Determining the Moving Average Length
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With non-seasonal time series, it is common to use short moving averages to smooth the series, although the length you select may depend on the amount of noise in the series. A longer moving average filters out more noise, but is also less sensitive to changes in the series. With seasonal series, it is common to use a moving average of length equal to the length of the period. For example, you might choose a moving average length of 12 for monthly data with an annual cycle.