IRIS Toolbox Reference Manual

## movavg

Moving average pseudofunction

#### Syntax

    movavg(EXPR)
    movavg(EXPR,K)

#### Description

If the second input argument, `K`, is negative, this function expands to the moving average of the last K periods (including the current period), i.e.

    (((EXPR)+(EXPR{-1})+ ... +(EXPR{-(K-1)})/-K)

where `EXPR{-N}` derives from `EXPR` and has all its time subscripts shifted by `-N` (if specified).

If the second input argument, `K`, is positive, this function expands to the moving average of the next K periods ahead (including the current period), i.e.

    (((EXPR)+(EXPR{1})+ ... +(EXPR{K-1})/K)

If the second input argument, `K`, is not specified, the default value -4 is used (based on the fact that most of the macroeconomic models are quarterly).

#### Example

The following three lines

    movavg(Z)
    movavg(Z,-3)
    movavg(X+Y{-1},2)

will expand to

    (((Z)+(Z{-1})+(Z{-2})+(Z{-3}))/4)
    (((Z)+(Z{-1})+(Z{-2}))/3)
    (((X+Y{-1})+(X{1}+Y))/2)

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.