custom node for SPSS Modeler to calculate the simple moving average over last n periods (unweighted mean of the previous n data)
To create a moving average:
- select any continous field in the 'Values' selector on which you want to calculate the moving average
- In the Field 'Moving average over periods' select a period over which the moving average should be calculated
- The result is a field that contains the average of the last n periods for each row.
The result is a new column 'ma' wich is filled with
Future updates may contain different moving averages as well as the possibility to derive multiple periods. Feel free to contribute.