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@msumsq

Trailing moving sums of squares (ignore NAs).

n-period trailing moving sums of squares, ignoring NAs.

Syntax: @msumsq(x, n)

x: series

n integer, series

Return: series

For each observation

and integer

, compute the sums of squares () 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 @msumsq(x, 12)

produces a linked series of the moving sum of squares of the series x where NAs are ignored.

Cross-references