DescTools (version 0.99.50)

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"))

Value

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

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 $j\in \{1,\dots ,k_2;n-k_2+1,\dots ,n\}$;

"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.

Author

Andri Signorell <[e-mail]>

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(). There's similar code in Midx().

Examples

MoveAvg(AirPassengers, order=5)