Am 22.06.2023 um 21:22 schrieb Cottrell, Allin:
On Thu, Jun 22, 2023 at 12:51 PM Sven Schreiber
<sven.schreiber(a)fu-berlin.de> wrote:
> looking at the reference for the movavg() function, it says (for the
> simple p>1 case):
>
> '...from period t to t−p+1. If a non-zero value is supplied for the
> optional control parameter the MA is centered, otherwise it is “trailing”.'
>
> Do I understand correctly that the part "period t to t-p+1" only refers
> to the trailing case, strictly speaking -- because that is the concrete
> trailing specification already? Or to put it differently, for non-zero
> 'control' and thus for a centered MA the given time indices are not
> meant to apply, right?
Well, it depends on what exactly we mean by 't', but if we mean the
observation to which the result of the calculation is assigned then
yes, you're right.
OK, thanks. My guess is that most people take t to be the current or
reference period, but of course that's just an implicit convention.
cheers
sven