IRIS Toolbox Reference Manual

## moving

Apply function to moving window of observations

#### Syntax

    X = moving(X)
    X = moving(X,Range,...)

#### Input arguments

- `X` [ tseries ] - Tseries object on whose observations the function will be applied.

- `Range` [ numeric | Inf ] - Range on which the moving function will be applied; `Inf` means the entire range on which the time series is defined.

#### Output arguments

- `X` [ tseries ] - Output time series.

#### Options

- `'function='` [ function_handle | `@mean` ] - Function to be applied to a moving window of observations.

- `'window='` [ numeric | `Inf` ] - The window of observations where 0 means the current date, -1 means one period lag, etc. Inf means that the last n observations (including the current one) are used, where n is the frequency of the input data.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.