20 periods moving average
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I Have a (3000,100) Matrix containing the Returns of 3,000 companies for 100 periods, and i'd like to compute an average, for each company, for 20 periods. This is, first the average from period 1 to period 20, next the average from period 2 to period 21 and so on for each company.
I've tried with movemean, but i'm not sure i'm computing the values i'm interested in.
Thanks for the support
답변 (1개)
David Hill
2022년 8월 17일
a=randi(100,3000,100);
A=movmean(a,20,2,'Endpoints','discard');
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