I've plotted 30-year moving averages across time for a couple of portfolios, and I was wondering how to calculate a 95% CI for the these moving average data (i.e., across all moving average data points, what is the CI?).
Given the points are clearly not independent of one another, I would think just using ±1.96 SD would be incorrect (as this nonindependence would be a violation of the central limit theorem), but I could be wrong and am not sure how this is done. Any links, book references, and recommended R packages/functions are also appreciated. Thank you!