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Asked: 2026-06-19T03:09:15+00:00

This line given below will simply calculate the moving average for certain values with

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This line given below will simply calculate the moving average for certain values with a window of 3. As the total number of values is 12 and the moving-average widow is 3, the number of resulted values is 10 (as shown below).

library(zoo)
x <- c(1,2,3,NA,NA,4,6,5,6,4,2,5)
movingmean <- rollapply(x, 3, FUN = mean, na.rm = T)
movingmean
#  [1] 2.000000 2.500000 3.000000 4.000000 5.000000 5.000000
#  [7] 5.666667 5.000000 4.000000 3.666667

I want to subtract these averages (movingmean) from the corresponding original value.

Example: 2-2.000000, 3-2.500000, NA-3.000000, NA-4.000000, ..., 2-3.666667.

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1 Answer

  1. Editorial Team

    By default, rollapply does not pad the result with NA. Set fill=NA to do so.

    movingmean <- rollapply(x, 3, FUN=mean, na.rm=TRUE, fill=NA)
x - movingmean
#  [1]         NA  0.0000000  0.5000000         NA         NA
#  [6] -1.0000000  1.0000000 -0.6666667  1.0000000  0.0000000
# [11] -1.6666667         NA

    Also note that rollapply uses a centered window by default. You can change it via the align argument or use rollapplyr if you want a right-aligned calculation (as with most time series).

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