You can chop off the shorter dataset (that's what I do), or extend the original data with average values, or wrap the original around (more useful in signal processing than trading).
Since you normally are interested in the end rather than the beginning, you can |. the data before taking the average. But I really want to suggest that a simple moving average is poor. Where there is a lot of noise, you should give a lower weight to outliers. I calculate the mean & variance of the set, & then go back & underweight points that are 'way off'. Google 'trimmed estimators'. Any may I suggest, since October 2008 the definition of 'way off' has been relaxed quite a bit. Henry Rich David Vincent-Jones wrote: > I am plotting daily data over a 6 month period and also providing (on > the same chart) a 7 day moving average. Using Infix and a simple > arithmetic average appeared to be the correct solution, however the > shape of the moving average using Infix is truncated with reference to > the raw data giving me a series of zeros at the end. > > I can 'pad' the raw data with the last value and then chop the padding > off after the calculation ..... or is there a better solution? > > David > > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
