movemed function

movemed smoothes a time series by moving medians

movemed(y, q)

Arguments

• y: the series, a vector or a time series
• q: scalar, span of moving median

Returns

g vector, smooth component

Examples

data(BIP)
g <- movemed(GDP,12) 
 plot(GDP) ; t <- seq(from = 1970, to = 2009.5,by=0.25) ; lines(t,g,col="red")