Hi,
To make moving average, I advise you, to read a document in my web to make
forecasting,
http://www.juanantonio.info/p_research/statistics/r/forecasting.htm
http://www.juanantonio.info/p_research/statistics/r/forecasting.htm
This scripts use the library forecast and the function pegels.
Dear R-Users,
How can I compute simple moving averages from a time series in R?
Note that I do not want to estimate a MA model, just compute the MA's
given a lenght (as excel does).
Thanks
Ricardo Gonçalves Silva, M. Sc.
Apoio aos Processos de Modelagem
See
?filter - simple and exponential are special cases
?runmean - in package caTools (the fastest)
?rollmean - in zoo package
?embed - can write your own using embed as basis
?sma - in package fSeries, also see ewma in same package
Probably other functions in other packages too.
On 7/26/06,
From: [EMAIL PROTECTED]
Date: 2006/07/26 Wed AM 09:29:27 CDT
To: r-help@stat.math.ethz.ch
Subject: [R] Moving Average
i think it was mave() in Splus. probably something similar
in R. do RSiteSearch(moving average)at an R prompt.
Dear R-Users,
How can I compute simple moving averages from
Good morning all!
I am attempting to superimpose a moving-average smoother onto a graph of
daily plots. These plots (in table[,2] below) span about 350 days and
looks very noisy. I'd like for this smoother to plot the average of each
group of 7 consecutive days (weekly) and show a line which
On Jun 16, 2005, at 8:04 AM, Bernard L. Dillard wrote:
Good morning all!
I am attempting to superimpose a moving-average smoother onto a graph
of
daily plots. These plots (in table[,2] below) span about 350 days and
looks very noisy. I'd like for this smoother to plot the average of
are you looking the function decompose?
see ?decompose
On Thu, 16 Jun 2005 08:04:18 -0400 (EDT)
Bernard L. Dillard [EMAIL PROTECTED] wrote:
Good morning all!
I am attempting to superimpose a moving-average smoother onto a graph of
daily plots. These plots (in table[,2] below) span about
On Thu, 16 Jun 2005 08:04:18 -0400 (EDT) Bernard L. Dillard wrote:
Good morning all!
I am attempting to superimpose a moving-average smoother onto a graph
of daily plots. These plots (in table[,2] below) span about 350 days
and looks very noisy. I'd like for this smoother to plot the
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 -
Paul Schwarz [EMAIL PROTECTED] wrote:
Is there an R function for calculating moving averages of time series
objects?
Others have replied, but here's the simple answer for a trailing 5-day
moving average, no non-standard packages needed:
R x - 1:20
R filter(x, rep(1/5,5), sides=1)
-- David Brahm
Kjetil == Kjetil Brinchmann Halvorsen [EMAIL PROTECTED]
on Fri, 24 Sep 2004 08:34:19 -0400 writes:
Kjetil 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
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?
Thank you for your time and patience.
-Paul
Paul Schwarz, Ph.D.
Associate
Schwarz,Paul Paul.Schwarz at gartner.com writes:
:
: 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?
:
: Thank you for your
Wayne Jones wrote:
Does anyone know if R has the functionality to calculate a simple moving
average. I cant seem to find it in the help menu.
does filter() do what you need?
Morten
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[EMAIL PROTECTED] mailing list
Sorry, a neccesary addition: filter in library ts.
Morten
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https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Or look at the 'running' function in the gregmisc package.
-Greg
-Original Message-
From: Huntsinger, Reid [mailto:[EMAIL PROTECTED]
Sent: Friday, March 07, 2003 10:13 AM
To: 'Wayne Jones'; [EMAIL PROTECTED]
Subject: RE: [R] Moving average
Try filter in package ts.
Reid
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