/* Henderson's 17-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 17";
title("Henderson 17");
xy(t,data~henderson17(data));




proc henderson17(x);
   local w,t,k,i,m,w1,w2,w3,w4,w5,w6,w7,w8;
/* Symmetric part in the middle */
   w={0.190,0.176,0.141,0.092,0.042,0.002,-0.019,-0.02,-0.009};
   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={-0.081,-0.062,-0.032,0.018,0.087,0.166,0.244,0.309,0.351}; 
   w2={-0.042,-0.04,-0.026,0.007,0.059,0.121,0.182,0.23,0.255,0.254};
   w3={-0.017,-0.025,-0.02,0.004,0.047,0.101,0.152,0.191,0.206,0.197,0.164};
   w4={-0.005,-0.016,-0.015,0.005,0.043,0.092,0.14,0.174,0.186,0.172,0.136,0.086};
   w5={-0.001,-0.013,-0.014,0.005,0.043,0.091,0.138,0.171,0.181,0.167,0.129,0.078,0.026};
   w6={-0.003,-0.015,-0.015,0.005,0.043,0.091,0.138,0.172,0.183,0.169,0.132,0.081,0.029,-0.012};
   w7={-0.006,-0.017,-0.016,0.004,0.043,0.092,0.14,0.174,0.186,0.173,0.137,0.087,0.036,-0.005,-0.027};
   w8={-0.009,-0.019,-0.018,0.003,0.042,0.092,0.141,0.176,0.188,0.175,0.14,0.091,0.04,0.001,-0.021,-0.023};
   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,.];
   m[8,.]=rev(w8)'x[1:k+8,.]; m[t-7,.]=w8'x[t-k-7:t,.];
   retp(m);
endp;