> A <- 5
> L <- 1000
> W.x <-xts(floor(rnorm(L) *100), as.Date(1:L))
> S.x <- as.xts(SMA(W.x), A)
> D.x <- tail(merge(W.x, S.x), n=(A+1))
> D.x
W.x S.x
1972-09-22 -164 -35.9
1972-09-23 -21 -29.8
1972-09-24 -172 -47.7
1972-09-25 60 -40.6
1972-09-26 137 -16.2
1972-09-27 51 -27.3
> cbind(mean(D.x[2:(A+1),"W.x"]), D.x[A+1,"S.x"])
..1 S.x
1972-09-27 11 -27.3
It seams obvious to me that "mean(D.x[2:(A+1),"W.x"])" should be the
last SMA value, but it is not.
But I am often mistaken....
cheers
Worik
--
I am immensely proud of the young people who are driving the Occupy movement.
Outrage at the dominant paradigm is the appropriate response when one
understands what has happened.
God Bless the Occupation
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