Command Reference
:
Function Reference
:
Function Reference: M
@mmax
Rolling (Moving) Statistics
Trailing moving maximums
(ignore NAs)
.
n
-period trailing maximums
, ignoring NAs
.
Syntax:
@mmax
(
x, n)
x
: series
n
integer, series
Return: series
For each observation
and integer
, compute the maximum () using the current and previous
observations of the series,
and ignoring missing values (NAs).
If
n
is not an integer, the integer floor
will be used.
Examples
show @mmax(x, 12)
produces a linked series of maximums based on a 12-period moving window over the series
x
where NAs are ignored.
Cross-references
See also
@mmin
for moving minimums.
For the NA-propagating variant of this function, see
@movmax
.