I am trying to apply Spencer's 15-point weighted moving average filter
to the time series "shampoo," using the filter command, but I am not
sure if I am using the filter correctly:
library(fma)
sma15 <- c(-.009, -.019, -.016, .009, .066, .144, .209, .231,
.209, .144, .066, .009, -.016, -.019,
-.009)
(s1 <- filter(shampoo, sma15))
This result does not match the "spence.15" command from package locfit
library(locfit)
spence.15(shampoo)
Any help understanding why these are different (or what I am doing wrong
with filter) would be appreciated.
Thanks,
Sam Thomas
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