Re: [R] How to Remove Autocorrelation from Simple Moving Average time series

Have Excel call your R script. On Mon, Aug 30, 2010 at 10:56 AM, Ramesh Kallol wrote: > Hi R experts, > > > > I am trying to remove autocorrelation from Simple Moving Average time series. > I know that this can be done by using seasonal ARIMA like, > > > >            library(TTR) > >            

[R] How to Remove Autocorrelation from Simple Moving Average time series

Hi R experts, I am trying to remove autocorrelation from Simple Moving Average time series. I know that this can be done by using seasonal ARIMA like, library(TTR) data <- rnorm(252) n=21 sma_data=SMA(data,n) sma_data=sma_data