R help - Jun 2005 - Moving average

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

On Jun 16, 2005, at 8:04 AM, 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}
>
> Any time series gurus out there?  Be gentle.  I'm an R beginner.
R site search is your friend:

http://finzi.psych.upenn.edu/cgi-bin/namazu.cgi? 
query=moving+window&max=20&result=normal&sort=score&idxname=functions&id
xname=docs&idxname=Rhelp02a

Sean

are you looking the function decompose?
see ?decompose

On Thu, 16 Jun 2005 08:04:18 -0400 (EDT)
"Bernard L. Dillard" <bld at math.umd.edu> 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}
> 
> Any time series gurus out there?  Be gentle.  I'm an R beginner.
> 
> Thanx!
> 
> Bernard
> 
> ______________________________________________
> R-help at 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

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
> 
> ______________________________________________
> R-help at 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
>