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Exponential weighted moving average

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Exponential weighted moving average

Posted: Mon Mar 23, 2015 1:07 am
by msemaan
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

Re: Exponential weighted moving average

Posted: Mon Mar 23, 2015 3:02 am
by trubador

Code: Select all

scalar alpha = 0.95 'assign the weight smooth(s,alpha) your_series smoothed_series
All times are UTC-07:00
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