[R] Exponentially Weighted Moving Average

livia
2007-07-03T10:51:07Z

Hi, I have got a series of data "x" and some parameter "a",
and I would like
to take some Exponentially Weighted Moving Average to the data in the
following fomula, and obtain the return series y

y1=a^265*x[2]+a^264*x[3]+a^263*x[4]+...+a^0*x[267]

y2=a^264*x[4]+a^263*x[5]+a^263*x[6]+...+a^0*x[268]

....

y265=a^1*x[530]+a^0*x[531]

y266=a^0*x[532]

Could anyone give me some advice how can I achieve this?
Many thanks

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