Hi all,
first of all thank you for this powerful und useful piece of software, its
great!
Now I have a little question: I have a time series variable p and want to
creat a new variable called r with the exponential moving average of p, so
r = \alpha*r_{t-1}+(1-\alpha)*p_{t-1}.
Any idea how to create this r? Thanks a lot.
--
Mag. Johannes Fichtinger
Institute for Production Management
Vienna University of Economics and Business Administration
Nordbergstr. 15
UZA IV, 3. Stock, Kern A
A-1090 Wien
Austria
Tel.: +43/(0)1-31336-5626
Mail: Johannes.Fichtinger(a)wu-wien.ac.at
Web:
http://prodman.wu-wien.ac.at