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20 periods moving average

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Héctor Luna Enríquez
Héctor Luna Enríquez el 17 de Ag. de 2022
Respondida: David Hill el 17 de Ag. de 2022
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

Respuestas (1)

David Hill
David Hill el 17 de Ag. de 2022
a=randi(100,3000,100);
A=movmean(a,20,2,'Endpoints','discard');

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