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Re: exponential average question



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Frank Kaeberlein wrote:
>How do I "convert" a 0.2 exponential average into an equivalent period of
>days?

The formula for the exponential average weighting factor is

w = 2 / (length + 1)

Solving for length in days, we get

length = 2 / w - 1

So if w=0.2, then length = 2 / 0.2 - 1 = 9 days.


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