Moving Window Statistics Wizard

Selecting Moving Window Statistics from the Data/Graphics menu brings up the following dialog box:

This allows you to generate series of means, variances, and various fractiles from moving windows of data in the input series.

Input Series

Use this drop-down box to select the series for which you wish to compute statistics.

Sample Start and End

Use these fields if you want to specify the start and/or end of the sample range. Leave these blank if you want to use the default range.

Width/Span

Use this to enter the span, or width, of the moving window in terms of a number of observations.

Lagging/Centered

Use these radio buttons to choose either a centered window or a lagging window. A centered window computes the statistic for entry T using a data window centered over T, while a lagging window computes T using entries T-width+1 through T.

End Point Handling

This field is available for most of the filtering choices, and offers options for handling the end points of the input series. The usual is "Truncate Output" which means that if the observations aren't available for the full span, there is no output. "Extend data with zeros" uses zeros for out-of-range data in a window, "Extend data with last value" repeats the first (for a window running off the start) or last (for a window off the end). "Shorten window" reduces the window width to match the data.

The remaining fields allow you to select or enter a series to store various types of output. You can select an existing series using the drop-down list, or type in a new series name.

Means

Computes a series of moving means. You can select an existing series using the drop-down list, or type in a new series name.

Variances

Computes a series of moving variances.

Minima

Computes a series containing the minimum values in each window.

Maxima

Computes a series containing the maximum values in each window.

Medians

Computes a series containing the median values in each window.

IQ Range

Computes a series containing the interquartile range for each window.