Question

I have the following time series data. It has 60 data points shown below. Please see a simple plot of this data below. I am using R for plotting this. I think that if I draw a moving average curve on the points in the graph, then we can better understand the patterns in the data. I don’t know how to do it in R. Could some one help me to do that. Additionally, I am not sure whether this is a good way to identify patterns or not. Please also suggest me if there is any better way. Thank you.

x <- c(18,21,18,14,8,14,10,14,14,12,12,14,10,10,12,6,10,8,
       14,10,10,6,6,4,6,2,8,6,2,6,4,4,2,8,6,6,8,12,8,8,6,6,2,2,4,
       4,4,8,14,8,6,6,2,6,6,4,4,8,6,6)

Answer 1

To answer your question about moving averages, you could accomplish it with the help of rollmean which is in package zoo.

From Joshua's comment: You could also look into TTR package that depends on xts that depends on zoo. Also, there are other moving averages in the package TTR: check ?MA.

require(TTR)
# assuming your vector is loaded in dat
# sliding window / moving average of size 5
dat.k5 <- rollmean(dat, k=5)