ma.pred.wge: Predictive or rolling moving average

In BivinSadler/tswge: Time Series for Data Science

Predictive or rolling moving average

Description

Given a time series in the vector x and order (either an odd or even integer) ma.pred.wge computes a predictive moving average giving 1-step ahead predictions through x(n+1). Optionally, you can specify k-step ahead forecasts beyond the end of the data.

Usage

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

Arguments

x	Vector containing original realization
order	Order (odd or even integer) of moving average predictor (default=3)
n.ahead	Number of steps ahead to forecast beyond the end of the data (default=1)
plot	If plot=TRUE then plots of the data and moving average predictors are plotted

Value

x	Original data
pred	Data file showing 1-step ahead predictors up to x(k.ahead)
order	Order (odd or even integer) of the moving average predictor

Author(s)

Wayne Woodward

References

"Practical Time Series Analysis with R" by Woodward, Sadler, and Robertson"

Examples

data(wtcrude)
sm=ma.pred.wge(x=wtcrude,order=5,n.ahead=10)

BivinSadler/tswge documentation built on Sept. 15, 2023, 4:07 p.m.