Effacer les filtres
Effacer les filtres

20 periods moving average

2 vues (au cours des 30 derniers jours)
Héctor Luna Enríquez
Héctor Luna Enríquez le 17 Août 2022
I Have a (3000,100) Matrix containing the Returns of 3,000 companies for 100 periods, and i'd like to compute an average, for each company, for 20 periods. This is, first the average from period 1 to period 20, next the average from period 2 to period 21 and so on for each company.
I've tried with movemean, but i'm not sure i'm computing the values i'm interested in.
Thanks for the support

Réponses (1)

David Hill
David Hill le 17 Août 2022
a=randi(100,3000,100);
A=movmean(a,20,2,'Endpoints','discard');

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