Moving Averages

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jsokolowski
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Joined: Thu Feb 19, 2009 6:26 pm

Moving Averages

Post by jsokolowski »

Is there a Vensim function that computes moving averages or must we write our own function?
bob@vensim.com
Senior Member
Posts: 1107
Joined: Wed Mar 12, 2003 2:46 pm

Post by bob@vensim.com »

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.
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