/* Centered Geometric Moving Average CGMA(k) */
new; cls;
let data[50,1]=
      60
      61
      60
      62
      60
      63
      64
      65
      69
      70
      69
      66
      64
      64
      62
      64
      65
      55
      53
      57
      60
      58
      63
      63
      63
      68
      69
      69
      68
      69
      70
      67
      66
      67
      68
      69
      69
      77
      80
      80
      78
      76
      76
      72
      71
      70
      73
      71
      78
      80
;
data=rev(data);               /* original data in reverse order */
t=seqa(1,1,rows(data));

library pgraph;
graphset;
_pltype=6;
_plegctl=1;
_plegstr="actual\000CGMA(5)\000CGMA(10)";
title("(Centered) Geometric Moving Average");
xy(t,data~cgma(data,5)~cgma(data,10));




proc cgma(x,k);
   local m,i,m1,m2;
   m=zeros(rows(x),cols(x));
   if k%2==0; /* if k is even */
      i=1;
      do while i<=rows(x)-k;
         m1=exp(sumc(ln(x[i:i+k-1,.]))'/k);
         m2=exp(sumc(ln(x[i+1:i+k,.]))'/k);
         m[k/2+i,.]=exp((ln(m1)+ln(m2))/2);
         i=i+1;
      endo;
      m[1:k/2,.]=miss(m[1:k/2,.],0);
      m[rows(x)-k/2+1:rows(x),.]=miss(m[rows(x)-k/2+1:rows(x),.],0);
   else;      /* if k is odd  */
      i=1;
      do while i<=rows(x)-k+1;
         m[(k-1)/2+i,.]=exp(sumc(ln(x[i:i+k-1,.]))'/k);
         i=i+1;
      endo;
      m[1:(k-1)/2,.]=miss(m[1:(k-1)/2,.],0);
      m[rows(x)-(k-1)/2+1:rows(x),.]=miss(m[rows(x)-(k-1)/2+1:rows(x),.],0);
   endif;
   retp(m);
endp;