moving average

  1. S

    Moving Average Coefficients Calculation

    Hi, I am new member and really not getting anywhere on how to calculate moving average coefficients. Need experts help on how can I resolve it.
  2. R

    Is it allowed to reduce a dataset of moving averages to run an AR(1) model properly?

    I run a simple AR(1) and AR(2) model with the following R-code: ar.ols(df$y, order.max = 1) ar.ols(df$y, order.max =2) My dataset is as follows: I do have yearly data and calculate generational averages, whereas one generation is equal to 30 years. In order to allow for overlapping...
  3. K

    Moving average with replicate X values

    Hello, I would like to calculate the moving average and confidence intervals of time series data. Alternatively, use a smoothing function (like loess). For some years I have upwards of 15 data points, for some years I have none. I cannot figure out a way to calculate a moving average when...
  4. trinker

    Moving average: Smoothing until stable

    I am looking at a score in discourse over equally spaced intervals. Basically this is a time series. I want to view this as a line graph using the cumulative average. HEre's the ugly code that I used in R and the plot: set.seed(10) dat <- data.frame(value=rnorm(1000, sd=10), time=1:1000)...
  5. S

    Time Series Forecast

    I have a time series data of hourly consumption of electricity for 720 data points and I want to make a forecast for 25 time points after the 720th time point. I am using the software R for this purpose. First I have decompose the series into three parts: (i) Trend (by method of Moving...
  6. J

    Degrees of freedom for a moving average?

    Can someone please help me to determine the correct number of degrees of freedom used when calculating a moving average? For example, with annual time series data values from 1900-2000 I would like to correlate both annual and 5-yr moving average values to another independent data set...