filter
to the time series "shampoo," using the filter command, but I am not
sure if I am using the filter correctly:

 

library(fma)

sma15 <- c(-.009, -.019, -.016, .009, .066, .144, .209, .231, 

                                .209, .144, .066, .009, -.016, -.019,
-.009)

(s1 <- filter(shampoo, sma15))

 

This result does not match the "spence.15" command from package locfit

 

library(locfit)

spence.15(shampoo)

 

Any help understanding why these are different (or what I am doing wrong
with filter) would be appreciated.

 

Thanks, 

 

Sam Thomas 


	[[alternative HTML version deleted]]

