MOVAVG: Stata module using Mata to generate Moving Averages
movavg 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.
|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/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
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