question

kenandlc avatar image
1 0 0 0

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
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

1 Answer

Gurpreet avatar image
14.7k 39 12 18

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.

10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.