Exponential Moving Average in Eviews?
Posted: Fri Oct 28, 2011 1:19 am
by 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
Re: Exponential Moving Average in Eviews?
Posted: Fri Oct 28, 2011 7:50 am
by 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.
Re: Exponential Moving Average in Eviews?
Posted: Tue Nov 08, 2011 1:10 pm
by 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".