Let be a simple, centered 12m + 12-point moving average. Show that xt +1 = xt xt+m+1

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Let

be a simple, centered 12m + 12-point moving average.
Show that x*t +1 = x*t xt+m+1 - xt-m 2m + 1 How might this result be used in the efficient computation of series of centered moving averages?

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Statistics For Business And Economics

ISBN: 9781292436845

10th Global Edition

Authors: Paul Newbold, William Carlson, Betty Thorne

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Question Posted: Oct 31, 2024 08:01 AM

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Let be a simple, centered 12m + 12-point moving average. Show that x*t +1 = x*t xt+m+1

Question:

1 2m+1=-m

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Statistics For Business And Economics

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Let be a simple, centered 12m + 12-point moving average. Show that xt +1 = xt xt+m+1