Description Usage Arguments Value Author(s) See Also Examples
Computes a one-sided weighted moving average from a univariate time series. The one-sided moving average can be used to predict the next value of the sequence.
1 |
x |
n vector; the observed values of the time series |
h |
a positive real number; the smoothing parameter of the moving average |
kernel |
a character; determines the kernel function; either "exp", "uniform", "gauss", or "bart" |
k |
a positive integer; the moving average includes at most k observations |
a real number
Jussi Klemela
1 2 3 4 |
Loading required package: denpro
[1] 0.6346955
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