moving average

Show Summary Details

Quick Reference

A class of data-smoothing techniques used in the analysis of economic and financial time series. A simple moving average is the arithmetic average of n previous data points. A weighted moving average assigns lower weights to older data points, with the weights declining linearly or exponentially; the latter method is also referred to as exponential smoothing. See also moving average process.

Subjects: Economics — Probability and Statistics.

Reference entries

See all related reference entries in Oxford Index »

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.