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EWMA - Regelkarte

Hey!

I would like to plot the following expression but I have some problems with the second therm:

z_i = \lambda \bar x_i + \left ( 1 - \lambda \right)z_{i - 1}.

Here I copy the explanation of the formula:

"The EWMA chart computes successive observations zi by computing the rational subgroup average, \bar x_i, and then combining that new subgroup average with the running average of all preceding observations, zi - 1, using the specially–chosen weight, λ."

My Data looks like this:

DateValue
2012.01.03 16:03:550,41
2012.01.03 20:31:430,434
2012.01.03 23:13:580,42
2012.01.04 13:56:060,431
2012.01.04 16:21:060,455
2012.01.04 22:14:280,45
2012.01.04 22:20:310,437
2012.01.04 22:26:450,448
2012.01.04 22:35:220,437
2012.01.04 23:16:090,449
2012.01.11 10:10:070,449
2012.01.11 10:37:040,422

The subgroups must be "days".

Thank you very much!!! This chart is driving me crazy!

Eduardo

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