Time Series Analysis (Moving Average Filters)
Jump to navigation
Jump to search
Description
This article describes several filters for the analysis of time series data, including:
- Simple Moving Average (SMA)
- Exponential Moving Average (EMA)
- Linear Regression Moving Average (LRMA)
Model theory
 This section is currently under construction. Please check back later for updates and revisions.
|
Excel
| This section is currently under construction. Please check back later for updates and revisions.
|
The moving average filters may be invoked from the Excel formula bar with the following function calls:
=mdTimeSeries_SMA(TimeSeriesData as Range, k as Integer)
=mdTimeSeries_EMA(TimeSeriesData as Range, alpha as Double)
=mdTimeSeries_LRMA(TimeSeriesData as Range, k as Integer)
Invoking the function with no arguments will print Help text associated with the model, including a link to this page.