xtsmooth - panel version of Stata's smooth command
cap ado uninstall xtsmooth
net install xtsmooth, from("https://github.com/sergiocorreia/xtsmooth/raw/master/src")cap ado uninstall xtsmooth
net install xtsmooth, from("C:\Git\xtsmooth\src")
- Slightly different results with the
S smoother if there are two flat regions in a row (peaks/troughs).
- Even-number smoothers (2, 4, 6, 8) are not implemented.
- Data must have been
tsset or xtset (to compare it with smooth you can always do gen t = _n; tsset t).
- Missing values in the middle of a series will not raise an error but the data will be treated as two separate series.
- The syntax is a bit more modern:
xtsmooth var, smoother(..) .. instead of xtsmooth smoother var, ....
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