R/ma.pred.wge.R

In tswge: Time Series for Data Science

ma.pred.wge=function(x,order=3,n.ahead=1,plot=TRUE)
{

k=order
n=length(x)
xx=rep(0,n)
for(t in 1:n) xx[t]=x[t]
nka=n+n.ahead
cat(n,n.ahead,nka,'\n')
x.sm=rep(NA,nka)
k2=k/2
k2=trunc(k2)
k2p1=k2+1
kp1=k+1
t.start=kp1
x.sm[t.start]=0
for(i in 1:k) {x.sm[t.start]=x.sm[t.start]+xx[i]}
x.sm[t.start]=x.sm[t.start]/k
#cat(t.start,x.sm[t.start],'t.start,x.sm','\n')
#cat(nka,'\n')
ts1=t.start+1
ts1p1=ts1+1
np1=n+1
for(i in ts1:np1) x.sm[i]=x.sm[i-1]-xx[i-1-k]/k+xx[i-1]/k
#
if(n.ahead>1) {
np2=n+2
xx[np1]=x.sm[np1]
for(i in np2:nka) {
x.sm[i]=0
for(j in 1:k){ 
x.sm[i]=x.sm[i]+xx[i-j]/k
#cat(x.sm[i],xx[i-j],'\n')
}
xx[i]=x.sm[i]}
                      }
if(plot==TRUE){
plot(x[1:n],type='o',xlim=c(0,nka))
points(x.sm)
points(x.sm,type='o',lwd=2)
                        }
out1 = list(x.original=xx[1:n],pred=x.sm,order=order)
        return(out1)
}