Date Function/Manipulation (@month / @movav)

[fmramos]

Hi all!

I'm trying to easily extract the moving average of a time series in the year.

So, I know the function "@month". For the given month 'i', 'i'=1,2,...,12.

I've combined it with the @movav function in the way: @movav(X,i).

I'm not getting what I expected. What probably I've done wrong?

Tks in advance, Fabio.

[EViews Gareth]

I'm not 100% certain I understand what you're after here.

Are you just saying you want the cumulative average from the start of each year?

[fmramos]

yep. Tks.

[EViews Gareth]

A simple:

Code: Select all

series cumsum = @recode(@year=@year(-1),x+cumsum(-1),x)

Will do it, apart from for the first year. To get the first year working, you'll have to do something like:

Code: Select all

smpl @all series cumsum = x smpl @first+1 @last cumsum = @recode(@year=@year(-1),x+cumsum(-1),x) smpl @all

[fmramos]

Ok. Tks. I was trying something direct (to build a kind of formula link).

Do u know why "@movav" with "@month" doesn't work?

Tks, Fabio.

[EViews Gareth]

Well, @movav is meant to move both the start and end point. You want to only move the end point, and then jump the start point.