Exponential weighted moving average

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msemaan
Posts: 7
Joined: Fri Jul 19, 2013 7:02 pm

Exponential weighted moving average

Postby msemaan » Mon Mar 23, 2015 1:07 am

Hi,

I am trying to calculate the exponential weighted moving average for a time series. Is there any function available already? if not can you help me out writing one please ?

Thank you
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Exponential weighted moving average

Postby trubador » Mon Mar 23, 2015 3:02 am

Code: Select all

scalar alpha = 0.95 'assign the weight smooth(s,alpha) your_series smoothed_series
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