6 Period MA lagged one period

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

smurac1986
Posts: 12
Joined: Fri May 06, 2011 7:49 am

6 Period MA lagged one period

Postby smurac1986 » Fri May 06, 2011 7:55 am

I am running a simple LS regression in which I need to use different lags of the dependent variable. From speaking to a supervisor, I ve been told the best way to do so is by perfroming a simple 6 period moving average of this variable lagged one period. I was just wondering if anyone has any idea how to do this on Eviews? Any feedback would be great!

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: 6 Period MA lagged one period

Postby startz » Fri May 06, 2011 8:34 am

Code: Select all

ls y c (y(-1)+y(-2)+y(-3)+y(-4)+y(-5)+y(-6))/6

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: 6 Period MA lagged one period

Postby EViews Glenn » Fri May 06, 2011 11:20 am

@movav(x(-1), 6)

smurac1986
Posts: 12
Joined: Fri May 06, 2011 7:49 am

Re: 6 Period MA lagged one period

Postby smurac1986 » Fri May 06, 2011 2:32 pm

Thats great, thanks so much for the help!


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests