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kenandlc avatar image
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robfilter and visualization of smoothed curve

Hi everyone.

I am using the robust filter with time series data. In my example I use the following time series data (boston):

install.packages("fma")
library(fma)
install.packages("robfilter")
library(robfilter)
bank <- as.data.frame(boston)
series1 <- bank$nyase series2 <- bank$bse
bank.rf1 <- robust.filter(series1,width=11)
bank.rf2 <- robust.filter(series2,width=11)
plot(bank.rf1)
plot(bank.rf2)

so far, the plots look good.

How can I now visualize the time series together with the smoothed signal?

r
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raksina.samasiri avatar image   raksina.samasiri

hi @kenandlc

Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so please can you click the 'Accept' text next to the appropriate reply? This will guide all community members who have a similar question.

Thanks,
AHS

wasin.w avatar image   wasin.w

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,


AHS


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Gurpreet avatar image
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Hi @kenandlc,

We can only help with Refinitiv products or services on these forums. Can you please confirm that you are using one?

For generic programming questions, I would recommend that you ask question on the generic programming forums like stackoverflow.com.

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