Evaluates the (
x
day) Exponentially Weighted Moving Average (EWMA) of a time
series provided where
x
is the length of the time series array which is provided as a
parameter, for all periods for which sufficient data is provided.
Syntax
Visual Basic (Usage)  Copy Code 

Dim seriesName As String
Dim s As Series
Dim smoothingFactor As Double
Dim lengthOfMA As Integer
Dim value As Series
value = StatisticalEngine.ExponentiallyWeightedMovingAverage(seriesName, s, smoothingFactor, lengthOfMA)

Parameters
 seriesName
 The name of the series which will be displayed on the chart, i.e. its label.
 s
 A statistical series.
 smoothingFactor
 The number between 0 and 1 which is known as a smoothing factor.
The closer the value is to zero the more influence more resent measurements
will have on the EWMA.
 lengthOfMA
 The number of periods over which the moving average is evaluated
for each period.
Return Value
A series where the first term is the EWMA for the most recent period,
the second term is the EWMA for the previous period and so on.
Exceptions
Exception  Description 
ArgumentException  Thrown if the Series is empty or if the value
given for the smoothing factor lies outside the closed range [0,1]. 
See Also