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MathGroup Archive 2004

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Creating a Moving Average Function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg51615] Creating a Moving Average Function
  • From: Gregory Lypny <gregory.lypny at videotron.ca>
  • Date: Wed, 27 Oct 2004 01:54:37 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Hello Everyone,

I'd like to create some custom moving average functions that retain the 
same length as the original series by padding the lost observations 
with zeros.  I can get the moving average part of the function to work 
but not the padding part.

This part without padding works:

MA[theSeries_, theWindowSize_] = MovingAverage[theSeries,
     theWindowSize];

But adding the padding causes it to fail:

MA[theSeries_, theWindowSize_] = PadLeft[MovingAverage[theSeries,
     theWindowSize], 1000];

Any suggestions would be most appreciated.

	Greg


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