The mas() function returns a simple moving average smoother of the
provided time series.
Usage
mas(x, order)
Value
Numerical time series of length length(x)-order+1 containing
the simple moving average smoothed values.
Arguments
x
A numeric vector or univariate time series.
order
Order of moving average smoother.
Details
The moving average smoother transformation is given by $$(1/k) * (
x[t] + x[t+1] + ... + x[t+k-1] )$$ where k=order, t assume
values in the range 1:(n-k+1), and n=length(x). See also the
ma of the forecast package.
References
R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and
Its Applications: With R Examples. 3rd ed. 2011 edition ed. New York,
Springer.
#loading the example databasedata(examples_changepoints)
#Using simple exampledataset <- examples_changepoints$simple
head(dataset)
# setting up change point methodma <- mas(dataset$serie, 5)