File:Movingaverage3.svg

Summary[edit]

Moving averages of a discrete process with white noise ${\displaystyle e_{t}\in \{1,...,20\}}$ and drift 1.

j602-source

A=: # %~ +/ B =: (20 ? 20) + i.20 3 A\ B

Maxima-Source

plot2d([['discrete, [1,2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19,20], [6, 20, 15, 15, 12, 12, 16, 9, 26, 12, 27, 11, 17, 29, 29, 24, 27, 21, 19, 33]],['discrete,[2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19],[13.6667, 16.6667, 14, 13, 13.3333, 12.3333, 17, 15.6667, 21.6667, 16.6667, 18.3333, 19, 25, 27.3333, 26.6667, 24, 22.3333, 24.3333]]], [x,1,20], [plot_format, gnuplot], [gnuplot_term, ps],[gnuplot_ps_term_command, "set size 0.9, 0.9; set term postscript eps color solid lw 2.5 30"], [gnuplot_out_file, "plot2d.eps"])$

Retouched with inkscape.

Licensing[edit]

I, the copyright holder of this work, release this work into the public domain. This applies worldwide. In some countries this may not be legally possible; if so: I grant anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law.