Describe the problem in removing cyclic components by annual changes. (1) Show that if the true trend is a straight line, then the mean value does not change for the three-term moving average, and...



Describe the problem in removing cyclic components by annual


changes.



(1) Show that if the true trend is a straight line, then the mean value


does not change for the three-term moving average, and that the


variance becomes 1/3 of the observed data variance.


(2) Discuss the differences between the characteristics of the moving


average filter and the moving median filter.



May 26, 2022
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