/* Spencer's 5-term (Symmetric Weighted) 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\000Spencer5";
title("Spencer5");
xy(t,data~spencer5(data));




proc spencer5(x);
   local w,k,b,i,m;
   w={3,4,-1};
/* symmetric weighted moving average */
   k=rows(w)-1;
   w=rev(w[2:k+1])|w;
   w=w/sumc(w);               /* scaled */
   print "w=" w;
   m=zeros(rows(x),cols(x));
   i=k+1;
   do while i<=rows(x)-k;
      m[i,.]=w'x[i-k:i+k,.];
      i=i+1;
   endo;
   m[1:k,.]=miss(m[1:k,.],0);
   m[rows(x)-k+1:rows(x),.]=miss(m[rows(x)-k+1:rows(x),.],0);
   retp(m);
endp;