Re: [Rd] kernapply.ts

2011-11-02 Thread Pierre Chausse
On 02/11/11 12:20 PM, Prof Brian Ripley wrote: > On Wed, 2 Nov 2011, Pierre Chausse wrote: > >> I have a suggestion for kernapply for ts objects. When we choose the >> option circular=F, the returned series don't have the correct dates. The > > That's a matter of opinion. A kernel is applied in th

Re: [Rd] kernapply.ts

2011-11-02 Thread Prof Brian Ripley
On Wed, 2 Nov 2011, Pierre Chausse wrote: I have a suggestion for kernapply for ts objects. When we choose the option circular=F, the returned series don't have the correct dates. The That's a matter of opinion. A kernel is applied in the same way as an MA filter, to historical data. remo

[Rd] kernapply.ts

2011-11-02 Thread Pierre Chausse
I have a suggestion for kernapply for ts objects. When we choose the option circular=F, the returned series don't have the correct dates. The removed dates are all at the beginning instead of half at the beginning and half at the end. It is particularly useful when we need to smooth the series