The Oscillatory Properties of the Moving Average
移动平均的振荡性质
Summary The process of eliminating trend from a time series by means of the method of moving averages is shown to be extremely dangerous if the series is being examined for oscillatory movements. It is shown that the “trend free” moving average difference series formed by the difference between the terms of the original series and the moving average is always liable to be oscillatory whether or not the original series contains oscillatory components. The expression for the…