moving average

[skit]

Help to learn more about moving average. Who knows as this method on EViews is realised? If can lay out a source code or algorithm.

P.S. The information only to EViews, how the method works in other programs I know.

[EViews Gareth]

Are you talking about MA estimation (as in ARMA models), or the @MOVAV/@MAV functions?

[skit]

@MOVAV/@MAV functions

[EViews Gareth]

ok, I'm not quite sure I understand what you are asking then, but the @movav function is quite simply the average of the values of a series over the current and previous time periods (or observations). i.e.

Code: Select all

 @movav(x,3) = (X+X(–1)+X(–2))/ 3

[AngieL]

Hi,

I am trying to do the moving average but this message shows up :
@MOVAV is an illegal or reserved name.

Why is this happening?

[EViews Gareth]

Hard to know what you're doing wrong without knowing what you're doing.

[AngieL]

I copy pasted the formula mentioned and this is what I get the attached.

Thanks,
Angie

[EViews Gareth]

What are you trying to do with the moving average?

[AngieL]

It is mentioned in one of the papers that in order to make the Random Effects legit (to pass the Hausman test) I need the averages of the variables that is how they did it and I am trying to do the same, but it is not working. This is the paper : https://www.ecb.europa.eu/pub/pdf/scpwp ... ddd523a402

Could you please help it would be so much appreciated?

Thank you,
Angie

[EViews Gareth]

If you're trying to use the moving average as a regressor, then include it as a regressor.

[AngieL]

No I want to have the moving average for every variable and then use them as regressors. Is that do-able?

[EViews Gareth]

Yes, just add the moving average of each variable as a regressor.

[AngieL]

But why do I get that error message

[EViews Gareth]

Because you aren't including it as a regressor. There's no equation to be seen.

[AngieL]

So how do I do that?
Please help!