Schwarz,Paul wrote:
Dear R-Help readers,
I suspect that this question must be a FAQ, but my investigation of the archives has
not been very revealing. Is there an R function for calculating moving averages of
time series objects?
library(gregmisc)
?running
test <- ts(rnorm(100))
test2 <- running(test, fun=median, width=10)
length(test2)
[1] 91
you want fun=mean
Kjetil
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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