EWMA: Stata module to calculate exponentially weighted moving average

Nicholas Cox ()

Statistical Software Components from Boston College Department of Economics

Abstract: ewma calculates an exponentially weighted moving average of the series named in the generate() option. This is kept in the archive only for any users of Stata 5.0. Users of Stata 6.0 upwards should instead install the egenmore package, including the ewma( ) function, which requires and respects a prior tsset, and (e.g.) works properly for xt data.

Language: Stata
Keywords: time series; exponentially weighted moving average (search for similar items in EconPapers)
Date: 1998-03-27

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http://fmwww.bc.edu/repec/bocode/e/ewma.ado program code (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s338701

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