its filter

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.

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?