masPred1: Moving Average Smoothing Predictor

In mistat: Data Sets, Functions and Examples from the Book: "Modern Industrial Statistics" by Kenett, Zacks and Amberti

Description

A moving average smoother is a sequence which replaces X_t by a fitted polynomial based on the window of size n = 2m + s around X_t. The simplest smoother is the linear one.

Usage

masPred1(x, m, s)

Arguments

x	a vector of data X_t.
m	the m to define the window size.
s	the s to define the window size.

Value

a vector with values form the linear smoother predictor.

Author(s)

Shelemyahu Zacks

Examples

set.seed(123)
x <- 1:20 + rnorm(20, 0, 0.1)
masPred1(x, m = 3, s= 1)
masPred1(x, m = 3, s= 3)

data(DOW1941)
plot(DOW1941$Date, DOW1941$DOW1941,          
     type="l", 
     ylab="Dow Jones 1941", xlab="Date")
lines(DOW1941$Date, masPred1(DOW1941$DOW1941, m = 3, s= 1))

mistat documentation built on April 18, 2021, 5:07 p.m.