SMOOTH

The SMOOTH command is used to calculate moving averages and seasonally adjusted time series.

In general, the format is:

  SMOOTH var / options


The available options are:

Option Description
ADDITIVE Use an additive model instead of a multiplicative model.
ARITH Compute an arithmetic average instead of a geometric average for seasonal factors.
CENTRAL/
NOCENTRAL
By default, centered moving averages are calculated.
HPFILTER Implements the Hodrick-Prescott filter.
EMAVE= Saves the exponential moving average.
LAMBDA= Specifies the smoothing parameter for the Hodrick-Prescott filter.
MAVE= Saves the moving average.
NMA= Specifies the number of periods in the moving average.
NSPAN= Specifies the number of seasonal periods.
SAMAVE= Saves the seasonally adjusted series.
SFAC= Saves the seasonal factors.
WEIGHT= Specifies the weight for exponential smoothing.