How to calculate moving average in a matrix?

Hi Guys, I have got a matrix :378x9. I need to calculate the moving average with a window size of 120(starting from row one). Can somebody help me please? By the way, i need to do it also for the covariance(i mean,"A MOVING COVARIANCE). Thank you very much Andrea

[Joseph Cheng]

is this a window of 120x9 or are you looking to perform the averaging window per column.

[Andrea Finocchiaro]

averaging window per column Joseph

Answer 1

[Image Analyst]

Try conv2:

kernel = ones(120,1)/120;
output = conv2(yourSignal, kernel, 'valid');

Since the window does not leave the boundaries of your signal, of course the output signal will not have as many elements as your input signal.

[Andrea Finocchiaro]

Thank you very much,your code runs very good! Do you think is possible to do the same also to the same for the covariance? I mean to compute the covariance matrix with a window of 120 months?A kind of "moving" covariance . I need these computation because I am working with portdolio optimization(like Markowitz).

Answer 2

[Grzegorz Knor]

From MATLAB R2016a there are functions movmean and movvar which do not require additional toolboxes.

[Image Analyst]

True, and it offers some edge handling options ('shrink', 'discard', 'fill') that conv2() does not have.

conv2() also does not require any toolboxes because it's in base MATLAB.