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Find the weights, showing all working, for the following centred smoothers: 2 x 6 MA (ii) 3 x 3 MA (iii) 3 x 7 MA
Find the weights, showing all working, for the following centred smoothers:
2 x 6 MA
(ii) 3 x 3 MA
(iii) 3 x 7 MA
(iv) Indicate how many missing observations there will be at the start and end of each smoothed series in (i)-(iii).
(v) Identify each smoother in (i)-(iii) as a WMA-k. What is k?
(vi) Is each smoother in (i)-(iii) symmetric? Justify your answer
(vii) Devise a symmetric smoother that is an WMA 5 so that the weight on time t is 1.5 times the weight at times t-1 and t+1; and double the weight at times t-2, t+2
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