CODEWITHSUNDEEP
r
Jeff
Jeff

Reputation: 29

adding smoothed curves to plot using loess()

I have for example monthly data from this package:

install.packages("fma")
library(fma)  
plot(boston)

Now I want to try and add to this plot two smoothed curves in different color by using local polynomial regression fitting. I thought I can do that by using the command loess(), I also want to select a small respectively bigger value for the parameter span. However, it's not working really. I can't apply loess(). I don't know what I'm doing wrong?

Upvotes: 0

Views: 867

Answers (1)

Allan Cameron
Allan Cameron

Reputation: 173858

A loess regression requires both x and y variables, but a ts object only has a y variable, with the time variable being implicit, so we need to extract the time variable as a numeric variable and regress on it.

You can do this automatically using geom_smooth in ggplot, with the added benefits of a fully customizable plot and a standard error ribbon.

library(tidyverse)
library(fma)  

as.data.frame(boston) %>%
  mutate(date = time(boston)) %>%
  pivot_longer(-date, names_to = "series") %>%
  ggplot(aes(date, value)) +
  geom_line() +
  geom_smooth(method = loess, formula = y~x, fill = "lightblue", lty = 2,
              method.args = list(span = 0.5)) +
  facet_grid(series~., scales = "free_y") +
  theme_bw(base_size = 16)

enter image description here

Created on 2022-05-15 by the reprex package (v2.0.1)

Upvotes: 1

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