ma.pred.wge {tswge}

Predictive or rolling moving average

Description

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.

Usage

ma.pred.wge(x,order=3,n.ahead=1,plot=TRUE)

Arguments

x

Vector containing original realization

order

Order (odd or even integer) of moving average predictor (default=3)

n.ahead

Number of steps ahead to forecast beyond the end of the data (default=1)

plot

If plot=TRUE then plots of the data and moving average predictors are plotted

Value

x

Original data

pred

Data file showing 1-step ahead predictors up to x(k.ahead)

order

Order (odd or even integer) of the moving average predictor

Author(s)

Wayne Woodward

References

"Practical Time Series Analysis with R" by Woodward, Sadler, and Robertson"

Examples

data(wtcrude)
sm=ma.pred.wge(x=wtcrude,order=5,n.ahead=10)