/SPSSmovingAverage

custom node for SPSS Modeler to calculate moving averages

Apache License 2.0Apache-2.0

SPSS Moving Average

custom node for SPSS Modeler to calculate the simple moving average over last n periods (unweighted mean of the previous n data)

Screenshot

To create a moving average:

  1. select any continous field in the 'Values' selector on which you want to calculate the moving average
  2. In the Field 'Moving average over periods' select a period over which the moving average should be calculated
  3. The result is a field that contains the average of the last n periods for each row.

Output

The result is a new column 'ma' wich is filled with $null$ the first n-1 periods and then with the mean over the last n periods:

outputScreenshot

Future updates may contain different moving averages as well as the possibility to derive multiple periods. Feel free to contribute.