/* Henderson's 15-term Moving Average */
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\000Henderson 15";
title("Henderson 15");
xy(t,data~henderson15(data));







proc henderson15(x);
   local w,t,k,i,m,w1,w2,w3,w4,w5,w6,w7;
/* Symmetric part in the middle */
   w={0.212,0.194,0.146,0.083,0.024,-0.014,-0.024,-0.014};
   t=rows(x);
   k=rows(w)-1;
   w=rev(w[2:k+1])|w;
   m=zeros(rows(x),cols(x));
   i=k+1;
   do while i<=t-k;
      m[i,.]=w'x[i-k:i+k,.];
      i=i+1;
   endo;
/* Asymmetric part at end points */
   w1={-0.079,-0.057,-0.014,0.057,0.149,0.244,0.325,0.375}; 
   w2={-0.04,-0.039,-0.016,0.034,0.105,0.18,0.24,0.27,0.265};
   w3={-0.016,-0.025,-0.013,0.027,0.088,0.152,0.202,0.221,0.205,0.159};
   w4={-0.005,-0.018,-0.01,0.026,0.083,0.143,0.189,0.205,0.185,0.135,0.069};
   w5={-0.005,-0.018,-0.01,0.026,0.082,0.143,0.188,0.203,0.183,0.133,0.067,0.006};
   w6={-0.008,-0.02,-0.011,0.025,0.083,0.144,0.191,0.207,0.188,0.139,0.074,0.014,-0.026};
   w7={-0.012,-0.023,-0.013,0.025,0.083,0.146,0.193,0.210,0.192,0.144,0.080,0.021,-0.017,-0.028};
   m[1,.]=rev(w1)'x[1:k+1,.]; m[t,.]=w1'x[t-k:t,.];
   m[2,.]=rev(w2)'x[1:k+2,.]; m[t-1,.]=w2'x[t-k-1:t,.];
   m[3,.]=rev(w3)'x[1:k+3,.]; m[t-2,.]=w3'x[t-k-2:t,.];
   m[4,.]=rev(w4)'x[1:k+4,.]; m[t-3,.]=w4'x[t-k-3:t,.];
   m[5,.]=rev(w5)'x[1:k+5,.]; m[t-4,.]=w5'x[t-k-4:t,.];
   m[6,.]=rev(w6)'x[1:k+6,.]; m[t-5,.]=w6'x[t-k-5:t,.];
   m[7,.]=rev(w7)'x[1:k+7,.]; m[t-6,.]=w7'x[t-k-6:t,.];
   retp(m);
endp;