Moving Average dialog box

 

Use this dialog box to apply a moving average filter to data in Predictive Systems Lab documents. Moving average is widely used to remove recurring seasonal variations in data and is the time domain equivalent of a frequency domain convolution. In this implementation, the result of this operation is a new series of <Filter Length> - 1 items longer than the original series (see the following figure).

 

Where for a series, , of length and a kernel, , of length , we define the outputs , , of the moving average operation as:

 

 

To produce results equivalent to a Centered Moving Average (the same filter previously described but centered at the point of interest in the original series), shift down , by cells:

 

 

Input

Specifies the worksheet location of the input data for this operation.

 

Valid Input Range

Provides a reference to the extent of the data available in the currently active worksheet. Use this range as a guide for typing valid extents in the Input Range box.

 

Input Range

Type in this box the range of cells containing the data you want to use as input for this command.

 

Series in Rows

Check this box to indicate that the data specified by the Input Range box is organized in rows as opposed to columns (the default).

 

Refer to Specifying Input Arguments for additional information on this subject.

 

Output

Specifies the worksheet location for placing the results of this operation.

 

New Workbook

Select this option to place the results of this operation in a new document workbook.

 

New Sheet

Select this option to place the results of this operation in a new worksheet.

 

Range Position

Select this option to place the results of this operation starting at the worksheet location specified in the box to the right of this option.

 

Refer to Specifying Output Locations for additional information on this subject.

 

Options

 

Interval Length

Select this option to specify a filter kernel where all elements equal one and type the filter length in the box to the right of this option.

 

Kernel Range

Select this option to average the original series with a custom filter kernel located in the currently active worksheet and type the range of the filter in the box to the right of this option.

 

 

 

OK

Closes the dialog box and carries out this operation.

 

Cancel

Closes the dialog box without carrying out this operation.