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Consider an N - span moving average where each observation isweighted by a constant,say,a; > = 0 . Therefore the weighted movingaverage at the end
Consider an Nspan moving average where each observation isweighted by a constant,say,a;Therefore the weighted movingaverage at the end of period T is
aWhy would you consider using a weighted moving average?
bShow that the variance of the weighted moving average is VarMoZjd
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