[R] moving average TTR

Laura Janna-88 at web.de
Thu Oct 13 12:31:41 CEST 2011


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.



More information about the R-help mailing list