What value should I use for moving average length?

With nonseasonal time series, it is common to use short moving averages to smooth the series, although the length you select might 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.