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DescTools (version 0.99.17)

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.
"keep"
keeps the first and last $k2$ values at both ends, where $k2$ is the half-bandwidth k2 = k %/% 2, i.e., y[j] = x[j] for $j = 1,..,k2 and (n-k2+1),..,n$;

"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.

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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