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20 periods moving average

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Héctor Luna Enríquez
Héctor Luna Enríquez on 17 Aug 2022
Answered: David Hill on 17 Aug 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

Answers (1)

David Hill
David Hill on 17 Aug 2022
a=randi(100,3000,100);
A=movmean(a,20,2,'Endpoints','discard');

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