ma | R Documentation |
Computes a one-sided weighted moving average from a univariate time series. The one-sided moving average can be used to predict the next value of the sequence.
ma(x, h=1, kernel="exp", k=length(x))
x |
n vector; the observed values of the time series |
h |
a positive real number; the smoothing parameter of the moving average |
kernel |
a character; determines the kernel function; either "exp", "uniform", "gauss", or "bart" |
k |
a positive integer; the moving average includes at most k observations |
a real number
Jussi Klemela
kernesti.regr
,
set.seed(1) n<-100 x<-runif(n) ma(x)