DescTools (version 0.99.19)

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.

Value

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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