// generate returns//
g log_rss300 = log(rss300/L.rss300)
generate double sqrss300 = log_rss300^2
su log_rss300 sqrss300

// EWMA filter (sq. returns)
scalar lambda =  0.95  
qui su sqrss300
local double var_sqrss300 = r(Var)
tssmooth exponential  ewma_sqrss300 = sqrss300, parms(`lambda') samp0(`var_sqrss300')
label variable ewma_sqrss300 "Sq. SS300. (EWMA Filt.)"

//File Used “log return and EWMA transformation”//

// generate returns
g log_infra25 = log(infra25/L.infra25)
generate double sqrinfra25 = log_rinfra25^2
su log_rinfra25 sqrinfra25

// EWMA filter (sq. returns)
scalar lambda =  0.95  
qui su sqrinfra25
local double var_sqrinfra25 = r(Var)
tssmooth exponential  ewma_sqrinfra25 = sqrinfra25, parms(`lambda') samp0(`var_sqrinfra25')
label variable ewma_sqrinfra25 "Sq. infra25. (EWMA Filt.)"

//transform infra var to EWMA //

// generate returns
g log_rAAA10y = log(AAA10y/L.AAA10y)
generate double sqrAAA10y = log_rAAA10y^2
su log_rAAA10y sqrAAA10y

// EWMA filter (sq. returns)
scalar lambda =  0.95  
qui su sqrAAA10y
local double var_sqrAAA10y = r(Var)
tssmooth exponential  ewma_sqrAAA10y = sqrAAA10y, parms(`lambda') samp0(`var_ sqrAAA10y')
label variable ewma_sqrAAA10y "Sq.AAA10y. (EWMA Filt.)"

//transform log spread to EWMA//

g log_rmacro3a10 = log(macro3a10/L.macro3a10)
generate double sqrmacro3a10 = log_rmacro3a10^2
su log_rmacro3a10 sqrmacro3a10

scalar lambda =  0.95  
qui su sqrmacro3a10
local double var_sqrmacro3a10 = r(Var)
tssmooth exponential  ewma_sqrmacro3a10 = sqrmacro3a10, parms(`lambda') samp0(`var_ sqrmacro3a10')
label variable ewma_sqrmacro3a10 "Sq. sqrmacro3a10. (EWMA Filt.)"

//transform macro to EWMA//