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  • Moving Average

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    jan fransen
    14 views2 pages
    The document shows the values of a time series x(t) from time 0 to time 21, along with its 3-period and 5-period moving averages. The moving averages smooth the original time series by calculating the average of the last 3 or 5 values. The 5-period moving average changes more gradually than the 3-period average as it incorporates more of the previous values in its calculation.

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    The document shows the values of a time series x(t) from time 0 to time 21, along with its 3-period and 5-period moving averages. The moving averages smooth the original time series by calculating the average of the last 3 or 5 values. The 5-period moving average changes more gradually than the 3-period average as it incorporates more of the previous values in its calculation.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    14 views2 pages

    Moving Average

    Uploaded by

    jan fransen
    The document shows the values of a time series x(t) from time 0 to time 21, along with its 3-period and 5-period moving averages. The moving averages smooth the original time series by calculating the average of the last 3 or 5 values. The 5-period moving average changes more gradually than the 3-period average as it incorporates more of the previous values in its calculation.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    t x(t) 3-mov.avg. 5-mov.

    avg
    0 3
    1 7 moving average
    2 4 4.67
    3 5 5.33 18.00
    4 10 6.33 5.80 16.00
    5 2 5.67 5.60
    6 6 6.00 5.40 14.00
    7 11 6.33 6.80 12.00
    8 1 6.00 6.00
    9 4 5.33 4.80 10.00

    x(t)
    10 9 4.67 6.20 8.00
    11 13 8.67 7.60
    12 3 8.33 6.00 6.00
    13 2 6.00 6.20 4.00
    14 1 2.00 5.60
    15 10 4.33 5.80 2.00
    16 17 9.33 6.60 0.00
    17 11 12.67 8.20 0 5 10 15 20 25
    18 3 10.33 8.40
    19 4 6.00 9.00 t
    20 7 4.67 8.40
    21 2.78 8.76
    average

    x(t)
    3-moving average
    5-moving average

    20 25

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