ts_moving_average {exams.forge}

Moving Average

Description

Computes the moving average for a ts_data object.

Usage

ts_moving_average(ts, order)

ts_ma(ts, order)

Arguments

ts

a ts_data object

order

integer: order of the moving average

Value

Returns an extended ts_data object with list elements:

• filter the filter used

• moving.average the computed moving average

Examples

# trend from a quadratic model
ts <- ts_data(12, trend.coeff=c(sample(0:10, 1), sample(1+(1:10)/20, 1), 0.5))
ts_moving_average(ts, 3)