Long-term exposure was calculated as the 365-day moving average ending on the date of death so that our results were comparable with those of previous studies (Lepeule et al. 2012; Schwartz et al. 2008).
In fact, the SLX has not finished a week below this moving average since the end of March.
Because of the end-point-effect of the moving average process, the information loss on both ends of the 'trend' and 'random' series was clearly seen (bottom-left and top-left plots).
According to numbers from AMG Data for the week ended Wednesday, the four-week moving average of flows into equity mutual funds is flat.
What's more, the VIX ended Friday beneath its 20-week moving average for the first time since April 20.
The closely watched four-week moving average, which irons out week-to-week volatility, rose to 352,250 in the week ended Dec. 30 from 347,000 in the week ended Dec. 23.
To that end, we elaborate on classical autoregressive moving average (i.e., ARMA) models and consider innovations1 that are correlated in time.
First-time claims for unemployment benefits rose to 409,000 in the week ended Jan . 1 up from 391,000 the week before, but the four-week moving average, geared to smooth out week-to-week volatility, declined to 411,000 from 414,000.
To that end, we smooth the intensity signals with a moving average filter.
To this end, we mildly smoothed the RAFs with a moving average window [width = 3 azimuthal locations, weights (0.2, 0.6, 0.2)].
