Moving Avg calculation

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Jim
Jim on 23 Jun 2011
How does matlab calculate the initial points of a moving average? for example if my timeseries matrix TS is 10x1 and i want 2 and 5 period EMAS then movavg(TS, 2, 5, 'e') will return two 10x1 matrices even though the inital points in theory dont have enough samples to calculate the ema yet.

Answers (2)

Sean de Wolski
Sean de Wolski on 23 Jun 2011
It's fairly well explained in
doc movavg
I would recommend using conv anyway. example thread
  1 Comment
Jim
Jim on 23 Jun 2011
now sure what you mean by well explained. Doc was first place i checked, and it doesnt seem to go into any detail as far as how its calculated unless im overlooking something?

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Teja Muppirala
Teja Muppirala on 24 Jun 2011
One nice thing about MATLAB is that you can edit a lot of the functions to see what's inside.
edit movavg
The code is well documented so you should be able to see what's going on.
  1 Comment
Jim
Jim on 24 Jun 2011
thank you i had no idea!

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