Try:
install.packages("zoo") # rollmean, etc. and rapply are new as of zoo 0.9-9
library(zoo)
as.its(rollmean(as.zoo(x), 5))
See ?rollmean and ?rapply in the zoo package.
On 4/29/05, Omar Lakkis <uofiowa at gmail.com> wrote:
> filter() returns a ts object even if x is an its. Is there a filter
> function that returns an its output for an its input?