Exponential Moving Average in Eviews?

[chrismeyer]

Dear all,

I have a simple question: Is there a possibility to calculate the Exponential Moving Average (EMA) of a series in Eviews?

Thanks in advance.

Christoph

[EViews Gareth]

There's nothing build in. However the TechAsis library (and the TechAsis Add-in) both have a subroutine that do it. http://eviews.com/Addins/addins.shtml It is the ema subroutine, I believe.

[chrismeyer]

Many thanks for your answer.

In the meantime I got the impression that one could also use the "smooth" function to get the exponential moving average (ema) in EViews. For example, if one wants to calculate the N-period exponential moving average of series_x, one could write "smooth(s, 2/(N+1)) series_x series_x_emaN".