[Gretl-devel] Re: BUG: movavg()
Am 11.09.2019 um 19:33 schrieb Artur Tarassow:
Am 11.09.19 um 19:29 schrieb Sven Schreiber:
> Am 11.09.2019 um 18:35 schrieb Artur Tarassow:
>> # WRONG VALUES!
>> series cmavg_p2 = movavg(S, p, 1, 99) # y0 is ignored
>> series cmavg_p4 = movavg(S, 2*p, 1, y0) # y0 is ignored
>
> So is it not centered, or are the values wrong in an "unknown" way?
It's just replicating the input series S but no (centered) moving
averages are computed.
Well, but your S is a linearly increasing sequence, the centered moving
average _will_ be the value in the middle. To me the question is how
actually a centered MA is calculated for an even number of terms -
shouldn't it be the center plus the same "tails" left and right such
that overall it will be an odd number p?
cheers
sven