CODEWITHSUNDEEP
rmoving-average
Tim Wilcox
Tim Wilcox

Reputation: 1331

How to calculate a moving average in R

Below is the sample data.

  Month<- c(20185,20186,20187,20189,201810,201811,201812,20191,20192,20193,20194,20195,20196,
        20197,20198,20199,201910,201911,201912,20201
        ,20202,20203,20204,20205,20206,20207
        ,20208,20209,202010,202011)

  emp<-c(2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,36,36,38,40,42,44,46,48,48,50,52,52,54,56)

First question is do I need to use a specified function such as roll_mean or can I simply use an average? Second to have it look for the max date (in this case 202011) and then construct an average of the last 12 months so averaging 202011 on back to 201912, how would I construct such an item?

Upvotes: 1

Views: 1845

Answers (2)

Andre Wildberg
Andre Wildberg

Reputation: 19271

This is a base R solution.

First get the dates as class date, then store the order of the months, define a range (span_month) and finally move over all windows.

Month_t <- as.Date( paste0(
             substr(Month,1,4),"-",substr(Month,5,length(Month)),"-1"),
             "%Y-%m-%d" )

Month_ord <- order(Month_t)

span_month=12

sapply( 1:((length(Month_ord) + 1) - span_month), 
        function(x) mean(emp[Month_ord[x]:Month_ord[x + (span_month - 1)]]) )
# [1] 13.00000 15.00000 17.00000 19.00000 21.00000 23.16667 25.16667 27.16667
# [9] 29.16667 31.16667 33.16667 35.16667 37.16667 39.00000 40.83333 42.66667
#[17] 44.33333 45.83333 47.50000

Upvotes: 2

Ronak Shah
Ronak Shah

Reputation: 389355

You can build a 12-month moving average using any of the rolling funcitons.

library(dplyr)

df %>%
  mutate(date = lubridate::ymd(paste0(ifelse(nchar(Month) == 5, 
                     paste0(substring(Month, 1, 4), '0', 
                            substring(Month, nchar(Month))), Month), '01'))) %>%
  arrange(date) %>%
  mutate(rolling_mean = zoo::rollmeanr(emp, 12, fill = NA))

If your data is already ordered you don't need to construct the date variable. You can directly do :

df %>% mutate(rolling_mean = zoo::rollmeanr(emp, 12, fill = NA))

Upvotes: 4

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