In "Phrases | 10A. Sums & Means", formula v9 is for MA (moving average). Based on what I've recently seen in investment and statistical literature, this should really be named SMA (simple moving average).
The other two kinds of moving average one sees a lot of (there are many kinds and variations) are WMA (weighted moving average) and EMA (exponential moving average). Wikipedia <http://en.wikipedia.org/wiki/Moving_average> has a decent overview of the types of moving averages, but most statistics textbooks probably do the same. My question: are there any J formulas (or scripts) for WMA and EMA that have the same/similar simplicity as the (S)MA phrase? Harvey ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
