Description
The WeightedMovAvg function computes the weighted moving average of points in a time series, applying weights to older values. The weights for the older values decrease arithmetically.
Usage
td_weighted_mov_avg_mle (
data = NULL,
target.columns = NULL,
include.first = FALSE,
window.size = 10,
data.sequence.column = NULL,
data.partition.column = NULL,
data.order.column = NULL
)
Arguments
data |
Required Argument. |
data.partition.column |
Required Argument. |
data.order.column |
Required Argument. |
target.columns |
Optional Argument. |
include.first |
Optional Argument. |
window.size |
Optional Argument. |
data.sequence.column |
Optional Argument. |
Value
Function returns an object of class "td_weighted_mov_avg_mle" which
is a named list containing object of class "tbl_teradata".
Named list member can be referenced directly with the "$" operator
using name: result.
Examples
# Get the current context/connection
con <- td_get_context()$connection
# Load example data.
loadExampleData("weightedmovavg_example", "stock_vol")
# Create object(s) of class "tbl_teradata".
stock_vol <- tbl(con, "stock_vol")
# Example: Compute the simple moving average for columns: "stockprice" and "volume".
# The input tbl_teradata, stock_vol, contains hypothetical stock price and volume data of three
# companies between 17 May 1961 and 21 June 1961.
# Note: This also includes the first 9 rows with moving average NA.
td_weighted_mov_avg_out <- td_weighted_mov_avg_mle(data = stock_vol,
data.partition.column = c("id"),
data.order.column = c("name"),
target.columns = c("stockprice","volume"),
include.first = TRUE,
window.size = 5
)