Calculate a 30-day moving average based on the last x number of entries and date

G

gimiv

Hello, I have a worksheet that has all weekday dates in column 1 and
values in column 2. I want to create a 30-day moving average based on
the last (non-zero) value in the column 2. Since every month has a
different amount of days, I want it to search the date that has the
last value (since I don't get a chance to update it daily) and go back
thirsty days from that date and give an average of all the column 2
values skipping and values that are null or zero.

Any ideas?

Thanks,

Gimi
 
M

Maistrye

Someone will probably have something better. However, here is a
possibility in the meantime.

I'm assuming Row 1 has your titles and Column A refers to your Column 1
and Column B to Column 2.

I'd put the following function in Column C: (Find the last date with a
value)
=A2 (For Cell C2)
=IF(B3<>0,A3,C2) (For the rest)

I'd put the following function in Column D:
=(SUMIF($A$2:A2,"<="&C2,$B$2:B2)-SUMIF($A$2:A2,"<"&C2-29,$B$2:B2)) /
(COUNTIF($A$2:A2,"<="&C2)-COUNTIF($A$2:A2,"<"&C2-29))

If this isn't what you meant, you'll have to explain some more.

Scott
 
G

Guest

Assume your last row is 1000
Then your average of the value in the second column for the last 30 days
would be:

=Average(Offset(B1000,0,0,-30,1))
 
J

joeu2004

gimiv said:
Hello, I have a worksheet that has all weekday dates in column 1 and
values in column 2. I want to create a 30-day moving average based on
the last (non-zero) value in the column 2. Since every month has a
different amount of days, I want it to search the date that has the
last value (since I don't get a chance to update it daily) and go back
thirsty days from that date and give an average of all the column 2
values skipping and values that are null or zero.

The solution might be a lot simpler than you might think. But your
description leaves me with several questions, so I am not sure. Does
the following paradigm work for you?

Assume your data starts in B2. The first 30 days of data are in
B2:B31, some cells of which might be zero presumably because you "did
not get a chance to update it daily". It appears that you want the
following average, entered into C31 perhaps:

=sumif(B2:B31,"<>0") / countif(B2:B31,"<>0")

If you copy that down the column, the range will automatically be a
moving 30-day period; for example, B3:B32, B4:B33, etc. Thus, it
creates a trailing simple moving average, ignoring cells with zero.
 
D

Domenic

Assuming that Column B contains the data, try...

=AVERAGE(IF(ROW(B2:B1000)>=LARGE(IF(B2:B1000,ROW(B2:B1000)),30),IF(B2:B10
00,B2:B1000)))

....confirmed with CONTROL+SHIFT+ENTER, not just ENTER.

Hope this helps!
 
G

gimiv

However, so far none of these have worked. More specifically, My moving
average formula will reside on another worksheet and should change
every time I add a new row. I want to avoid a static calculation that I
have to re-reference every time.

Thanks again,

Gimiv
 
M

Maistrye

gimiv said:
However, so far none of these have worked. More specifically, My moving
average formula will reside on another worksheet and should change
every time I add a new row. I want to avoid a static calculation that I
have to re-reference every time.

Thanks again,

Gimiv

On the sheet with the data (or elsewhere, depends on what you want),
put the following:

D1: Last Date
D2: =DMAX(A:B,"Date",E1:E2)

E1: Value
E2: >0

F1: Date
F2: ="<="&D2

G1: Date
G2: =">"&D2-30

H1: 30-Day Average
H2: =DAVERAGE(A:B,"Value",E1:G2)

Then, on the sheet you want to know the 30-Day Average, just reference
this sheet's H2 cell.

Scott
 
D

Domenic

gimiv said:
However, so far none of these have worked.

1) Did you confirm the formula with CONTROL+SHIFT+ENTER, not just ENTER.

2) Are you receiving an error message or an incorrect result? If the
former, what type of error value are you getting?
More specifically, My moving
average formula will reside on another worksheet and should change
every time I add a new row. I want to avoid a static calculation that I
have to re-reference every time.

For this you can use a dynamic named range. Do you need help with this?
 
G

gimiv

For this you can use a dynamic named range. Do you need help with this?

Inserting it into an OFFSET in your equation? yes. = ) thanks again for
your help guys.
 
D

Domenic

Assuming that Sheet1, Column B, starting at B2, contains the data, try
the following...

1) Define the following dynamic named range:

Insert > Name > Define

Name: Values

Refers to:

=Sheet1!$B$2:INDEX(Sheet1!$B$2:$B$65536,MATCH(9.99999999999999E+307,Sheet
1!$B$2:$B$65536))

Click Ok

Change the references accordingly.

2) Then try the following formula, which needs to be confirmed with
CONTROL+SHIFT+ENTER...

=AVERAGE(IF(ROW(Values)>=LARGE(IF(Values,ROW(Values)),30),IF(Values,Value
s)))

Hope this helps!
 
G

gimiv

Biff said:
Note to the OP:

If you have less than 30 values <> 0 you'll get a #NUM! error.

Biff

Wow, this worked perfectly. Hate to be a pain, but can you explain ho
you went about the logic to achieve this statement or does that jus
come with years and years of experience. I mean, to be able to identif
the problem and match it to the right complex formula
 
D

Domenic

gimiv said:
Wow, this worked perfectly. Hate to be a pain, but can you explain how
you went about the logic to achieve this statement or does that just
come with years and years of experience. I mean, to be able to identify
the problem and match it to the right complex formula?

Basically, I watch and learn from others who are more experienced. It's
amazing what one can learn by frequenting these newsgroups, forums,
etc...
 

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