Hello,guys: I want to use a moving average estimation in my analysis. When refering to this "moving average", I mean a MA in a technical analysis definition, and not to the definition in Time Series Analysis. Actually, it is an AR estimation in TSA.
So I use the function "filter" to compute it. For example, i compute the ma2 as below: > x = 1:10 > ma2 = filter(x,rep(1/2, 2),sides =1) > ma2 [1] NA 1.5 2.5 3.5 4.5 5.5 6.5 7.5 8.5 9.5 Note that the ma2 estimation use the current value as an input, and i want to avoid this. I mean I just want to use the past values x[t-2] and x[t-1] to get the ma2, and use that as the current estimation. So that is actually a ma3 with the coefficient c(1/2, 1/2, 0), so i use the command as below: > MA2 = filter(x,c(rep(1/2,2),0),sides = 1) > MA2 [1] NA NA 2.5 3.5 4.5 5.5 6.5 7.5 8.5 9.5 But what I want is: [1] NA NA 1.5 2.5 3.5 4.5 5.5 6.5 7.5 8.5 And I think the command I used to get MA2 should give a result as what I want, but it just does not. I want to know the reason, and I wondor if anyone could introduce a more convinient way to compute that. Thank you all in advance Saji from Shanghai ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
