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Why moving average?

Posted by Liebhold on 24 Feb 2012 at 04:40 GMT

11-year moving average of temperature for each country during the period 1905–2000, and used the resulting series as a metric to explore for trends along with the 11-year moving average of IAIs over the same time period
http://plosone.org/article/info:doi/10.1371/journal.pone.0024733#article1.body1.sec2.sec1.p4

Once again, the authors do not provide any reason for computing moving averages. Statistically, there is no "benefit" from transforming series as moving averages before analyses. On the contrary, the use of series of moving averages actually insures serial correlation in series which violates the implicit assumption of independence of observations in their analysis, thereby increasing the risk of spurious correlations.

No competing interests declared.