*! 1.0.0 NJC 20 February 2001 program define _gewma version 6.0 qui tsset /* error if not set as time series */ gettoken type 0 : 0 gettoken g 0 : 0 gettoken eqs 0 : 0 syntax varname [if] [in] , a(real) marksample touse qui { gen `type' `g' = `varlist' if `touse' replace `g' = /* */ `a' * `varlist' + (1 - `a') * L.`g' if L.`g' < . } end