/* Exponential Moving Average EMA given alpha values */
/* between 0(straight line) and 1(actual line).      */
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\000EMA(alpha=0.8)\000EMA(alpha=0.5)\000EMA(alpha=0.2)\000EMA(alpha=0.1)";
title("Exponential Moving Average given alpha values");
xy(t,data~fema(data,0.8)~fema(data,0.5)~fema(data,0.2)~fema(data,0.1));



proc fema(x,alpha);
   local n,m,i;
   if alpha<0 or alpha>1;
      errorlog "ERROR: Parameter alpha must be between 0 and 1.";
   endif;
   n=rows(x);
   m=zeros(rows(x),cols(x));
   m[1,.]=x[1,.];
   i=2;
   do while i<=rows(x);
      m[i,.]=alpha*x[i,.]+(1-alpha)*m[i-1,.];
      i=i+1;
   endo;
   retp(m);
endp;