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20 periods moving average

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Héctor Luna Enríquez
回答： David Hill 2022-8-17
I Have a (3000,100) Matrix containing the Returns of 3,000 companies for 100 periods, and i'd like to compute an average, for each company, for 20 periods. This is, first the average from period 1 to period 20, next the average from period 2 to period 21 and so on for each company.
I've tried with movemean, but i'm not sure i'm computing the values i'm interested in.
Thanks for the support

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David Hill
David Hill 2022-8-17
a=randi(100,3000,100);
A=movmean(a,20,2,'Endpoints','discard');

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