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Dataplot Vol 2 Vol 1

MOVING (LET)

Name:
    MOVING (LET)
Type:
    Let Subcommand
Purpose:
    Compute a "moving" statistic for a variable.
Description:
    It is sometimes useful to a compute a statistic over a "local" region of a variable rather than the entire variable. The most common example would be to compute a moving average for a variable.

    Although this command is most commonly used for a location statistic, it can in fact be used for any supported statistic (enter HELP STATISTIC for a list of supported statistics).

    The "local" area is defined by the FILTER WIDTH command. For example,

      FILTER WIDTH 5

    says that 5 points will be used to compute the specified statistic.

    The command

      SET MOVING DIRECTION <CENTER/LEFT/RIGHT>

    defines the direction of the local region:

      CENTER = the current row plus an equal number of rows above and below the current row. For example, if the FILTER WIDTH is set to 5, the local area for row i will be rows i - 2 to i + 2.
      LEFT = the current row plus the specified number of rows above the current row. For example, if the FILTER WIDTH is set to 5, the local area for row i will be rows i to i + 4.
      RIGHT = the current row minus the specified number of rows below the current row. For example, if the FILTER WIDTH is set to 5, the local area for row i will be rows i - 4 to i.

    The other issue is how the "end points" will be handled. This is specified with the command

      SET MOVING END POINT <SKIP/SYMMETRIC/PARTIAL>

    where

      SKIP = if the local region extends beyond the start or end point, no output value will be generated for that row.
      PARTIAL = if the local region extends beyond the start or end point, the statistic will be computed for the subset of rows that are within range.
      SYMMETRIC = if the local region extends beyond the start or end point, the statistic will be computed for the largest subset of rows that maintains an equal number of rows above and below the current row. This option is only supported if the MOVING DIRECTION is CENTER.

    The default is a FILTER WIDTH of 3, MOVING DIRECTION of CENTER, and a MOVING END POINT of SKIP.

Syntax:
    LET <yout> = MOVING <stat> <y1> ... <yk>
                            <SUBSET/EXCEPT/FOR qualification>
    where <y1> ... <yk> is a list of one to three response variables (depending on what <stat> is);
                <stat> is one of the supported statistics (HELP STATISTICS for a list);
                <yout> is a variable where the computed values are stored;
    and where the <SUBSET/EXCEPT/FOR qualification> is optional.
Examples:
    LET Y2 = MOVING MEAN Y
    LET Y2 = MOVING MEDIAN Y
    LET Y2 = MOVING MINIMUM Y
    LET Y2 = MOVING SD Y
Note:
    The SMOOTH command can generate smooths based on a number of different moving statistics. Enter HELP SMOOTH for details.
Default:
    None
Synonyms:
    None
Related Commands: Applications:
    Data Analysis
Implementation Date:
    2010/10
Program: 
     
skip 25
read mavro.dat y
.
let n = size y
let x = sequence 1 1 n
set write decimals 6
filter width
.
set moving end point skip
let yskip = moving average y
.
set moving end point symmetric
let ysymm = moving average y
.
set moving end point partial
let ypart = moving average y
.
print x y yskip ysymm ypart
    The following values are generated: 
     
---------------------------------------------------------------------------
              X              Y          YSKIP          YSYMM          YPART
---------------------------------------------------------------------------
       1.000000       2.001799       2.001766       2.001799       2.001749
       2.000000       2.001700       2.001799       2.001766       2.001766
       3.000000       2.001799       2.001833       2.001799       2.001799
       4.000000       2.001900       2.001799       2.001833       2.001833
       5.000000       2.001799       2.001666       2.001799       2.001799
       6.000000       2.001700       2.001533       2.001666       2.001666
       7.000000       2.001500       2.001466       2.001533       2.001533
       8.000000       2.001399       2.001466       2.001466       2.001466
       9.000000       2.001500       2.001566       2.001466       2.001466
      10.000000       2.001500       2.001666       2.001566       2.001566
      11.000000       2.001700       2.001766       2.001666       2.001666
      12.000000       2.001799       2.001833       2.001766       2.001766
      13.000000       2.001799       2.001866       2.001833       2.001833
      14.000000       2.001900       2.001966       2.001866       2.001866
      15.000000       2.001900       2.001999       2.001966       2.001966
      16.000000       2.002099       2.001899       2.001999       2.001999
      17.000000       2.001999       2.001666       2.001899       2.001899
      18.000000       2.001599       2.001433       2.001666       2.001666
      19.000000       2.001399       2.001333       2.001433       2.001433
      20.000000       2.001300       2.001366       2.001333       2.001333
      21.000000       2.001300       2.001433       2.001366       2.001366
      22.000000       2.001500       2.001533       2.001433       2.001433
      23.000000       2.001500       2.001533       2.001533       2.001533
      24.000000       2.001599       2.001500       2.001533       2.001533
      25.000000       2.001500       2.001400       2.001500       2.001500
      26.000000       2.001399       2.001366       2.001400       2.001400
      27.000000       2.001300       2.001399       2.001366       2.001366
      28.000000       2.001399       2.001433       2.001399       2.001399
      29.000000       2.001500       2.001466       2.001433       2.001433
      30.000000       2.001399       2.001500       2.001466       2.001466
      31.000000       2.001500       2.001533       2.001500       2.001500
      32.000000       2.001599       2.001566       2.001533       2.001533
      33.000000       2.001500       2.001666       2.001566       2.001566
      34.000000       2.001599       2.001833       2.001666       2.001666
      35.000000       2.001900       2.001966       2.001833       2.001833
      36.000000       2.001999       2.002033       2.001966       2.001966
      37.000000       2.001999       2.002099       2.002033       2.002033
      38.000000       2.002099       2.002200       2.002099       2.002099
      39.000000       2.002200       2.002299       2.002200       2.002200
      40.000000       2.002299       2.002399       2.002299       2.002299
      41.000000       2.002400       2.002533       2.002399       2.002399
      42.000000       2.002499       2.002600       2.002533       2.002533
      43.000000       2.002699       2.002633       2.002600       2.002600
      44.000000       2.002600       2.002600       2.002633       2.002633
      45.000000       2.002600       2.002633       2.002600       2.002600
      46.000000       2.002600       2.002633       2.002633       2.002633
      47.000000       2.002699       2.002599       2.002633       2.002633
      48.000000       2.002600       2.002499       2.002599       2.002599
      49.000000       2.002499       0.000000       2.002499       2.002499
      50.000000       2.002400       0.000000       2.002400       2.002450

Date created: 10/5/2010
Last updated: 10/5/2010
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