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540—Appendix B. Command Reference

wfopen(type=html) "http://www.tradingroom.com.au/apps/mkt/ forex.ac" colhead=3, namepos=first

loads into a new workfile the data with the given URL located on the website site “http:// www.tradingroom.com.au”. The column header is set to three rows, with the first row used as names for columns, and the remaining two lines used to form the descriptions.

ODBC (Enterprise Edition only)

wfopen c:\data.dsn CustomerTable

opens in a new workfile the table named CUSTOMERTABLE from the ODBC database described in the DATA.DSN file.

wfopen(type=odbc) "my server" "select * from customers where id>30" @keep p*

opens in a new workfile with SQL query from database using the server “MY SERVER”, keeping only variables that begin with P. The query selects all variables from the table CUSTOMERS where the ID variable takes a value greater than 30.

Cross-references

See Chapter 3, “Workfile Basics”, on page 47 of the User’s Guide for a basic discussion of workfiles.

See also pageload (p. 392), read (p. 414), fetch (p. 291), wfsave (p. 540), and pagesave (p. 394).

wfsave

Command

 

 

Save the default workfile as an EViews workfile (.wf1 file) or as a foreign file or data source.

Syntax

Command: wfsave(options) [path\]filename

Command: wfsave(options) source_description [@keep keep_list] [@drop drop_list] [@keepmap keepmap_list] [@dropmap dropmap_list] [@smpl smpl_spec]

Command: wfsave(options) source_description table_description [@keep keep_list] [@drop drop_list] [@keepmap keepmap_list] [@dropmap dropmap_list] [@smpl smpl_spec]

saves the active workfile in the specified directory using filename. By default, the workfile is saved as an EViews workfile, but options may be used to save all or part of the active

wfsave—541

page in a foreign file or data source. See wfopen (p. 532) for details on the syntax for source_descriptions and table_descriptions.

Options

Workfile Save Options

1

Save using single precision.

 

 

2

Save using double precision.

 

 

c

Save compressed workfile (not compatible with EViews

 

versions prior to 5.0).

 

 

The default workfile save settings use the Global Options.

Foreign Source Save Options

type=arg, t=arg

Optional type specification. Access database file

 

(“access”), Aremos–TSD file (“a”, “aremos”, “tsd”),

 

Binary file (“binary”), EViews database file (“e”,

 

“evdb”), 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 Mac-

 

intosh workfile (“mac”), Rats file (“r”, “rats”), Rats

 

portable/Troll file (“l”, “trl”), SAS transport file (“sasx-

 

port”), SPSS file (“spss”), SPSS portable file (“spss-

 

port”), Stata file (“stata”), Text file (“text”), TSP

 

portable file (“t”, “tsp”).

 

 

mode=create

Create new file only; error on attempt to overwrite.

 

 

maptype=arg

Write selected maps as: numeric (“n”), character (“c”),

 

both numeric and character (“b”).

 

 

mapval

Write mapped values for series with attached value

 

labels.

Cross-references

See also pagesave (p. 394), wfopen (p. 532), and pageload (p. 392).

542—Appendix B. Command Reference

wfselect Command

Make the selected workfile page the active workfile page.

Syntax

Command: wfselect wfname[\pgname]

where wfname is the name of a workfile that has been loaded into memory. You may optionally provide the name of a page in the new default workfile that you wish to be made active.

Examples

wfselect myproject

wfselect myproject\page2

both change the default workfile to MYPROJECT. The first command uses the default active page, while the second changes the page to PAGE2.

Examples

Cross-references

See also pageselect (p. 395).

white

Equation View | Var View

 

 

Performs White’s test for heteroskedasticity of residuals.

Carries out White’s test for heteroskedasticity of the residuals of the specified equation or Var object. By default, the test is computed without the cross-product terms (using only the terms involving the original variables and squares of the original variables). You may elect to compute the original form of the White test that includes the cross-products.

White’s test is not available for equations estimated by binary, ordered, censored, or count. For a Var object, the command computes the multivariate version of the test.

Syntax

Equation View: eq_name.white(options)

Var View:

var_name.white(options)

wls—543

Options

cInclude all possible nonredundant cross-product terms in the test regression.

p

Print the test results.

Options for Var View

name=arg Save test statistics in named matrix object. See below for a description of the statistics stored in the matrix.

For var views, the “name=” option stores the results in a ( r + 1 ) × 5 matrix, where r is the number of unique residual cross-product terms. For a VAR with k endogenous variables, r = k( k + 1 ) ⁄ 2 . The first r rows contain statistics for each individual test equation, where the first column is the regression R-squared, the second column is the F- statistic, the third column is the p-value of F-statistic, the 4th column is the T × R2 χ2 statistic, and the fifth column is the p-value of the χ2 statistic.

The numerator and denominator degrees of freedom of the F-statistic are stored in the third and fourth columns, respectively, of the ( r + 1) -st row, while the χ2 degrees of freedom is stored in the fifth column of the ( r + 1) -st row.

In the ( r + 1) -st row and first column contains the joint (system) LM chi-square statistic and the second column contains the degrees of freedom of this χ2 statistic.

Examples

eq1.white(c)

carries out the White test of heteroskedasticity including all possible cross-product terms.

Cross-references

See “White's Heteroskedasticity Test” on page 580 for a discussion of White’s test. For the multivariate version of this test, see “White Heteroskedasticity Test” on page 726 of the

User’s Guide.

wls

System Method

 

 

Estimates a system of equations using weighted least squares.

To perform weighted least squares in single equation estimation, see ls (p. 345).

544—Appendix B. Command Reference

Syntax

System Method: system_name.wls(options)

Options

i

Iterate simultaneously over the weighting matrix and

 

coefficient vector.

 

 

sIterate sequentially over the computation of the weighting matrix and the estimation of the coefficient vector.

o (default)

Iterate the estimate of the coefficient vector to conver-

 

gence following one-iteration of the weighting matrix.

 

 

cOne step (iteration) of the coefficient vector estimates following one iteration of the weighting matrix.

m=integer

Maximum number of iterations.

 

 

c=number

Set convergence criterion. The criterion is based upon

 

the maximum of the percentage changes in the scaled

 

coefficients.

 

 

l=number

Set maximum number of iterations on the first-stage

 

coefficient estimation to get one-step weighting matrix.

 

 

showopts /

[Do / do not] display the starting coefficient values and

-showopts

estimation options in the estimation output.

 

 

deriv=keyword

Set derivative methods. The argument keyword should

 

be a oneor two-letter string. The first letter should

 

either be “f” or “a” corresponding to fast or accurate

 

numeric derivatives (if used). The second letter should

 

be either “n” (always use numeric) or “a” (use analytic

 

if possible). If omitted, EViews will use the global

 

defaults.

 

 

p

Print the estimation results.

Examples

sys1.wls

estimates the system of equations in SYS1 by weighted least squares.

Cross-references

See Chapter 23, “System Estimation”, on page 693 of the User’s Guide for a discussion of system estimation.

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