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Re: Creating a Moving Average Function

• To: mathgroup at smc.vnet.net
• Subject: [mg51655] Re: Creating a Moving Average Function
• From: "Steve Luttrell" <steve_usenet at _removemefirst_luttrell.org.uk>
• Date: Wed, 27 Oct 2004 23:43:41 -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
>