Update for "tumbling window" (top, here) versus "rolling window" (below, kept for posterity/reference). Still using the dat from the top of the rolling-window discussion.
The discussion about #VALUE! (far below) may still be relevant, I'll include the code here.
base R
dat$speed <- suppressWarnings(as.numeric(dat$speed))
aggregate(dat$speed, list(grp = (seq_len(nrow(dat)) - 1) %/% 5), FUN = median, na.rm = TRUE)
#   grp       x
# 1   0  3.4245
# 2   1 -4.9730
dplyr
library(dplyr)
dat %>%
  mutate(speed = suppressWarnings(as.numeric(speed))) %>%
  group_by(grp = (seq_len(n()) - 1) %/% 5) %>%
  summarize(med5 = median(speed, na.rm = TRUE))
# # A tibble: 2 x 2
#     grp  med5
#   <dbl> <dbl>
# 1     0  3.42
# 2     1 -4.97
data.table
library(data.table)
as.data.table(dat)[, speed := suppressWarnings(as.numeric(speed))
  ][, .(med5 = median(speed, na.rm = TRUE)), by = .(grp = (seq_len(nrow(dat)) - 1) %/% 5)][]
#      grp    med5
#    <num>   <num>
# 1:     0  3.4245
# 2:     1 -4.9730
(This below is for rolling-windows, no longer relevant other than the definition of dat data.)
I copied the first 10 rows from that single-column frame, and get
dat <- structure(list(speed = c(0, 5.534, 1.315, 7.6865, -0.479, -0.4605, -4.311, -4.973, -7.69, -11.669)), row.names = c("1", "2", "3", "4", "5", "6", "7", "8", "9", "10"), class = "data.frame")
With this, the basic operation is something like this:
newvec <- zoo::rollmedian(dat$speed, 5)
newvec
# [1]  1.3150  1.3150 -0.4605 -0.4790 -4.3110 -4.9730
Note that this creates nrow(dat) - (k - 1) (20) values, where k=5 (your window). In general, rolling operations tend to be reductive, but we have options to change that if needed. For instance, we can keep it the same length and pad the ends with NA; to do this, we can "align" the window left, center, or right:
zoo::rollmedian(dat$speed, 5, fill = NA, align = "left")
#  [1]  1.3150  1.3150 -0.4605 -0.4790 -4.3110 -4.9730      NA      NA      NA      NA
zoo::rollmedian(dat$speed, 5, fill = NA, align = "center")
#  [1]      NA      NA  1.3150  1.3150 -0.4605 -0.4790 -4.3110 -4.9730      NA      NA
zoo::rollmedian(dat$speed, 5, fill = NA, align = "right")
#  [1]      NA      NA      NA      NA  1.3150  1.3150 -0.4605 -0.4790 -4.3110 -4.9730
Let me show how alignment fits here. With align="center" (the default), we see:
dat$speed
#  [1]   0.0000   5.5340   1.3150   7.6865  -0.4790  -0.4605  -4.3110  -4.9730  -7.6900 -11.6690
###      `----------------------------------------'
###          take the median of these values,
###          and then assign that single value here:
###                                              /
###                             ,---------------'
###                            / 
#  [1]       NA       NA   1.3150   1.3150  -0.4605  -0.4790  -4.3110  -4.9730       NA       NA
dat$speed[1:5]
# [1]  0.0000  5.5340  1.3150  7.6865 -0.4790
median(dat$speed[1:5])
# [1] 1.315
For the next value,
#  [1]   0.0000   5.5340   1.3150   7.6865  -0.4790  -0.4605  -4.3110  -4.9730  -7.6900 -11.6690
###               `----------------------------------------'
###                   take the median of these values,
###                   and then assign that single value here:
###                                                       /
###                                      ,---------------'
###                                     / 
#  [1]       NA       NA   1.3150   1.3150  -0.4605  -0.4790  -4.3110  -4.9730       NA       NA
dat$speed[2:6]
# [1]  5.5340  1.3150  7.6865 -0.4790 -0.4605
median(dat$speed[2:6])
# [1] 1.315
So we can assign that easily to a new frame with data.frame(rollmed = newvec), with or without padding. If you want to assign it back to the original frame, one can do:
dat$rollmed <- zoo::rollmedian(dat$speed, 5, fill = NA, align = "center")
dat
#       speed rollmed
# 1    0.0000      NA
# 2    5.5340      NA
# 3    1.3150  1.3150
# 4    7.6865  1.3150
# 5   -0.4790 -0.4605
# 6   -0.4605 -0.4790
# 7   -4.3110 -4.3110
# 8   -4.9730 -4.9730
# 9   -7.6900      NA
# 10 -11.6690      NA
As for your #VALUE!, that likely manifests as a character column instead of numeric, in which case you have an extra step before all of the above.
I'll change one of my values to that error:
dat$speed[5] <- "#VALUE!"
dat
#      speed
# 1        0
# 2    5.534
# 3    1.315
# 4   7.6865
# 5  #VALUE!
# 6  -0.4605
# 7   -4.311
# 8   -4.973
# 9    -7.69
# 10 -11.669
str(dat)
# 'data.frame': 10 obs. of  1 variable:
#  $ speed: chr  "0" "5.534" "1.315" "7.6865" ...
(See? chr.)
From here, we can simply convert all to numbers, ignoring the warnings we get:
dat$speed <- suppressWarnings(as.numeric(dat$speed))
dat
#       speed
# 1    0.0000
# 2    5.5340
# 3    1.3150
# 4    7.6865
# 5        NA
# 6   -0.4605
# 7   -4.3110
# 8   -4.9730
# 9   -7.6900
# 10 -11.6690
str(dat)
# 'data.frame': 10 obs. of  1 variable:
#  $ speed: num  0 5.53 1.31 7.69 NA ...
And from here, we can do the rolling median again. Note that the NA we now have changes things slightly:
dat$rollmed <- zoo::rollmedian(dat$speed, 5, fill = NA, align = "center")
dat$rollmed2 <- zoo::rollmedian(dat$speed, 5, fill = NA, align = "center", na.rm = TRUE)
dat
#       speed rollmed rollmed2
# 1    0.0000      NA       NA
# 2    5.5340      NA       NA
# 3    1.3150      NA  3.42450
# 4    7.6865      NA  3.42450
# 5        NA      NA  0.42725
# 6   -0.4605      NA -2.38575
# 7   -4.3110      NA -4.64200
# 8   -4.9730  -4.973 -4.97300
# 9   -7.6900      NA       NA
# 10 -11.6690      NA       NA
The default (what we did before) will return an NA median for every row within +/- 4 rows (k-1) of the previous #VALUE!; we can add na.rm=TRUE if you would prefer; that is not a rolling-window thing, that's a general-statistics question, "are empty values an issue".