Question: Simulate the DJIA in the Matlab environment. The values down below represent the data of DJIA from Feb 2019 to Feb 2020. Put the values
Simulate the DJIA in the Matlab environment. The values down below represent the data of DJIA from Feb 2019 to Feb 2020. Put the values into a text file to load the values into the Matlab array.
- Design 10 days Moving Average Filter. Plot the original DJIA data and the filtered data in the same plot.
- Design 52 days Moving Average Filter. Plot the original DJIA data and the filtered data in the same plot.
- Design an exponential filter with the parameter alpha = 0.1. Plot the original DJIA data and the filtered data in the same plot.
- Design an exponential filter with the parameter alpha = 0.3. Plot the original DJIA data and the filtered data in the same plot.
If required, assume all the initial conditions to zero.
DJIA Values are down below:
29390.71 28995.66 29286.92 29388.58 29048.73 28696.74 28319.65 28813.04 28640.16 28820.53 28594.28 28542.49 29230.39 29111.02 29263.63 29269.05 29313.31 29131.95 28901.80 28895.50 28869.01 28977.52 28851.97 28556.14 28639.18 28465.50 28553.33 28638.97 28414.64 28654.76 28675.34 28539.46 28572.57 28491.78 28608.64 28278.31 28291.44 28221.75 28191.67 28123.64 27898.34 27867.31 27900.65 27987.05 27839.68 27736.05 27634.63 27501.98 28109.74 28103.16 28156.47 28080.75 27917.77 27831.23 27820.28 27879.55 28079.76 27993.22 27843.54 27757.20 27622.04 27701.59 27580.66 27686.20 27590.16 27502.74 27500.23 27402.06 27142.95 27188.37 27110.71 27061.07 27040.33 26789.61 26893.93 26835.24 26850.43 26852.67 27004.49 27032.38 26972.31 26811.20 26766.43 26694.20 26317.35 26308.23 26276.59 26502.33 26271.70 26039.02 26425.86 26962.54 26852.33 26987.26 27004.11 26866.71 27034.07 26851.45 27102.18 27186.05 27075.39 27010.12 27146.06 27216.67 27197.32 26928.05 26805.83 26866.23 26790.25 26603.15 26301.99 26198.26 26476.39 26249.09 25712.99 26014.46 25826.05 26134.21 26271.64 26145.36 26086.86 26020.06 25678.17 25514.25 26035.08 25888.88 26169.91 26337.09 26086.52 25814.22 25810.62 26259.23 26528.66 26879.86 27244.67 27145.39 27192.24 27166.00 27247.39 27262.24 27231.86 27174.18 27246.38 27191.98 27320.91 27349.32 27364.69 27139.49 26950.16 26851.96 26725.12 26835.64 26867.75 26832.32 26719.53 26805.86 26605.93 26523.72 26599.42 26731.61 26727.61 26749.12 26665.38 26490.16 26228.88 26108.53 26076.36 26036.94 26040.30 26180.59 26090.22 25768.72 25567.45 25451.00 24962.82 24830.16 25046.31 25139.94 25231.46 25616.55 25551.07 25657.99 25818.46 25782.34 25655.31 25719.95 25692.14 25400.13 25384.03 25568.06 25763.72 25878.85 25933.79 26276.90 26160.62 26379.14 26407.15 26639.06 26594.56 26559.87 26454.62 26426.37 26652.56 26513.83 26510.77 26463.37 26468.53 26482.19 26407.76 26357.79 26188.21 26173.71 26243.54 26312.67 26427.56 26213.42 26238.03 26213.55 26075.10 25827.31 25693.32 25676.34 25649.56 25490.72 25844.65 25688.44 25867.79 25987.87 25801.88 25720.96 25692.31 25637.23 25600.30 25208.00 25347.38 25645.45 25818.76 25829.07 26122.19 26019.67 25984.28 25995.60 26051.61 26126.15 25906.27 25922.41 25872.26 25849.85 25564.63 25460.65 25480.86 25152.03 25142.81
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