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Spencer's 15-Point Moving Average


A moving average using 15 points having weights -3, -6, -5, 3, 21, 46, 67, 74, 67, 46, 21, 3, -5, -6, and -3. It is sometimes used by actuaries.


See also

Moving Average, Spencer's Formula

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References

Kenney, J. F. and Keeping, E. S. Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, p. 223, 1962.

Referenced on Wolfram|Alpha

Spencer's 15-Point Moving Average

Cite this as:

Weisstein, Eric W. "Spencer's 15-Point Moving Average." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Spencers15-PointMovingAverage.html

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