moving average TTR
I believe the lag() function can be used to rig this up. Something like sma.365 <- SMA(lag(data, 12), n=120) # Untested, but seems right Michael
On Thu, Oct 13, 2011 at 6:31 AM, Laura <Janna-88 at web.de> wrote:
Hello, I used the TTR package in R to calculate moving averages. I have a monthly time series and I would like to calculate the moving average over 10 years with an offset of 1 year. It should be something like ? ? ?sma.365 <- SMA(data, n=120) Does anyone know how to include in offset? Thanks a lot for your help. Best regards! -- View this message in context: http://r.789695.n4.nabble.com/moving-average-TTR-tp3901080p3901080.html Sent from the R help mailing list archive at Nabble.com.
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