RAEWMA: Stata module to plot the risk adjusted exponentially weighted moving average

Brent McSharry

Statistical Software Components from Boston College Department of Economics

Abstract: raewma benchmarks sequential binary outcomes against the probability of that outcome generated from prediction models, using the risk-adjusted EWMA.

Language: Stata
Requires: Stata version 10.1
Keywords: binary outcomes; prediction; EWMA (search for similar items in EconPapers)
Date: 2014-01-14
Note: This module should be installed from within Stata by typing "ssc install raewma". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
References: Add references at CitEc
Citations:

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/raewma.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/raewma.sthlp help file (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457775

Ordering information: This software item can be ordered from
http://repec.org/docs/ssc.php

Access Statistics for this software item

More software in Statistical Software Components from Boston College Department of Economics Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA. Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F Baum ().