[R] Time-series moving average question

Fri Jun 1 23:03:18 CEST 2018

For your first question, you’re doing moving averages of 3 points (I assume that’s what order=3 does). For any given time point of your input data, that would be one before, one at, and one after the given time point. Do all of  your input times have both one before and one after?

Don’t know about your same 8 point forecast values question, not without running it myself, but I would say that if the data really is different, yet the forecasts are the same, it would have to be coincidental. But a priori this seems unlikely, so I’d inspect your script very carefully for mistakes.

-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 10:43 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

Hi Don, wow, you are so right. I picked that piece up from the bloggers tutorial and since I am R naive yet, I thought it was all one step

moving_average = forecast(ma(tdat[1:31], order=2), h=5)

Truly, I usually print and check at every step I can, as painful as it is sometimes.
Great lesson for this novice usR.

So the first and last values are NA in each case? Do you know why? Should I replace the NA with a value, say the average of the others?

Also, I have 5 series of data I am working with using this script and of course each gave me that warning, but only the one series had the same 8 Point Forecast values, is that coincidental you think?

Terrific of you to help, I really appreciate it.

WHP

From: MacQueen, Don [mailto:macqueen1 using llnl.gov]
Sent: Friday, June 01, 2018 12:54 PM
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

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

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

Print tnr.ma<http://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<mailto:Bill.Poling using zelis.com>>
Date: Friday, June 1, 2018 at 8:58 AM
To: "MacQueen, Don" <macqueen1 using llnl.gov<mailto:macqueen1 using llnl.gov>>, array R-help <r-help using r-project.org<mailto: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<http://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<mailto:Bill.Poling using zelis.com>>; r-help (r-help using r-project.org<mailto:r-help using r-project.org>) <r-help using r-project.org<mailto: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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