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valmap—527

Cross-references

See “Unit Root Tests” on page 516 of the User’s Guide for discussion of standard unit root tests performed on a single series, and “Panel Unit Root Tests” on page 528 of the User’s Guide for discussion of unit roots tests performed on panel structured workfiles, groups of series, or pooled data.

usage

Valmap View

 

 

Find series and alphas which use the valmap.

Display list of series and alpha objects which use the valmap.

Syntax

Valmap View:

valmap_name.stats(options)

Options

p

Print the usage table.

 

 

Examples

map1.usage

displays a list of series and alphas which use the valmap MAP1.

Cross-references

For additional details, see “Value Maps” on page 161 of the User’s Guide. See also “Valmap” (p. 189).

See also map (p. 366).

valmap

Object Declaration

 

 

Declare a value map object.

Syntax

Command: valmap valmap_name

Follow the valmap keyword with a name for the object.

Examples

The commands:

528—Appendix B. Command Reference

valmap mymap

mymap.append 3 three

mymap.append 99 "not in universe"

declare the valmap MYMAP and add two lines mapping the values 3 and 99 to the strings “three” and “not in universe”.

Cross-references

For additional details, see “Value Maps” on page 161 of the User’s Guide. See also “Valmap” (p. 189).

See also map (p. 366).

var

Object Declaration

 

 

Declare a var (Vector Autoregression) object.

Syntax

Command:

var var_name

Command: var var_name.ls(options) lag_pairs endog_list [@ exog_list]

Command: var var_name.ec(trend, n) lag_pairs endog_list [@ exog_list]

Declare the var as a name, or a name followed by an estimation method and specification.

The ls (p. 345) method estimates an unrestricted VAR using equation-by-equation OLS. You must specify the order of the VAR (using one or more pairs of lag intervals), and then provide a list of series or groups to be used as endogenous variables. You may include exogenous variables such as trends and seasonal dummies in the VAR by including an “@- sign” followed by a list of series or groups. A constant is automatically added to the list of exogenous variables; to estimate a specification without a constant, you should use the option “noconst”.

See ec (p. 282) for the error correction specification of a VAR.

Options

noconst

Do not include a constant in the VAR specification

 

(when combining declaration with ls (p. 345)

 

method).

 

 

pPrint the estimation result if the estimation procedure is specified.

vector—529

Examples

var mvar.ls 1 4 8 8 m1 gdp tb3 @ @trend

declares and estimates an unrestricted VAR named MVAR with three endogenous variables (M1, GDP, TB3), five lagged terms (lags 1 through 4, and 8), a constant, and a linear trend.

var jvar.ec(c,2) 1 4 m1 gdp tb3

declares and estimates an error correction model named JVAR with three endogenous variables (M1, GDP, TB3), four lagged terms (lags 1 through 4), two cointegrating relations. The “c” option assumes a linear trend in data but only a constant in the cointegrating relations.

Cross-references

See Chapter 24, “Vector Autoregression and Error Correction Models”, on page 719 of the User’s Guide for a discussion of vector autoregressions.

See ls (p. 345) for standard VAR estimation, and ec (p. 282) for estimation of error correction models.

vars

Model View

 

 

View of model organized by variable.

Display the model in variable form with identification of endogenous, exogenous, and identity variables, with dependency tracking.

Syntax

Model View:

model_name.vars

Cross-references

See “Variable View” on page 796 of the User’s Guide for details. See Chapter 26, “Models”, on page 775 of the User’s Guide for a general discussion of models.

See also block (p. 223), text (p. 508), and eqs (p. 287) for alternative representations of the model.

vector

Object Declaration

 

 

Declare a vector object.

The vector command declares and optionally initializes a (column) vector object.

530—Appendix B. Command Reference

Syntax

Command: vector(size) vector_name

Command: vector(size) vector_name=assignment

The keyword should be followed by the name you wish to give the vector. You may also provide an optional argument specifying the size of the vector. If you do not provide a size, EViews will create a single element vector. Once declared, vectors may be resized by repeating the command with a new size.

You may combine vector declaration and assignment. If there is no assignment statement, the vector will initially be filled with zeros.

Examples

vector vec1

vector(20) vec2=nrnd

rowvector(10) row3=3

vector vec3=row3

VEC1 is declared as a single element vector initialized to 0. VEC2 is declared as a column vector of size 20 containing a set of draws from the standard normal distribution. Although declared as a column vector, VEC3 is reassigned as a row vector of size 10 with all elements equal to 3.

Cross-references

See Chapter 3, “Matrix Language”, on page 23 of the Command and Programming Reference for a discussion of matrices and vectors in EViews.

See also coef (p. 243) and rowvector (p. 427).

wald

Equation View | Logl View | Pool View | Sspace View | System View

 

 

Wald coefficient restriction test.

The wald view carries out a Wald test of coefficient restrictions for an estimation object.

Syntax

Object View:

object_name.wald restrictions

Enter the object name, followed by a period, and the keyword. You must provide a list of the coefficient restrictions, with joint (multiple) coefficient restrictions separated by commas.

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