ma.pred.wge

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.

 Moving Average Predictor

 Rolling Moving Average

 One-sided Moving Average

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

ma.pred.wge function

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

Arguments

Author

Predictive or rolling moving average — ma.pred.wge

<dl>

 <dt>x</dt>
<dd>Vector containing original realization</dd>

 <dt>order</dt>
<dd>Order (odd or even integer) of moving average predictor (default=3)</dd>

 <dt>n.ahead</dt>
<dd>Number of steps ahead to forecast beyond the end of the data (default=1)</dd>

 <dt>plot</dt>
<dd>If plot=TRUE then plots of the data and moving average predictors are plotted</dd>

</dl>

ma.pred.wge: Predictive or rolling moving average

Description

Usage

Value

Arguments

Author

References

Examples