tmprod

Syntax

tmprod(T, X, window)

Please see Time-Based Moving Functions (tm-functions) for the parameters and windowing logic.

Details

Calculate the moving product of X in a sliding window.

Examples

$ T = 1 1 3 5 8 15 15 20
$ X = 5 2 4 1 2 8 9 10
$ m=table(T as t, X as x)
$ select *, tmprod(t, x, 3) from m

t

x

tmprod_t

1

5

5

1

2

10

3

4

40

5

1

4

8

2

2

15

8

8

15

9

72

20

10

10

$ T = 2021.01.02 2021.01.02  2021.01.04  2021.01.05 2021.01.07 2021.01.08
$ X = NULL 4 NULL -1 2 4
$ m = table(T as t,X as x)
$ select *, tmprod(t, x, 3d) from m

t

x

tmprod_t

2021.01.02

2021.01.02

4

4

2021.01.04

4

2021.01.05

-1

-1

2021.01.07

2

-2

2021.01.08

4

8

$ select *, tmprod(t, x, 1w) from m

t

x

tmprod_t

2021.01.02

2021.01.02

4

4

2021.01.04

4

2021.01.05

-1

-1

2021.01.07

2

-2

2021.01.08

4

8

Related functions: mprod, prod