ExponentiallyWeightedMovingAverage Method (FinancialEngine)
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.Overload List
| Overload | Description |
|---|---|
| ExponentiallyWeightedMovingAverage(String,Series,ElementValue,Double,Int32) | 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. |
| ExponentiallyWeightedMovingAverage(Series,ElementValue,Double,Int32) | 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. |
| ExponentiallyWeightedMovingAverage(SeriesCollection,ElementValue,Double,Int32) | 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. |
Example
Requirements
Target Platforms: Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2
See Also