EViews.com

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.

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

@MOVAV/@MAV functions

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.

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?

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

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

Thanks,
Angie

What are you trying to do with the moving average?

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

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

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

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

But why do I get that error message

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

So how do I do that?
Please help!