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EWMA: Stata module to calculate exponentially weighted moving average


  • Nicholas J. Cox

    () (University of Durham)


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.

Suggested Citation

  • Nicholas J. Cox, 1998. "EWMA: Stata module to calculate exponentially weighted moving average," Statistical Software Components S338701, Boston College Department of Economics.
  • Handle: RePEc:boc:bocode:s338701

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