I'm still new to time-series analysis, and I have a question. I am confused about what process to use in order to create an iterated, moving-average filter for my time series data. It needs to be smoothed by 3 iterations of a filter with a width of 30 days (my times series is monthly). Should I use the simple moving average function for this?

Thanks in advance!

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Regards,
Peter Krembs
Oakland, CA USA
510.285.7098