Re: Creating a Moving Average Function
- To: mathgroup at smc.vnet.net
- Subject: [mg51656] Re: Creating a Moving Average Function
- From: "Steve Luttrell" <steve_usenet at _removemefirst_luttrell.org.uk>
- Date: Wed, 27 Oct 2004 23:43:47 -0400 (EDT)
- References: <clnemu$obb$1@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Have a look at what ListCorrelate can do for you. Padding with zeros is only one of the possibilities that it can handle. Steve Luttrell "Gregory Lypny" <gregory.lypny at videotron.ca> wrote in message news:clnemu$obb$1 at smc.vnet.net... > 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 >