Smoothing time series with R

March 29, 2010

(This article was first published on Revolutions, and kindly contributed to R-bloggers)

Smoothing is a statistical technique that helps you to spot trends in noisy data, and especially to compare trends between two or more fluctuating time series. It’s a useful visualization tool that I’m pleased to see cropping up more and more in statistical graphics on the Web — it’s now a staple in econometric charts and is heavily used in polling analysis. For example, here’s smoothing used to combine data from various polls over time on Obama’s job approval (from

The S language was, to the best of my knowledge, the first software that made statistical smoothing a core part of the graphics system: first with the lowess function and later with other more powerful alternatives. These days in R (S’s successor), loess (local polynomrial regression fitting) is the usual go-to alternative for smoothing. With just a couple of lines of code, you can take a noisy time series in R and overlay a smooth trend line to guide the eye. Nathan Yau at FlowingData shows us how to take data like this:


and, with just a few lines of R code and some touching-up in Illustrator, create a chart like this:


FlowingData: How to: make a scatterplot with a smooth fitted line

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