The mas()
function returns a simple moving average smoother of the
provided time series.
Value
Numerical time series of length length(x)-order+1
containing
the simple moving average smoothed values.
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.
Examples
#loading the example database
data(examples_changepoints)
#Using simple example
dataset <- examples_changepoints$simple
head(dataset)
#> serie event
#> 1 0.00 FALSE
#> 2 0.25 FALSE
#> 3 0.50 FALSE
#> 4 0.75 FALSE
#> 5 1.00 FALSE
#> 6 1.25 FALSE
# setting up change point method
ma <- mas(dataset$serie, 5)