/* Geometric Moving Average GMA(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\000GMA(5)\000GMA(10)";
title("Geometric Moving Average");
xy(t,data~gma(data,5)~gma(data,10));




proc gma(x,k);
   local m,i,j;
   m=zeros(rows(x),cols(x));
   i=k;
   do while i<=rows(x);
      j=1;
      do while j<=k;
         m[i,.]=m[i,.]+ln(x[i-k+j,.]);
         j=j+1;
      endo;
      i=i+1;
   endo;
   m=m/k;
   m=exp(m);
   m[1:k-1,.]=miss(zeros(k-1,cols(x)),0);
   retp(m);
endp;