DescTools (version 0.99.13)

MoveAvg: 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. [object Object],[object Object],[object Object]

Value

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

Details

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

See Also

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

Examples

Run this code
MoveAvg(AirPassengers, order=5)

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