Time Series Analysis Package
Required Arguments
You must specify the following arguments, separated by commas:
- y
specifies the input time series array.
- 'method'
specifies the statistic to calculate for each output array, , based on the elements of the y input array in the t window.
You can specify the following methods within single quotation marks:
- EWMA
calculates the exponentially weighted moving average.
- GMEAN
calculates the moving geometric mean.
- MAX
calculates the maximum value.
- MEAN
calculates the moving average.
- MED
calculates the median value.
- MIN
calculates the minimum value.
- PROD
calculates the moving product.
- RANGE
calculates the maximum value minus minimum value.
- SUM
calculates the moving sum.
- TVALUE
calculates the standard deviation divided by mean.
- VAR
calculates the variance of the sample defined by the window around t.
- k
specifies the window size, where k is a positive integer. When the method is EWMA, k is set to 1 and defaults are used for all other arguments.