Filter löschen
Filter löschen

20 periods moving average

2 Ansichten (letzte 30 Tage)
Héctor Luna Enríquez
Héctor Luna Enríquez am 17 Aug. 2022
Beantwortet: David Hill am 17 Aug. 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

Antworten (1)

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

Kategorien

Mehr zu Resizing and Reshaping Matrices finden Sie in Help Center und File Exchange

Produkte


Version

R2021a

Community Treasure Hunt

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

Start Hunting!

Translated by