Stata 15 help for tssmooth

[TS] tssmooth -- Smooth and forecast univariate time-series data


tssmooth smoother [type] newvar = exp [if] [in] [, ...]

Smoother category smoother ------------------------------------------------------------------------- Moving average with uniform weights ma with specified weights ma

Recursive exponential exponential double exponential dexponential nonseasonal Holt-Winters hwinters seasonal Holt-Winters shwinters

Nonlinear filter nl -------------------------------------------------------------------------


tssmooth creates new variable newvar and fills it in by passing the specified expression (usually a variable name) through the requested smoother.

Example of tssmooth ma

Setup . webuse sales1 . tsset

Create uniformly weighted moving average of sales by using two lagged terms, using three forward terms, and including the current observation in the filter . tssmooth ma sm1=sales, window(2 1 3)

Example of tssmooth exponential

Setup . webuse sales1, clear

Perform single-exponential smoothing on sales . tssmooth exponential double sm2a=sales

Example of tssmooth dexponential

Setup . webuse sales2, clear

Perform double-exponential smoothing on sales . tssmooth dexponential double sm2a=sales

Example of tssmooth hwinters

Setup . webuse bsales, clear

Perform Holt-Winters nonseasonal smoothing on sales . tssmooth hwinters hw1=sales

Example of tssmooth shwinters

Setup . webuse turksales, clear

Perform Holt-Winters seasonal smoothing on sales . tssmooth shwinters shw1=sales

Example of tssmooth nl

Setup . webuse sales2, clear

Perform nonlinear smoothing on sales using a median smoother of span 5 . tssmooth nl nl1=sales, smoother(5)

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