Wighted Moving average

  • Thread starter Thread starter Peter
  • Start date Start date
P

Peter

I have a problem with som "enourmous" formula when I
would like to calculate a weighted moving average.

Under is what I do today. With a moving average of very
few observations is simple, but if I would take the 75
days moving average the formula would have
been "enourmous"

Is there any formula or function that I can use to solve
this problem?
It is the equation in the first brackets that gives my
this pain, but I think there might be a solution that
includes the other brackets as well.

A B
13.10.2003 308 =(B5*1+B4*2+B3*3)/(1/2*(3^2+3))
10.03.2003 300 289,69
09.10.2003 300 285,29
 
Hi:

You really haven't explained clearly what you want to do, but perhaps the
following will give you an idea:

=SUMPRODUCT((B3:OFFSET(B3,74,0))*(78-ROW(B3:OFFSET(B3,74,0))))/(1/2*(3^2+3))

This assumes that the first row is 3, as in your example, and there are 74
additional rows to be included in the formula.

Regards,

Vasant.
 
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