programming rolling moving averages
Posted: Tue Oct 27, 2009 1:29 am
I am trying to program a rolling moving average, meaning i want to run
i want the output to give me 4 equations:
x c x(-1) ma(1)
x c x(-1) ma(1) ma(2)
x c x(-1) x(-2) ma(1)
x c x(-1) x(-2) ma(1) ma(2)
but what i am getting is:
x c x(-1) ma(1)
x c x(-1) ma(1)
x c x(-1) x(-2) ma(1)
x c x(-1) x(-2) ma(1)
i tried writing:
and i get:
x c x(-1) ma(1)
x c x(-1) ma(2)
x c x(-1) x(-2) ma(1)
x c x(-1) x(-2) ma(2)
is there a way to do this parsimoniously in the code?
Code: Select all
'a is how many leaps back
!a= 2
' x is the series
genr x =y
matrix (!a , !a) mataic
matrix (!a , !a) matschw
matrix (!a , !a) mathq
matrix (!a , !a) matlogl
for !i =1 to !a
for !j =1 to !a
equation eq!i_!j
eq!i_!j.ls x c x(-1 to -!i) ma(1 to !j)
mataic(!i , !j) = eq!i_!j.@aic
matschw(!i , !j) = eq!i_!j.@schwarz
mathq(!i , !j) = eq!i_!j.@hq
matlogl(!i , !j) = eq!i_!j.@logl
next
next
x c x(-1) ma(1)
x c x(-1) ma(1) ma(2)
x c x(-1) x(-2) ma(1)
x c x(-1) x(-2) ma(1) ma(2)
but what i am getting is:
x c x(-1) ma(1)
x c x(-1) ma(1)
x c x(-1) x(-2) ma(1)
x c x(-1) x(-2) ma(1)
i tried writing:
Code: Select all
eq!i_!j.ls x c x(-1 to -!i) ma(!j)
x c x(-1) ma(1)
x c x(-1) ma(2)
x c x(-1) x(-2) ma(1)
x c x(-1) x(-2) ma(2)
is there a way to do this parsimoniously in the code?