7.00.02 - Background - Aster Analytics

Teradata Aster® Analytics Foundation User GuideUpdate 2

Product
Aster Analytics
Release Number
7.00.02
Published
September 2017
Language
English (United States)
Last Update
2018-04-17
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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