Weighted Moving Average

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This Demonstration smooths data using a weighted moving average. The weights depend on the length of the moving average and the degree of the polynomial (which also includes initial, final, and forecast weights). To reach a simple moving average, set the degree to 0 or 1.

Contributed by: Matus Baniar (May 2012)
Open content licensed under CC BY-NC-SA


Snapshots


Details

Reference

1. T. Cipra, Finanční ekonometrie (in Czech), Praha: EKOPRESS, 2008.



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