bimets: MOVAVG – R documentation

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MOVAVG

Moving Average

Description

This function returns the moving average of the elements of the input array or the input time series. The result is an object of the same class of the input, and its elements are the moving average of length L of the input values. If the input is a time series, the DIRECTION of the moving average, i.e backward, forward or centered, can be provided. MAVE is an alias for MOVAVG

Usage

MOVAVG(x = NULL, L = NULL, DIRECTION = NULL, avoidCompliance = FALSE, ...) 
MAVE(x = NULL, L = NULL, DIRECTION = NULL, avoidCompliance = FALSE, ...)

Arguments

`x`	Input numerical array or time series that must satisfy the compliance control check defined in `is.bimets`.
`L`	Length of the mean. Must be a positive integer.
`DIRECTION`	if `x` is a time series, given `y` as output and `x` as input: AHEAD: the output observation value in index `n` will be `y[n] = mean(x[n],x[n+1],...,x[n+L-1])`. CENTER: the output observation value in index `n` will be `y[n] = mean(x[n-trunc(L/2)],...,x[n],x[n+1],...,x[n+trunc(L/2)])`. NULL o BACK: (default) the output observation value in index `n` will be `y[n] = mean(x[n+1-L],...,x[n-1],x[n])`.
`avoidCompliance`	If `TRUE`, compliance control check of input time series will be skipped. See `is.bimets`
`...`	Backward compatibility.

Value

This function returns an object of the same class of the input, i.e. an array or a BIMETS time series.

Examples

#input data	
	inputArray=c(1,2,3,4,NA,1,2,3,4,5)
	
	#array lag 3
	out_movavg=MOVAVG(inputArray,3)
	print(out_movavg)

	#ts lag 4 centered with missings	
	ts1=TSERIES(inputArray,START=c(2000,1),FREQ='A')
	out_movavg=MAVE(ts1,4,'CENTER')
	TABIT(out_movavg)
	
	#ts daily	
	ts1=TSERIES(inputArray,START=c(2000,1),FREQ='D')
	out_movavg=MAVE(ts1,3)
	TABIT(ts1,out_movavg)

bimets

Time Series and Econometric Modeling

v1.5.3

GPL-3

Authors

Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]

Initial release

2021-02-04