[R-SIG-Finance] how to smooth timeseries without the lagging?

[Josuah Rechtsteiner]

maybe kalman filter is what you are looking for.



Am 25.07.2009 um 05:44 schrieb Michael:

> Hi all,
>
> If I use a moving average, it will smooth the choppy time series, but
> it will lead to lagging...
>
> How do I smooth timeseries without the lagging effect?
>
> Thanks!
>
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