[SOLVED] Using shift_level_max() function in time series – R

Issue

This Content is from Stack Overflow. Question asked by Aaron

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?



Solution

From the help file for feasts::shift_level_max():

Value:
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.


This Question was asked in StackOverflow by Aaron and Answered by Rob Hyndman It is licensed under the terms of CC BY-SA 2.5. - CC BY-SA 3.0. - CC BY-SA 4.0.

people found this article helpful. What about you?