How to Calculate an Exponential Moving Average in R?

In this article, we will look the how to Calculate an Exponential Moving Average in R Programming Language. 

Exponential moving average (EMA) tells us the weighted mean of the previous K data points. EMA places a greater weight and significance on the most recent data points. To get the EMA we will use pracma package in the R programming language. To install run the following commands:

install.packages("pracma")

Creating Dataframe for demonstration

Output:

 Rank Marks
1 1 65
2 2 60
3 3 54
4 4 46
5 5 37
6 6 30
7 7 29
8 8 25
9 9 24
10 10 19

Calculate an Exponential Moving Average in R

movavg() function is used to calculate the EMA in R.

movavg(x, n, type=c("s", "t", "w", "m", "e", "r"))

Arguments

• x: time series as numeric vector.
• n: backward window length.
• type: one of ``s", ``t", ``w", ``m", ``e", or ``r".

Output:

 Rank Marks EMA
1 1 65 65.00000
2 2 60 62.50000
3 3 54 58.25000
4 4 46 52.12500
5 5 37 44.56250
6 6 30 37.28125
7 7 29 33.14062
8 8 25 29.07031
9 9 24 26.53516
10 10 19 22.76758

Visualization of EMA

Here, we will be visualizing the marks compared to the 3-day exponentially weighted moving average through the line plot.

Output: