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Moving Average

I saw Gabor's reply but have a clarification to request. You say you  
want to remove low frequency components but then you request smoothing  
functions. The term "smoothing" implies removal of high-frequency  
components of a series.

If smoothing really is your goal then additional R resource would be  
smooth.spline, loess (or lowess), ksmooth, or using smoothing terms in  
regressions. Venables and Ripley have quite a few worked examples of  
such in MASS.