Question: 16.8 Let x*t = 1 2m + 1 a m j= -m xt+j be a simple, centered 12m + 12-point moving average. Show that x*t

16.8 Let x*t =

1 2m + 1 a

m j= -m xt+j be a simple, centered 12m + 12-point moving average.

Show that x*t +1 = x*t xt+m+1 - xt-m 2m + 1 How might this result be used in the efficient computation of series of centered moving averages?

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