EWMA: Stata module to calculate exponentially weighted moving average
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.
|Date of creation:||27 Mar 1998|
|Date of revision:|
|Contact details of provider:|| Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA|
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