Centered moving averages (propagate NAs).
n-period centered moving averages, propagating NAs.
Syntax: @movavc(x, n)
x: series
n integer, series
Return: series
For each observation
and integer
,
• If
is odd, compute the average of the current, and
previous and subsequent observations of a series, propagating missing values (NAs)
where
.
• If
is even, compute the
period centered moving sum, weighting the endpoints by 1/2 and propagating missing values (NAs), then divide by
:
where
and
.
If
n is not an integer, the integer floor
will be used.
Examples
show @movavc(x, 12)
produces a linked series of the centered moving average of the series x where NAs are propagated.
Cross-references
See also
@movav for trailing moving averages.
For the NA-excluding variant of this function, see
@mavc.
