Centered moving averages (ignore NAs).

n-period centered moving averages, ignoring NAs.

Syntax: @mavc(x, n)

x: series

n integer, series

Return: series

For each observation and integer ,

• If is odd, compute the average of the current, and previous and subsequent observations of a series,

where . If missing values are encountered, the observation is discarded, and the divisor for the mean is adjusted to compensate.

• If is even, compute the period centered moving sum, weighting the endpoints by 1/2, then divide by :

where and . If missing values are encountered, the observation is discarded, and the divisor for the mean is adjusted to compensate.

If n is not an integer, the integer floor will be used.

Examples

show @mavc(x, 12)

produces a linked series of the centered moving average of the series x where NAs are ignored.

Cross-references

See also
@mav for a trailing moving average.

For the NA-propagating variant of this function, see
@movavc.