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6 Period MA lagged one period

Posted: Fri May 06, 2011 7:55 am
by smurac1986
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!

Re: 6 Period MA lagged one period

Posted: Fri May 06, 2011 8:34 am
by startz

Code: Select all

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

Re: 6 Period MA lagged one period

Posted: Fri May 06, 2011 11:20 am
by EViews Glenn
@movav(x(-1), 6)

Re: 6 Period MA lagged one period

Posted: Fri May 06, 2011 2:32 pm
by smurac1986
Thats great, thanks so much for the help!