i have some questions about EWMA.

 

How do i using EWMA or SMA method in gretl.

 

and if i use the gretl by EWMA method, how do i forecast EWMA parameter lambda..

 

and what is the best estimator  the minimum MSE or Maximum MLE method.

 

RiskMetric recommends lambda=0.94 in daily obs and lambda=0.97 in monthly obs....

 

is it correct?