R: Moving-average smoothing

ma {forecast} | R Documentation

## Moving-average smoothing

### Description

`ma` computes a simple moving average smoother of a given time series.

### Usage

    ma(x, order, centre = TRUE)

### Arguments

`x` | Univariate time series
`order` | Order of moving average smoother
`centre` | If TRUE, then the moving average is centred for even orders.

### Details

The moving average smoother averages the nearest `order` periods of each observation. As neighbouring observations of a time series are likely to be similar in value, averaging eliminates some of the randomness in the data, leaving a smooth trend-cycle component.

T[t]=1/m(y[t-k]+y[t-k+1]+…+y[t]+…+y[t+k-1]+y[t+k])

where k=(m-1)/2

When an even `order` is specified, the observations averaged will include one more observation from the future than the past (k is rounded up). If centre is TRUE, the value from two moving averages (where k is rounded up and down respectively) are averaged, centering the moving average.

### Value

Numerical time series object containing the simple moving average smoothed values.

### Author(s)

Rob J Hyndman

### See Also

`decompose`

### Examples

    plot(wineind)
    sm <- ma(wineind,order=12)
    lines(sm,col="red")

[Package forecast version 8.4 Index]