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Re: Creating a Moving Average Function

  • To: mathgroup at
  • Subject: [mg51656] Re: Creating a Moving Average Function
  • From: "Steve Luttrell" <steve_usenet at>
  • Date: Wed, 27 Oct 2004 23:43:47 -0400 (EDT)
  • References: <clnemu$obb$>
  • Sender: owner-wri-mathgroup at

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> wrote in message 
news:clnemu$obb$1 at
> 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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