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You have to be careful with the FIR filter the way you're using it because it applies a shift to your data by the amount of "Num of Averages". To fix that, you have to do some padding at both ends of your input data. In this example I just repeat the first and last value: If you run it through a graph it becomes obvious:

That's not quite a moving average, rather a down-sampling - i.e. Filtered Array is shorter than Input Data. Your first solution is pretty good - just speed it up with a Parallel For Loop. An alternative is to reshape into a 2D array. Both these come out roughly the same speed, about 5x faster on my machine than your solutions above. If you want a true Moving Average (where the result is the same length as the original) I think this suggestion from the NI forums using an FIR filter is nice and simple, although you might look carefully at the first Num values if that's important.

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