tag:blogger.com,1999:blog-2198942534740642384.post1294991912090498941..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: Flowers for Mom - From QuandlDave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger3125tag:blogger.com,1999:blog-2198942534740642384.post-38560695081838897682019-01-25T01:41:50.621-08:002019-01-25T01:41:50.621-08:00Dear Professor,
Thank you so much for this very il...Dear Professor,<br />Thank you so much for this very illustrative and pedagogical guided example (and for the excel)! Great content, still relevant nowadays.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-76397043798995411502018-07-13T05:06:59.038-07:002018-07-13T05:06:59.038-07:00It's a 12-month moving average - you can verif...It's a 12-month moving average - you can verify this from the numbers. When you construct an n-period MA you "lose" observations at both the beginning and end of the series. The spreadsheet doesn't allow us to "position" a number half-way between 2 rows, which is what we'd like to do presentationally in column D. This is why a 2-period MA is then performed to "line up" the numbers with the dates for the original data. When you get to column E, you will see that there are now 6 observations missing at both the beginning and end of the series. This is correct - if you use an n-period MA, and then centre with a 2-period AM, you should have "lost" (n/2) observations at each end of the series when you are done.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-16623624775321075172018-07-11T12:26:36.655-07:002018-07-11T12:26:36.655-07:00Is there a reason that in column D, the 12-month ...Is there a reason that in column D, the 12-month MA starts in July? Isn't that a 6-month average instead? Anonymousnoreply@blogger.com