[R] Cent. Mov. Ave

[Peter Wolf]

Erin Hodgess wrote:

> Dear R People:
>
> Here is an interesting question(I think)
> Suppose I want to calculate Centered Moving Averages; i.e.
> x[1] <- ( sum(y[1:12]) )/12
> x[2] <- ( sum(y[2:13]) )/12
>
> and so on.
>
> Of course, this is easily done through loops.  However, I have
> been trying to do this more elegantly, but have failed.  I have
> tried things like
> j1 <- 1:109
> j2 <- 12:120
>
> x[1:109] <- ( sum( y[j1:j2]) )/12
>
> but it doesn't work.  (Surprise!)
>
> R 1.4.0 on windows.
>
> Any ideas would be much appreciated!
>
> Thanks!
>
> Sincerely,
> Erin Hodgess
> Associate Professor
> Department of Computer and Mathematical Sciences
> University of Houston - Downtown
> 1 Main Street
> Houston, TX 77002
> mailto: hodgess at uhddx01.dt.uh.edu

Try:

> diff(cumsum(c(0,y)),lag=12)/12

Peter Wolf

----------------------------------------
H.P.Wolf
University of Bielefeld
Germany
pwolf at wiwi.uni-bielefeld.de


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