MoveAvg: Moving Average

In AndriSignorell/DescTools: Tools for Descriptive Statistics

Moving Average

Description

Compute a simple moving average (running mean).

Usage

MoveAvg(x, order, align = c("center", "left", "right"), 
        endrule = c("NA", "keep", "constant"))

Arguments

x	univariate time series.
order	order of moving average.
align	specifies whether result should be centered (default), left-aligned or right-aligned.
endrule	character string indicating how the values at the beginning and the end (of the data) should be treated. "keep" keeps the first and last k_2 values at both ends, where k_2 is the half-bandwidth k2 = k %/% 2, i.e., y[j] = x[j] for j \in \{1,\ldots,k_2; n-k_2+1,\ldots,n\}; "constant" fill the ends with first and last calculated value in output array (out[1:k2] = out[k2+1]) "NA" the default, leaves the values to NA, as they are returned by filter.

Details

The implementation is using the function filter to calculate the moving average.

Value

Returns a vector of the same size and same class as x.

Author(s)

Andri Signorell <[e-mail]>

See Also

There's a faster implementation of running mean in the package caTools runmean() and a slower one in forecast ma(). There's similar code in Midx().

Examples

MoveAvg(AirPassengers, order=5)

AndriSignorell/DescTools documentation built on Dec. 1, 2024, 5:13 a.m.