[R] Moving average

Bernard L. Dillard bld at math.umd.edu
Thu Jun 16 14:04:18 CEST 2005


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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