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2007 Jul 03
2
EWMA in fMultivar
...rs of data points as in the returns series. I was expecting there would be one less data points than the original data series, or are they one period lagged data? Could anyone give me some advice? Many thanks -- View this message in context: http://www.nabble.com/EWMA-in-fMultivar-tf4018921.html#a11414114 Sent from the R help mailing list archive at Nabble.com.