Let's suppose I have a time-series of 100 daily values and I want to compute a 5-day moving average of this time series.
I would do as follows:
library(igraph) df=data.frame(x=rnorm(100)) # main time-series df_mv_avg=data.frame(x=running_mean(df$x,5)) # time-series smoothed
It is almost obvious that
df_mv_avg now contains 4 observations less (96) than
df. However, in most examples of smoothed time-series, these time-series have the same length of the original (non-smoothed) time-series (in my case 100 obs).
How can I smooth a time-series (by n values) and at the same time keep the whole length of observations of the original time-series?
Thanks for any help