I try to program a sum of two moving averages in R. I think I have it right, but I get unexpected results. So I am afraid that my function is not good. Can anyone help me?
This is what I try to program . A and B are two random variables.
This is my code:
ma = function(){
a = rpareto(10000, 1, 1.5)
b = rpareto(10000, 1, 1.5)
x = c(1,a[1:9999])/4 //This is the first term
for (i in 2:10)
x = x + c(1:i,a[110000-i)])/(i+1)^2 \\ I make nine new terms and add them
\\ The same procedure for the second summation
y = c(1,b[1:9999])/8
for (i in 2:10)
y = y + c(1:i,b[110000-i)])/(i+1)^3
\That is what I display
x[11:10000]+y[11:10000]
}