@movmax |

Trailing moving maximums (propagate NAs).

n-period trailing maximums, propagating NAs.

Syntax: @movmax(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 propagating missing values (NAs).

If n is not an integer, the integer floor will be used.

Examples

show @movmax(x, 12)

produces a linked series of maximums based on a 12-period moving window over the series x where NAs propagate.

Cross-references

See also
@movmin.

For the NA-excluding variant of this function, see
@mmax.