Try: install.packages("zoo") # rollmean, etc. and rapply are new as of zoo 0.9-9 library(zoo) as.its(rollmean(as.zoo(x), 5)) See ?rollmean and ?rapply in the zoo package. On 4/29/05, Omar Lakkis <uofiowa at gmail.com> wrote: > filter() returns a ts object even if x is an its. Is there a filter > function that returns an its output for an its input?