Moving Averages
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- Newbie
- Posts: 1
- Joined: Thu Feb 19, 2009 6:26 pm
Moving Averages
Is there a Vensim function that computes moving averages or must we write our own function?
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- Senior Member
- Posts: 1107
- Joined: Wed Mar 12, 2003 2:46 pm
The standard moving average function is the SMOOTH function or its explicit representation
average sales = INTEG((sales - average sales)/time to average sales,sales)
If you are working with difference equations and want a fixed window algebraic average you can use
average sales = period sales/length of period
period sales = INTEG(sales - past sales,sales*length of period)
past sales = DELAY FIXED(sales,length of period,sales)
or a variation on that.
average sales = INTEG((sales - average sales)/time to average sales,sales)
If you are working with difference equations and want a fixed window algebraic average you can use
average sales = period sales/length of period
period sales = INTEG(sales - past sales,sales*length of period)
past sales = DELAY FIXED(sales,length of period,sales)
or a variation on that.