ExponentiallyWeightedMovingAverage(String,Series,Double,Int32) Method

Evaluates the (x-day) Exponentially Weighted Moving Average (EWMA) of a time series provided where x is the length of the time series array which is provided as a parameter, for all periods for which sufficient data is provided.

[Visual Basic]
Overloads Public Shared Function ExponentiallyWeightedMovingAverage( _
   ByVal seriesName As String, _
   ByVal s As Series, _
   ByVal smoothingFactor As Double, _
   ByVal lengthOfMA As Integer _
) As Series

[C#]
public static Series ExponentiallyWeightedMovingAverage( 
   string seriesName,
   Series s,
   double smoothingFactor,
   int lengthOfMA
);

Parameters

seriesName

The name of the series which will be displayed on the chart, i.e. its label.

s

A statistical series.

smoothingFactor

The number between 0 and 1 which is known as a smoothing factor. The closer the value is to zero the more influence more resent measurements will have on the EWMA.

lengthOfMA

The number of periods over which the moving average is evaluated for each period.

Return Type

A series where the first term is the EWMA for the most recent period, the second term is the EWMA for the previous period and so on.

Exceptions

See Also

StatisticalEngine Class  | StatisticalEngine Members  | Overload List

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