movsum

Moving sum pseudofunction

Syntax

movsum(Expr)
movsum(Expr,K)

Description

If the second input argument, K, is negative, this function expands to the moving sum of the last K periods (including the current period), i.e.

((Expr)+(Expr{-1})+ ... +(Expr{-(K-1)})

where Expr{-N} derives from Expr and has all its time subscripts shifted by -N (if specified).

If the second input argument, K, is positive, this function expands to the moving sum of the next K periods ahead (including the current period), i.e.

((Expr)+(Expr{1})+ ... +(Expr{K-1})

If the second input argument, K, is not specified, the default value -4 is used (based on the fact that most of the macroeconomic models are quarterly).

Example

The following three lines

movsum(Z)
movsum(Z,-3)
movsum(X+Y{-1},2)

will expand to

((Z)+(Z{-1})+(Z{-2})+(Z{-3}))
((Z)+(Z{-1})+(Z{-2}))
((X+Y{-1})+(X{1}+Y))