wfcreate—531
Options
p |
Print the test results. |
|
|
Examples
eq1.wald c(2)=0, c(3)=0
tests the null hypothesis that the second and third coefficients in equation EQ1 are jointly zero.
sys1.wald c(2)=c(3)*c(4)
tests the non-linear restriction that the second coefficient is equal to the product of the third and fourth coefficients in SYS1.
pool panel us uk jpn
panel.ls cons? c inc? @cxreg ar(1)
panel.wald c(3)=c(4)=c(5)
declares a pool object with three cross section members (US, UK, JPN), estimates a pooled OLS regression with separate AR(1) coefficients, and tests the null hypothesis that all AR(1) coefficients are equal.
Cross-references
See “Wald Test (Coefficient Restrictions)” on page 570 of the User’s Guide for a discussion of Wald tests.
See also cellipse (p. 236), testdrop (p. 503), testadd (p. 500).
wfcreate Command
Create a new workfile. The workfile becomes the active workfile.
Syntax
Command: wfcreate(options) frequency start_date end_date [num_cross_sections]
Command: wfcreate(options) u num_observations
The first form of the command may be used to create a new regular frequency workfile with the specified frequency, start, and end date. The frequency 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 num_cross_sections, EViews will cre-
wfopen—533
Syntax
Command: wfopen [path\]workfile_name
Command: wfopen(options) source_description [@keep keep_list] [@drop drop_list] [@keepmap keepmap_list] [@dropmap dropmap_list] [@selectif condition]
Command: wfopen(options)source_description table_description [@keep keep_list] [@drop drop_list] [@keepmap keepmap_list] [@dropmap dropmap_list] [@selectif condition]
The workfile or external data source is specified as the first argument following the command keyword and options. In most cases, the external data source is a file, so the source_description will be the name of the file. Alternatively, the external data source may be the output from a web server, in which case the URL should be provided as the source_description. Likewise, reading from an ODBC query, the ODBC DSN (data source name) should be used to identify the source_description.
If the source_description contains spaces, it must be enclosed in (double) quotes, to separate it from the table description.
In cases where there is more than one table that could be formed from the specified external data source, a table_description may be provided to select the desired table. For example, when reading from an Excel file, an optional cell range may be provided to specify which data are to be read from the spreadsheet. When reading from an ODBC data source, a SQL query or table name must be used to specify the table of data to be read. When working with a text file, a table_description of how to break up the file into columns and rows is required.
Note that ODBC support is provided only in the EViews 5 Enterprise Edition.
Excel, HTML, Text, Binary File Table Descriptors
The following statements may be used in the table descriptions for Excel, HTML, text or binary data sources:
Excel Files
•“range = arg”, where arg is a range of cells to read from the excel workbook, following the standard excel format [worksheet!][topleft_cell[:bottomright_cell]].
If the worksheet name contains spaces, it should be placed in single quotes. If the worksheet name is omitted, the cell range is assumed to refer to the currently active sheet. If only a top left cell is provided, a bottom right cell will be chosen automatically to cover the range of non-empty cells adjacent to the specified top left cell. If only a sheet name is provided, the first set of non-empty cells in the top left corner of the chosen worksheet will be selected automatically. As an alternative to specify-
wfopen—535
•“comment=string“, where string is a double-quoted string, specifies one or more characters to treat as a comment indicator. When a comment indicator is found, everything on the line to the right of where the comment indicator starts is ignored.
•“emptylines=[keep|drop]”, specifies whether empty lines should be ignored (“drop”), or treated as valid lines (“keep”) containing missing values. The default is to ignore empty lines.
•“tabwidth=int”, specifies the number of characters between tab stops when tabs are being replaced by spaces (default=8). Note that tabs are automatically replaced by spaces whenever they are not being treated as a field delimiter.
•“fieldtype=[delim|fixed|streamed|undivided]”, specifies the structure of fields within a record:
“Delim”, fields are separated by one or more delimiter characters “Fixed”, each field is a fixed number of characters
“Streamed”, fields are read from left to right, with each field starting immediately after the previous field ends.
“Undivided”, read entire record as a single series.
•“quotes=[single|double|both|none]”, specifies the character used for quoting fields, where “single” is the apostrophe, “double” is the double quote character, and “both” means that either single or double quotes are allowed (default is “both”). Characters contained within quotes are never treated as delimiters.
•“singlequote“, same as “quotes = single”.
•“delim=[comma|tab|space|dblspace|white|dblwhite]”, specifies the character(s) to treat as a delimiter. “White” means that either a tab or a space is a valid delimiter. You may also use the abbreviation “d=” in place of “delim=”.
•“custom="arg1"”, specifies custom delimiter characters in the double quoted string. Use the character “t” for tab, “s” for space and “a” for any character.
•“mult=[on|off]”, to treat multiple delimiters as one. Default value is “on” if “delim” is “space”, “dblspace”, “white”, or “dblwhite”, and “off” otherwise.
•“endian = [big|little]”, selects the endianness of numeric fields contained in binary files.
•“string = [nullterm|nullpad|spacepad]”, specifies how strings are stored in binary files. If “nullterm”, strings shorter than the field width are terminated with a single zero character. If “nullpad”, strings shorter than the field width are followed by extra zero characters up to the field width. If “spacepad”, strings shorter than the field width are followed by extra space characters up to the field width.
wfopen—537
•“descriptions=("arg1","arg2",…)”, user specified descriptions of the series. If descriptions are provided, these override any names that would otherwise be formed from the column headers.
•“na="arg1"”, text used to represent observations that are missing from the file. The text should be enclosed on double quotes.
•“scan=[int| all]”, number of rows of the table to scan during automatic format detection (“scan=all” scans the entire file).
•“firstobs=int”, first observation to be imported from the table of data (default is 1). This option may be used to start reading rows from partway through the table.
•“lastobs = int”, last observation to be read from the table of data (default is last observation of the file). This option may be used to read only part of the file, which may be useful for testing.
ODBC or Microsoft Access Table Descriptors
When reading from an ODBC or Microsoft Access data source, you must provide a table description to indicate the table of data to be read. You may provide this information on one of two ways: by entering the name of a table in the data source, or by including an SQL query statement enclosed in double quotes.
Options
type=arg / t=arg Optional type specification: Access database file (“access”), Aremos–TSD file (“a”, “aremos”, “tsd”), Binary file (“binary”), Excel file (“excel”), Gauss dataset file (“gauss”),GiveWin/PcGive file (“g”, “give”), HTML file/page (“html”), ODBC database (“odbc”), ODBC Dsn file (“dsn”), ODBC query file (“msquery”), MicroTSP workfile (“dos” “microtsp”), MicroTSP Macintosh workfile (“mac”), Rats file (“r”, “rats”), Rats portable/Troll file (“l”, “trl”), SAS program file (“sasprog”), SAS transport file (“sasxport”), SPSS file (“spss”), SPSS portable file (“spssport”), Stata file (“stata”), Text file (“text”), TSP portable file (“t”, “tsp”).
wf=wf_name Optional name for the new workfile.
page=page_name Optional name for the page in the new workfile.
wfopen—539
SAS
wfopen(type=sasxport) c:\data.xpt
loads a sas transport file data.xpt into a new workfile.
wfopen c:\inst.sas
creates a workfile by reading from external data using the SAS program statements in INST.SAS. The program may contain a limited set of SAS statements which are commonly used in reading in a data file.
ASCII text files (.txt, .csv, etc.)
wfopen c:\data.csv skip=5, names=(gdp, inv, cons)
reads DATA.CSV into a new workfile page, skipping the first 5 rows and naming the series GDP, INV, and CONS.
wfopen(type=text) c:\date.txt delim=comma
loads the comma delimited data DATE.TXT into a new workfile.
wfopen(type=raw,rectype=fixed) c:\data.txt skip=8, format=(F10,X23,A4)
loads a text file with fixed length data into a new workfile, skipping the first 8 rows. The reading is done as follows: read the first 10 characters as a fixed precision number, after that, skip the next 23 characters (X23), and then read the next 4 characters as strings (A4).
wfopen(type=raw,rectype=fixed) c:\data.txt format=2(4F8,2I2)
loads the text file as a workfile using the specified explicit format. The data will be a repeat of four fixed precision numbers of length 8 and two integers of length 2. This is the same description as “format=(F8,F8,F8,F8,I2,I2,F8,F8,F8,F8,I2,I2)”.
wfopen(type=raw,rectype=fixed) c:\data.txt rformat=(GDP 1-2 INV 3 CONS 6-9)
loads the text file as a workfile using column range syntax. The reading is done as follows: the first series is located at the first and second character of each row, the second series occupies the 3rd character, the third series is located at character 6 through 9. The series will named GDP, INV, and CONS.
Html
wfopen "c:\data.html"
loads into a new workfile the data located on the HTML file DATA.HTML located on the C:\ drive