Refined Moving Average Filter

Uses refined moving average filter based on the optimal and data-driven moving average lag q or smoothing spline to estimate trend and seasonal components, as well as irregularity (residuals) for univariate time series or data.


Reference manual

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3.0.1 by Debin Qiu, 6 years ago

Browse source code at

Authors: Debin Qiu

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

See at CRAN