Or a Henderson filter. If you have a filter that looks forward as well as
back, it will not have the lag effect. Then it'll need special treatment at
the end of the series.

(Sorry for the double email Josuah).

Sean.

On Sat, Jul 25, 2009 at 7:12 PM, Josuah Rechtsteiner
<rechtsteiner@bgki.net>wrote:

> 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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-- 
Sean Carmody

The Stubborn Mule
http://www.stubbornmule.net
http://twitter.com/seancarmody

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