Exponentially Weighted Moving Average (EWMA) Control Chart

[Madu Abuchi]

Hi Statalisters

I was wondering if anyone can share example codes for graphing Exponentially Weighted Moving Average (EWMA) Control Chart in Stata?

I have searched endlessly online without some success. Example data is below:

clear
set obs 50
gen month = _n
gen infect =  runiformint(3,12)

My interest is to overlay an EWMA control chart with a Stewart control chart. Stata already has a command for Stewart control chart (-cchart-). Since -cchart- is not a -two way- graph, I have constructed mine as below (just as example only):

sum infect
local u = r(mean) + 1 * r(sd)  
local t = r(mean) - 1 * r(sd)  
display "mean `r(mean)' lower `t' upper `u'"
tw connected infect month, sort yline(`r(mean)' `u' `t')

Now my major challenge is the ewma control chart.

Nick Cox please are you able to provide some advice as to how to make work your very old ewma code, possibly made for Stata 6.0?

When I try to use it to generate a new variable like

ewma infect, generate(ewm)

It returns an error that says

infect not found
r(111);

Any advice will be highly appreciated.

Madu

[Nick Cox]

This is what

ssc describe ewma

advises:

--------------------------------------------------------------------------------------------------------------
package ewma from http://fmwww.bc.edu/repec/bocode/e
--------------------------------------------------------------------------------------------------------------

TITLE
'EWMA': module to calculate exponentially weighted moving average

DESCRIPTION/AUTHOR(S)

ewma calculates an exponentially weighted moving average of the
series named in the generate() option. This is kept in the
archive only for any users of Stata 5.0. Users of Stata 6.0
upwards should instead install the egenmore package, including
the ewma( ) function, which requires and respects a prior tsset,
and (e.g.) works properly for xt data.

Author: Nicholas J. Cox, University of Durham
Support: email [email protected]

Distribution-Date: 19980327

INSTALLATION FILES (type net install ewma)
ewma.ado
--------------------------------------------------------------------------------------------------------------
(type ssc install ewma to install)

and that's outdated too: the place to start now is surely

help tssmooth