4 point moving average - EXAM 1-x(bar is a random variable...

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4 point moving average ¼ (xt-2 + xt-1 + xt + xt+1) centered 4 point moving average 2x4 MA Do yt and yt+1 and do the average of them for smoothing...if alpha is small, we are relying more and more on the past values difference between s.window and t.window and the differences they make on the graphs apply, 1 means by row, 2 means by column
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Unformatted text preview: ---------- EXAM 1----------x(bar) is a random variable because we assume that x1, x2, … are random variables in the formula (x1+x2+. ..+xn)/n When the samples are independent, P( x y) = P(x) * P(y) i.i.d = identically, independently distributed for random walk: xt = x(t-1) + rt = r1 + r2 +. ..+ rt It is dependent...
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