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Moving Average - Simple
This study calculates and displays a Simple Moving Average of the data specified by the Input Data Input.
Let \(X\) be a random variable denoting the Input Data, and let \(X_i\) be the value of the Input Data at Index \(i\). Let the Input Length be denoted as \(n\). Then we denote the Moving Average - Simple at Index \(t\) for the given Inputs as \(SMA_t(X,n)\), and we compute it for \(t \geq n - 1\) as follows.
\(\displaystyle{SMA_t(X,n) = \frac{1}{n}\sum_{i = t - n + 1}^tX_i}\)For an explanation of the Sigma (\(\Sigma\)) notation for summation, refer to our description here.
Inputs
Spreadsheet
The spreadsheet below contains the formulas for this study in Spreadsheet format. Save this Spreadsheet to the Data Files Folder.
Open it through File >> Open Spreadsheet.
Moving_Average_-_Simple.2.scss
The spreadsheet file will contain the Data, Test and may contain Intermediate Calculations Sheets. To see the data and formulas, review all of these Sheets.
*Last modified Tuesday, 27th September, 2022.