Background - Aster Analytics

Teradata Aster Analytics Foundation User Guide

Product
Aster Analytics
Release Number
6.21
Published
November 2016
Language
English (United States)
Last Update
2018-04-14
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kiu1466024880662.ditamap
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AA-notempfilter_pdf_output.ditaval
dita:id
B700-1021
lifecycle
previous
Product Category
Software

A Simple Moving Average (SMA) is the unweighted mean of the previous n data points. For example, a 10-day simple moving average of closing price is the mean of closing prices for the previous 10 days.

To calculate the SMA:
  1. Compute the arithmetic average of first R rows, as specified by the Window_Size argument, N.
  2. For each subsequent row, compute new value as:

    new_smavg = old_smavg - (PM-n-PM) / N