Time Series Analysis Package
Optional Arguments
You can also specify the following arguments, separated by commas. If you want to use a default value for any of these arguments, enter a space for it.
- lead
specifies the number of leading terms, where lead is a nonnegative integer less than k. You can specify the following values:
- 0
specifies the backward moving summary.
- k/2
specifies the centered moving summary.
- k–1
specifies the forward moving summary.
The default value is 0. When the method is EWMA, lead is set to 0.
- w
specifies an array of weights that has k elements (a scalar when k=1). This argument is required for the EWMA method, and it must be a scalar between 0 and 1, inclusive. This argument is optional for the MEAN, PROD, TVALUE, and VAR methods and is not supported for all other methods.
- 'setmiss'
specifies how missing values are interpreted.
You can specify the following values within single quotation marks:
- IGNORE
specifies that missing values have no effect on the summary.
- MEAN
specifies that missing values are replaced with the mean of the remaining nonmissing values in the window. This value is supported only for the method SUM.
- MISSING
specifies that if the input window contains a missing value, the output value is also missing.
The default value is IGNORE.
- 'abs'
specifies how the series is transformed into nonnegative values prior to performing the moving summary.
You can specify the following values within single quotation marks:
- OFF
specifies no modification. This value is not supported for the GMEAN method, because the geometric mean is undefined for negative values in the series.
- ON
transforms each member of the series into its absolute value.
- SQUARE
transforms each member of the series into its square
The default value is ON when the method is GMEAN and is OFF for all other methods.