[R] Exponentially Weighted Moving Average

livia yn19832 at msn.com
Tue Jul 3 12:51:07 CEST 2007

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






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

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