R Compute Moving Average, Median, Maximum & Sum of Time Series (4 Examples)

This article explains how to compute moving averages, maxima, medians, and sums in the R programming language.

Preparing the Examples

x <- c(5, 6, 3, 3, 1, 8, 9, 5, 6, 8)    # Create time series
x                                       # Print time series to console
# 5 6 3 3 1 8 9 5 6 8
install.packages("zoo")                 # Install zoo package
library("zoo")                          # Load zoo package

Example 1: Moving Average in R

rollmean(x, 3)                          # Computing moving average
# 4.666667 4.000000 2.333333 4.000000 6.000000 7.333333 6.666667 6.333333

Example 2: Moving Median in R

rollmedian(x, 3)                        # Computing moving median
# 5 3 3 3 8 8 6 6

Example 3: Moving Maximum in R

rollmax(x, 3)                           # Computing moving maximum
# 6 6 3 8 9 9 9 8

Example 4: Moving Sum in R

rollsum(x, 3)                           # Computing moving sum
# 14 12  7 12 18 22 20 19

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