Time Series Analysis - Specify the Moving Average Weights
Click the Specify weights button on the Transformations of Variables dialog box - Smoothing tab to display the Specify the moving average weights dialog box.
Weight 1, 2, 3... Enter values in the Weight 1 and Weight 2 boxes to specify the weights to be used for the moving average smoothing transformation. Note that only the relative magnitudes of the weights matter; for example, specifying .25, .5, .25 or 1, 2, 1 will produce exactly the same result; that is, in this case, the first and the third observation in the moving average window will be assigned half the weight as the second observation, or:
Xnew = (W1*X1 +W2*X2 +W3*X3)/(W1+W2+W3)
where W1,2,3 are the weights. Only positive weights are allowed.
Element Name | Description |
---|---|
OK | Click the OK button to accept the values entered and return to the Transformations of Variables dialog box. |
Cancel | Click the Cancel button to return to the Transformations of Variables dialog box. Any changes made in the Specify the moving average weights dialog will be ignored. |
Common Value | Use the Common Value box to specify a common value to use for all weight boxes. |
Apply | Click the Apply button to apply the value specified in the Common Value box to the weight boxes. |
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