Series of overlapping data

[junim]

I am working on some times series data and I would be grateful if someone could help.

I am trying to create a series where each variable is generated as a sum of the next k period observations (e.g. k=120). So I am looking for a way to make this command easier:

Code: Select all

Series y=x+x(+1)+x(+2)+...+x(+k)

/Junim

[EViews Gareth]

If k is fixed, you just want a moving sum. You can use the @movsum function for that.

[startz]

If k is fixed, you just want a moving sum. You can use the @movsum function for that.

Maybe to get the lead,

Code: Select all

series ytemp=@movsum(x,k) series y = ytemp(k)