[R] moving average TTR

[R. Michael Weylandt]

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!
>
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