Without arguments, the function returns the list of model keywords

Moving averages

movave(X,n) = movavg(X,n)
movavg(X,n) = (X{t} + X{t-1} + X{t-2} + ... + X{t-n+1})/abs(n)
movave(X) = movavg(X) = movave(X,-4)

Moving products

movprod(X,n) = prod(X{t},X{t-1},X{t-2},...X{t-n+1})
movprod(X) = movprod(X,-4)

Geometric averages

movgeom(X,n) = prod(X{t},X{t-1},X{t-2},...X{t-n+1})^(1/abs(n))
movgeom(X) = movgeom(X,-4)

Moving sum:

movsum(X,n) = X{t} + X{t-1} + X{t-2} + ... + X{t-n+1}
movsum(X) = movsum(X,-4)

Differences:

diff(X,n) = X{t} - X{t+n}
diff(X) = diff(X,-1)

log differences

difflog(X,n) = log(X{t}) - log(X{t+n})
difflog(X) = difflog(X-1)

dot products

dot(X,n) = X{t}/X{t+n}
dot(X) = dot(X,-1)

concatenation

concat(x,'_ss') = x_ss