Understanding Time Series Analysis with R - Snippet 6

time-series-analysis-s-6.R

df <- data
Y <- 2 #2 is the position of our "sales" column in the data frame
k <- 4 #k is equal to the size of the subset

#Array with all of the raws of 'Y'
arr <- df[, Y]
#Empty array to store the values of the moving averages
MM<-rep(NA, length(arr))
SI <- rep(NA, length(arr))
index <- k-1
  
for(i in c(1:length(arr))){
  if(i <= length(arr) -k+1){
    block <- mean(arr[seq(i, i+(k-1))])
    MM[index] <- block
    SI[index] <- arr[index]/block #Seasonality + Irregular Component
    index <- index+1
  }
}
  
dfOut <- data.frame(df, MM=MM, SI=SI)
  
#Seasonality
varY<-c()
for(j in c(1:k)){
  varX <- seq(j, length(arr), by=k)
  varY <- c(varY, mean(dfOut[varX, 4], na.rm=T))
}
    
varY<- rep(varY, k+1)
dfOut <- data.frame(dfOut, S=varY)
dfOut