Moving average and EWMAHi
Given a column with numerical values I would like to calculate the MA in this way:
MAi=1/N*SUM(j=i-1 to j=i-w) Xj
where w is the window width, i-1 the starting element and i-w the last one. Les't do an example with w=2
t x
-------------
1 x1
2 x2
3 x3 …..
4 x4 MA=(X3+X2)/2
5 x5 MA=(X4+X3)/2
6 x6 …..
7 x7
By using the New formula column-->Row feature
I set the Weighting to "equal". What about the Items Before and Items after to obtain what I reported before?
Same question if I want to use the Exponential weight.
Thanks Felice
Data TableRe: Moving average and EWMAIs the value of w equal to the number of columns in the data table, or is w equal to the number of the columns displayed on the screen, regardless of the number of columns in the data table?
Re: Moving average and EWMAHi Jim w is not dependent on the number of column.
Thanks Felice
Re: Moving average and EWMAHi,
if it is a simple moving average, you can easily compute it by using the Lag() function in Formula Editor.
Here below an example on how to calculate the moving average of previous 3 rows for Dissolution column in Tablet Production sample data table:
// Open Data Table: Tablet Production.jmp
// → Data Table( "Tablet Production" )
Open( "$SAMPLE_DATA/Tablet Production.jmp" );
// New column: Dissolution_MA3
Data Table( "Tablet Production" ) << New Column( "Dissolution_MA3",
Numeric,
"Continuous",
Format( "Best", 12 ),
Formula(
(Lag( :Dissolution, 1 ) + Lag( :Dissolution, 2 ) + Lag( :Dissolution, 3 ))
/ 3
)
);
// Report snapshot: Tablet Production - Graph Builder
Data Table( "Tablet Production" ) << Graph Builder(
Size( 799, 452 ),
Show Control Panel( 0 ),
Variables( Y( :Dissolution ), Y( :Dissolution_MA3, Position( 1 ) ) ),
Elements( Line( Y( 1 ), Y( 2 ), Legend( 6 ), Row order( 1 ) ) )
);
Cheers, Massimo
Re: Moving average and EWMASee this function in the documentation and Scripting Index:
