Moving Avg calculation

How does matlab calculate the initial points of a moving average? for example if my timeseries matrix TS is 10x1 and i want 2 and 5 period EMAS then movavg(TS, 2, 5, 'e') will return two 10x1 matrices even though the inital points in theory dont have enough samples to calculate the ema yet.

Answers (2)

It's fairly well explained in
doc movavg
I would recommend using conv anyway. example thread

1 Comment

Jim
Jim on 23 Jun 2011
now sure what you mean by well explained. Doc was first place i checked, and it doesnt seem to go into any detail as far as how its calculated unless im overlooking something?

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One nice thing about MATLAB is that you can edit a lot of the functions to see what's inside.
edit movavg
The code is well documented so you should be able to see what's going on.

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Jim
on 23 Jun 2011

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