help movavg
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Title

    movavg -- MATA based Moving Average generator

Syntax

        movavg newvar =varname [if] [, lags(#) replace]

    by is allowed for 1 varname.

    options                    Description
    -------------------------------------------------------------------------
      lags(#)                  Number of time periods (observations) to be
                                 considered in the window.
      replace                  Same behavior as in generate.
    -------------------------------------------------------------------------

Description

    movavg performs high speed Moving Average calculation using MATA base
    computations.

    In the case of "by", efficiency gains are very high, in terms of
    computation speed, as a contrast of loop based algorithms as this
    implementations uses matrix algebra instead.

Examples

    Setup
        . sysuse auto
        . sort rep78

    Computes the moving average of price over a 3 period window
        . movavg ma3lags = price, lags(3)

    Computes the moving average of price by rep78 over a 3 period window
        . by rep78: movavg ma3lags_by = price, lags(3)

Author

    George Vega Yon, Superindentencia de Pensiones. 
    mailto:gvega@spensiones.cl