Re: [R] Moving average

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Thu 16 Jun 2005 - 23:28:05 EST

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 average
> of each group of 7 consecutive days (weekly) and show a line which
> joins these series of averages. Given the definition of MA, the first
> and last points will generally overlap in the average calculation.
>
> It's probably a one-liner, but I still am having some problems with
> the syntax. The only part I have correct is the "lines" statement to
> ensure it overlays my original graph.
>
> Here's the code I have thus far:
>
> y <- table[,2]
> plot(y,type="l",lty=3)
> lines( ......) {moving average code here to be placed here}

With the zoo package you can do the following:

library(zoo)
## create data
x <- rnorm(365)
## transform to regular zoo series with "Date" index x <- zooreg(x, start = as.Date("2004-01-01")) plot(x)

## add rolling/running/moving average with window size 7 lines(rollmean(x, 7), col = 2, lwd = 2)

## if you don't want the rolling mean but rather a weekly ## time series of means you can do
nextfri <- function(x) 7 * ceiling(as.numeric(x - 1)/7) + as.Date(1) xw <- aggregate(x, nextfri, mean)
## nextfri is a function which computes for a certain "Date" ## the next friday. xw is then the weekly series. lines(xw, col = 4)

Note, that the differnce between is rolling mean and the aggregated series is due to different alignments. This can be changed by changing the `align' argument in rollmean() or the nextfri() function in the aggregate call.

hth,
Z

> Any time series gurus out there? Be gentle. I'm an R beginner.
>
> Thanx!
>
> Bernard
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jun 16 23:33:40 2005

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