MovAvg(Input: ITimeSeries,
Period: IMsPeriod,
WindowSize: Integer,
Casewise: MsCasewise)
Input. Output variable
Period. Period, at which the method is calculated. If the parameter value is Null, the method is calculated at the entire time period
WindowSize. Window size. Optional parameter. By default parameter is equal to 5
Casewise. Missing data treatment method. Optional parameter. By default parameter is set to MsCasewise.No - missing data treatment is not used.
It converts variable using moving average.
The moving average method is based on representing a series as a sum of a relatively smooth trend and a random component.
| Formula | Result | Application |
| = MovAvg({Brazil|BCA}, SetPeriod("01.01.2000", "01.01.2015"), 3, MsCasewise.Yes) | For the Brazil|BCA factor the method of moving average is applied with the window of three at the period of 2000-2015. Calculation is executed using the Casewise missing data treatment method. |
It can be used in formulas of calculated series of time series database and model formulas of modeling container that is a child of the time series database. The calculation is executed without considering missing values. |
| = MovAvg(X1, SetPeriod("01.01.1990", "01.01.2016")) | For the X1 factor the moving average method is applied at the period of 1990-2016. | It can be used in model formulas of modeling container. |
See also:
Functions Available in Expression Editor │ Smoothing │ IModelling.MovAvg | Calculation Method of moving average