Azzera filtri
Azzera filtri

20 periods moving average

2 visualizzazioni (ultimi 30 giorni)
Héctor Luna Enríquez
Héctor Luna Enríquez il 17 Ago 2022
Risposto: David Hill il 17 Ago 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

Risposte (1)

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

Categorie

Scopri di più su Resizing and Reshaping Matrices in Help Center e File Exchange

Prodotti


Release

R2021a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by