# movingaveWgt¶

## Purpose¶

Computes weighted moving average of a series

## Format¶

y = movingaveWgt(x, d, w)
Parameters
• x (NxK matrix) – data

• d (scalar) – order of moving average.

• w (dx1 vector) – weights.

Returns

y (NxK matrix) – filtered series. The first $$d-1$$ rows of x are set to missing values.

## Remarks¶

movingaveWgt() is essentially a smoothing time series filter with weights. The moving average as performed by column and thus it treats the NxK matrix as K time series of length N.