@movmedian |

Trailing moving median (propagate NAs).

n-period trailing moving median, ignoring NAs.

Syntax: @movmedian(x, n)

x: series

n integer, series

Return: series

For each observation and integer , compute the median using the current and previous observations of the series,

propagating missing values (NAs).

If n is not an integer, the integer floor will be used.

Examples

show @movmedian(x, 12)

produces a linked series of the moving median of the series X where NAs are propagated.

Cross-references

For the NA-excluding variant of this function, see
@mmedian.