Is it possible to calculate an exponentially weighted moving average across a set of data without having to calculate each period separately?
This is similar to =SUMPRODUCT(array1,array2)/sum(array1) however in my case, I need to take 80% of all of the prior periods result and adding 20% of the current period. There could be 200+ prior periods so a simple weighted average will not work.
I have tried MMULT, VPV and a number of loan\investment functions already. I may just not know what to search for.
I have added a worksheet demonstrating the problem.
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