EViews 5.1 Command Reference Update Summary—111

gdp.linkto(c=s) quarterly\gdp

links to GDP in the QUARTERLY page, and will frequency convert by summing the nonmissing observations.

Cross-references

For a detailed discussion of linking, see Chapter 8, “Series Links” of the User’s Guide.

See also link, unlink, and copy (p. 79).

Generate conditional variance series.

Saves the estimated conditional variance (from an equation estimated using ARCH) as a named series.

Syntax

You should provide a name for the saved conditional standard deviation series following the makegarch keyword. If you do not provide a name, EViews will name the series using the next available name of the form “GARCH##” (if GARCH01 already exists, it will be named GARCH02, and so on).

For component GARCH equations, the permanent component portion of the conditional variance may be saved by adding "@" followed by a series name.

Examples

equation eq1.arch sp c

eq1.makegarch cvar

plot cvar^.5

estimates a GARCH(1,1) model, saves the conditional variance as a series named CVAR, and plots the conditional standard deviation. If you merely wish to view a plot of the conditional standard deviation without saving the series, use the garch (p. 98) view.

The commands

equation eq1.arch(cgarch) sp c

eq1.makegarch cvar @ pvar

EViews 5.1 Command Reference Update Summary—113

pagecreate Command

Create a new page in the default workfile. The new page becomes the active page.

Syntax

Command: pagecreate(options) freq start_date end_date [num_cross_sections]

Command: pagecreate(options) u num_observations

Command: pagecreate(id_method[,options]) id_list [@srcpage page_list]

Command: pagecreate(idcross[,options]) id1 id2 [@srcpage page1 page2]

Command: pagecreate(idcross[,options]) id1 @range(freq, start_date, end_date) [@srcpage page1]

These different forms of the pagecreate command encompass three distinct approaches to creating a new workfile page: (1) regular frequency description or unstructured data description; (2) using the union or intersection of unique values from one or more ID series in existing workfile pages; (3) using the cross of unique values from two identifier series or from an identifier series and a date range. Each of these approaches is described in greater detail below.

Regular Frequency or Unstructured Description

The first two forms of the command permit you to create a new workfile page using a regular frequency or unstructured description:

•pagecreate(options) freq start_date end_date [num_cross_sections]

•pagecreate(options) u num_observations

The first form of the command should be employed to create a regular frequency page with the specified frequency, start, and end date. The freq argument may be specified as “a” (annual), “s” (semi-annual), “q” (quarterly), “m” (monthly), “w” (weekly), “d” (5-day daily), “7” (7-day daily). If you include the optional argument num_cross_sections, EViews will create a balanced panel page using integer identifiers for each of the cross-sections. Note that more complex panel structures may be defined using pagestruct.

The second form of the command creates an unstructured workfile with the specified number of observations.

Note that these forms of the command are analogous to wfcreate except that instead of creating a new workfile, we create a new page in the default workfile.

EViews 5.1 Command Reference Update Summary—115

Options

smpl=smpl_spec Specifies an optional sample identifying which observations to use when creating a page using the id_method option. Either provide the sample range in double quotes or specify a named sample object. The default is “@all”. When multiple source workfiels are involved, the specified sample must be valid for all workfiles.

page=page_name Optional name for the newly created page. If not provided, EViews will use the next available name of the form “Untitled##”, where ## is a number.

Examples

Regular Frequency or Unstructured Description

The two commands:

pagecreate(page=annual) a 1950 2005

pagecreate(page=unstruct) u 1000

create new pages in the existing workfile. The first page is an annual page named ANNUAL, containing data from 1950 to 2005; the second is a 1000 observation unstructured page named UNSTRUCT.

pagecreate(page=mypanel) a 1935 1954 10

creates a new workfile page named MYPANEL, containing a 10 cross-section annual panel for the years 1935 to 1954.

Unique Values from a Set of Identifier Series

pagecreate(id, page=statepage) state

creates a new page STATEIND using the distinct values of STATE in the current workfile page.

pagecreate(id, page=statepage) state industry

creates a new page named STATEIND, using the distinct STATE/INDUSTRY values in the active page.

pagecreate(id, page=stateyear) state @date(year)

pagecreate(id, page=statemonth) @date(year, month)

use STATE, along with YEAR, and the YEAR and MONTH series respectively, to form identifiers that will be used in creating the new dated workfile pages.