When I use
shift_level_max() to find the largest mean shift between two consecutive sliding windows of the time series.
data("AirPassengers") air.ts <- AirPassengers library(feasts) shift_level_max(air.ts)
The output is following:
shift_level_max shift_level_index 62.6 127.0
could you tell me what shift_level_index (127) means? Or which period is it in the data?
From the help file for
A vector of 2 values: the size of the shift, and the time index of the shift.
So the second value shows that the largest shift in level occurs at the 127th observation of the data set.