[R] Time-series moving average question

MacQueen, Don m@cqueen1 @end|ng |rom ||n|@gov
Fri Jun 1 18:54:16 CEST 2018


You are right that there are no NAs in the practice data. But there are NAs in the moving average data.

To see this, break your work into two separate steps, like this:

  tnr.ma <- ma(dat3[1:28], order=3)
  TNR_moving_average <- forecast(tnr.ma, h=8)

I think you will find that the warning comes from the second step.

Print tnr.ma and you will see some NAs.

-Don

--
Don MacQueen
Lawrence Livermore National Laboratory
7000 East Ave., L-627
Livermore, CA 94550
925-423-1062
Lab cell 925-724-7509
 


From: Bill Poling <Bill.Poling using zelis.com>
Date: Friday, June 1, 2018 at 8:58 AM
To: "MacQueen, Don" <macqueen1 using llnl.gov>, array R-help <r-help using r-project.org>
Subject: RE: [R] Time-series moving average question

Hello Don, thank you for your response. I appreciate your help. 
 
I am using the forecast package, originally I found it following a forecasting example on bloggers.com 
 
https://www.r-bloggers.com/time-series-analysis-using-r-forecast-package/
 
And subsequently located the complete pdf https://cran.r-project.org/web/packages/forecast/forecast.pdf
 
Since I created this practice data using the structure() function I am unsure why there would be NA’s as there are none apparently in the structure?
 
No worries though, I am going to reach out to the package author.
 
Cheers. 
 
WHP
 
From: MacQueen, Don [mailto:macqueen1 using llnl.gov] 
Sent: Friday, June 01, 2018 11:24 AM
To: Bill Poling <Bill.Poling using zelis.com>; r-help (r-help using r-project.org) <r-help using r-project.org>
Subject: Re: [R] Time-series moving average question
 
My guess would be that if you inspect the output from
ma(dat3[1:28], order=3)
you will find some NAs in it. And then forecast() doesn't like NAs.

But I can't check, because I can't find the ma() and forecast() functions. I assume they come from some package you installed; it would be helpful to say which package.

-Don

--
Don MacQueen
Lawrence Livermore National Laboratory
7000 East Ave., L-627
Livermore, CA 94550
925-423-1062
Lab cell 925-724-7509


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