R help - Sep 2004 - "moving average" method for time series objects

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 Director of Methodology
Gartner
Vendor Marketing Solutions, Custom Research
+1 503 241 8036 x186

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 time and patience.
: 
: -Paul

Check out:

https://stat.ethz.ch/pipermail/r-sig-finance/2004q3/000104.html

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 <- running(test, fun=median, width=10)
 length(test2)
[1] 91

you want fun=mean

Kjetil

-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra

Paul Schwarz <Paul.Schwarz at gartner.com> 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 (brahm at alum.mit.edu)