MOVAVG: Stata module using Mata to generate Moving Averages
Abstractmovavg performs high speed Moving Average calculation using Mata-based computations. In the case of "by", efficiency gains are very high, in terms of computation speed, as a contrast of loop based algorithms as this implementations uses matrix algebra instead.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457476.
Programming language: Stata
Requires: Stata version 10
Date of creation: 21 Jun 2012
Date of revision: 18 Dec 2012
Note: This module should be installed from within Stata by typing "ssc install movavg". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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