[R] Moving average

From: Bernard L. Dillard <bld_at_math.umd.edu>
Date: Thu 16 Jun 2005 - 22:04:18 EST


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}

Any time series gurus out there? Be gentle. I'm an R beginner.

Thanx!

Bernard



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