- •Table of Contents
- •Chapter 1. Introduction
- •Using Commands
- •Batch Program Use
- •How to Use this Manual
- •Chapter 2. Object and Command Basics
- •Object Declaration
- •Object Commands
- •Object Assignment
- •More on Object Declaration
- •Auxiliary Commands
- •Managing Workfiles and Databases
- •Managing Objects
- •Basic Command Summary
- •Chapter 3. Matrix Language
- •Declaring Matrices
- •Assigning Matrix Values
- •Copying Data Between Objects
- •Matrix Expressions
- •Matrix Commands and Functions
- •Matrix Views and Procs
- •Matrix Operations versus Loop Operations
- •Summary of Automatic Resizing of Matrix Objects
- •Matrix Function and Command Summary
- •Chapter 4. Working with Tables
- •Creating a Table
- •Assigning Table Values
- •Customizing Tables
- •Labeling Tables
- •Printing Tables
- •Exporting Tables to Files
- •Customizing Spreadsheet Views
- •Table Summary
- •Chapter 5. Working with Graphs
- •Creating a Graph
- •Changing Graph Types
- •Customizing a Graph
- •Labeling Graphs
- •Printing Graphs
- •Exporting Graphs to Files
- •Graph Summary
- •Chapter 6. EViews Programming
- •Program Basics
- •Simple Programs
- •Program Variables
- •Program Modes
- •Program Arguments
- •Control of Execution
- •Multiple Program Files
- •Subroutines
- •Programming Summary
- •Chapter 7. Strings and Dates
- •Strings
- •Dates
- •Appendix A. Object, View and Procedure Reference
- •Alpha
- •Coef
- •Equation
- •Graph
- •Group
- •Link
- •Logl
- •Matrix
- •Model
- •Pool
- •Rowvector
- •Sample
- •Scalar
- •Series
- •Sspace
- •System
- •Table
- •Text
- •Valmap
- •Vector
- •Appendix B. Command Reference
- •addassign
- •addinit
- •addtext
- •align
- •alpha
- •append
- •arch
- •archtest
- •area
- •arlm
- •arma
- •arroots
- •auto
- •axis
- •bdstest
- •binary
- •block
- •boxplot
- •boxplotby
- •bplabel
- •cause
- •ccopy
- •cdfplot
- •cellipse
- •censored
- •cfetch
- •chdir
- •checkderivs
- •chow
- •clabel
- •cleartext
- •close
- •coef
- •coefcov
- •coint
- •comment
- •control
- •copy
- •correl
- •correlsq
- •count
- •create
- •cross
- •data
- •datelabel
- •dates
- •dbcopy
- •dbcreate
- •dbdelete
- •dbopen
- •dbpack
- •dbrebuild
- •dbrename
- •dbrepair
- •decomp
- •define
- •delete
- •derivs
- •describe
- •displayname
- •draw
- •drawdefault
- •driconvert
- •drop
- •dtable
- •edftest
- •endog
- •equation
- •errbar
- •exclude
- •exit
- •expand
- •fetch
- •fill
- •fiml
- •fixedtest
- •forecast
- •freeze
- •freq
- •frml
- •garch
- •genr
- •grads
- •graph
- •group
- •hconvert
- •hfetch
- •hilo
- •hist
- •hlabel
- •impulse
- •jbera
- •kdensity
- •kerfit
- •label
- •laglen
- •legend
- •line
- •linefit
- •link
- •linkto
- •load
- •logit
- •logl
- •makecoint
- •makederivs
- •makeendog
- •makefilter
- •makegarch
- •makegrads
- •makegraph
- •makegroup
- •makelimits
- •makemap
- •makemodel
- •makeregs
- •makeresids
- •makesignals
- •makestates
- •makestats
- •makesystem
- •matrix
- •means
- •merge
- •metafile
- •model
- •name
- •nnfit
- •open
- •options
- •ordered
- •output
- •override
- •pageappend
- •pagecontract
- •pagecopy
- •pagecreate
- •pagedelete
- •pageload
- •pagerename
- •pagesave
- •pageselect
- •pagestack
- •pagestruct
- •pageunstack
- •param
- •pcomp
- •plot
- •pool
- •predict
- •probit
- •program
- •qqplot
- •qstats
- •range
- •ranhaus
- •read
- •rename
- •representations
- •resample
- •reset
- •residcor
- •residcov
- •resids
- •results
- •rndint
- •rndseed
- •rowvector
- •sample
- •save
- •scalar
- •scale
- •scat
- •scatmat
- •scenario
- •seas
- •seasplot
- •series
- •setbpelem
- •setcell
- •setcolwidth
- •setconvert
- •setelem
- •setfillcolor
- •setfont
- •setformat
- •setheight
- •setindent
- •setjust
- •setline
- •setlines
- •setmerge
- •settextcolor
- •setwidth
- •sheet
- •show
- •signalgraphs
- •smooth
- •smpl
- •solve
- •solveopt
- •sort
- •spec
- •spike
- •sspace
- •statby
- •stategraphs
- •statefinal
- •stateinit
- •stats
- •statusline
- •stom
- •stomna
- •store
- •structure
- •svar
- •system
- •table
- •template
- •testadd
- •testbtw
- •testby
- •testdrop
- •testexog
- •testfit
- •testlags
- •teststat
- •text
- •textdefault
- •trace
- •tramoseats
- •tsls
- •unlink
- •update
- •updatecoefs
- •uroot
- •usage
- •valmap
- •vars
- •vector
- •wald
- •wfcreate
- •wfopen
- •wfsave
- •wfselect
- •white
- •workfile
- •write
- •wtsls
- •xyline
- •xypair
- •Appendix C. Special Expression Reference
- •@expand
- •nrnd
- •Appendix D. Operator and Function Reference
- •Operators
- •Basic Mathematical Functions
- •Time Series Functions
- •Descriptive Statistics
- •By-Group Statistics
- •Special Functions
- •Trigonometric Functions
- •Statistical Distribution Functions
- •Appendix E. Workfile Functions
- •Basic Workfile Information
- •Dated Workfile Information
- •Panel Workfile Functions
- •Appendix F. String and Date Function Reference
- •@dateadd
- •@datediff
- •@datefloor
- •@datepart
- •@datestr
- •@dateval
- •@dtoo
- •@eqna
- •@insert
- •@instr
- •@isempty
- •@left
- •@len, @length
- •@lower
- •@ltrim
- •@makedate
- •@neqna
- •@otod
- •@replace
- •@right
- •@rtrim
- •@strdate
- •@strlen
- •@strnow
- •@trim
- •@upper
- •Appendix G. Matrix Reference
- •@cholesky
- •colplace
- •@columnextract
- •@columns
- •@cond
- •@convert
- •@eigenvalues
- •@eigenvectors
- •@explode
- •@filledmatrix
- •@filledrowvector
- •@filledsym
- •@filledvector
- •@getmaindiagonal
- •@identity
- •@implode
- •@inner
- •@inverse
- •@issingular
- •@kronecker
- •@makediagonal
- •matplace
- •mtos
- •@norm
- •@outer
- •@permute
- •@rank
- •@resample
- •@rowextract
- •rowplace
- •@rows
- •@solvesystem
- •stom
- •stomna
- •@subextract
- •@trace
- •@transpose
- •@unitvector
- •@vech
- •Appendix H. Programming Language Reference
- •call
- •@date
- •else
- •endif
- •endsub
- •@errorcount
- •@evpath
- •exitloop
- •include
- •@isobject
- •next
- •open
- •output
- •poff
- •program
- •return
- •statusline
- •step
- •stop
- •subroutine
- •@temppath
- •then
- •@time
- •wend
- •while
- •Index
- •Symbols
- •% (percent sign)
- •+ (plus)
- •addition 35
- •@crossid 593
- •@date 148, 590, 633
- •@eqna 124, 575, 599
- •@-functions
- •@inner 578, 619
- •@insert 126, 600
- •@instr 124, 600
- •@inverse 620
- •@isempty 124, 601
- •@isna 575
- •@isobject 637
- •@isperiod 591
- •@issingular 620
- •@kronecker 620
- •@kurtsby 580
- •@last 474
- •@lastmax 474
- •@lastmin 474
- •@left 125, 601, 606
- •@length 124, 602
- •@logit 583
- •@logx 576
- •@lower 127, 602
- •@ltrim 126, 602
- •@makedate 142, 603
- •@makediagonal 621
- •@maxsby 579
- •@meansby 579
- •@median 578
- •@mediansby 579
- •@minsby 579
- •@month 148, 591
- •@movav 576
- •@movsum 576
- •@nasby 580
- •@neqna 125, 575, 604
- •@ngroups 580
- •@norm 623
- •@obsby 579
- •@obsid 593
- •@obsnum 589
- •@obsrange 590
- •@obssmpl 590
- •@otod 128, 605
- •@outer 623
- •@pcha 577
- •@pchy 577
- •@permute 624
- •@quantile 579
- •@quantilesby 580
- •@quarter 148, 591
- •@rank 624
- •@recode 576
- •@replace 126, 605
- •@resample 625
- •@RGB specification of colors 454
- •@right 126
- •@round 576
- •@rowextract 625
- •@rows 626
- •@rtrim 126, 606
- •@seas 591
- •@skewsby 580
- •@solvesystem 626
- •@sqrt 576
- •@stdev 579
- •@stdevsby 579
- •@strdate 128, 148, 591, 607
- •@strlen 607
- •@strnow 128, 607
- •@subextract 628
- •@sumsby 579
- •@sumsq 579
- •@sumsqsby 579
- •@temppath 641
- •_ (continuation character) 84
- •Numerics
- •Add factor
- •align 203
- •views 154
- •Alpha series
- •append 205
- •ARCH
- •Arguments
- •in programs 98
- •ARMA
- •ASCII file
- •open as workfile 532
- •Autocorrelation
- •Autogressive error. See AR.
- •Autowrap text 83
- •Axis
- •rename label 371
- •axis 217
- •Beta
- •Binary
- •Binomial
- •customize 231
- •Breusch-Godfrey test
- •call 633
- •Cell
- •censored 238
- •Cholesky factor
- •Chow test 241
- •Close
- •Coefficient
- •See Coef.
- •update default coef vector 521
- •Cointegration
- •Color
- •Column
- •extract from matrix 612
- •stack matrix 630
- •Conditional standard deviation
- •Conditional variance
- •Control variable 88
- •Convert
- •date to observation number 599
- •matrix to sym 618
- •Coordinates
- •Copy
- •cross 260
- •matrix 259
- •Create
- •Cross section member
- •of squares 424
- •Data
- •Database
- •Date
- •Dates
- •current date and time 147
- •string representation 598
- •Declare
- •Delete
- •Derivatives
- •Directory
- •Distribution function
- •DRI database
- •fetch series 239
- •Drop
- •group series or cross-section from pool definition 281
- •Eigenvalues 615
- •Element
- •else 634
- •Error correction model
- •Errors
- •exclude 289
- •Exclude variables from model solution 289
- •Exit
- •Exponential
- •Export
- •matrix 41
- •Extract
- •row vector 625
- •Files
- •Fill
- •Filled
- •Fixed effects
- •For loop
- •Forecast
- •Freeze
- •frml 306
- •Full information maximum likelihood 296
- •GARCH
- •Gauss file 532
- •Gaussian distribution 586
- •Generalized autoregressive conditional heteroskedasticity
- •Generate series
- •Gompit models 222
- •Gradients
- •display 315
- •create 59
- •high-low-open-close 320
- •pie graph 406
- •XY graph 556
- •graph 316
- •greater than comparison 36
- •add series 198
- •group 317
- •Hausman test 413
- •hconvert 318
- •HTML
- •If statement 100
- •Include
- •Inverse of matrix 620
- •Jarque-Bera
- •Johansen cointegration test 245
- •Kernel
- •label 330
- •specify as range 643
- •Lagrange multiplier
- •Legend
- •line 334
- •Link object
- •Local
- •Logistic
- •logl 344
- •Loop
- •exit loop 108, 635
- •Lotus file
- •Matrix
- •resample rows from 625
- •matrix 366
- •Maximum 578
- •Median 578
- •Merge
- •Messages
- •model solution 371
- •Model 170
- •Models
- •block structure 223
- •solve 475
- •Multiplication operator (*) 35
- •Negative binomial
- •Number
- •evaluate a string 608
- •Numbers
- •converting from strings 124
- •store 16, 490
- •Open
- •database 266
- •Output
- •Output redirection 638
- •override 382
- •Override variables in model solution 382
- •Page
- •resize 399
- •Panel
- •Panel data
- •Percent change
- •Poisson
- •Pool 171
- •declare 408
- •delete identifiers 272
- •pool 408
- •portrait 8
- •probit 410
- •create 83
- •open 84
- •P-value functions 587
- •QQ-plot
- •Quantile function 579
- •Random effects
- •Random number
- •Read
- •Recode values 576
- •Regressors
- •Rename
- •Resample
- •Residuals
- •Results
- •return 639
- •height 50
- •Run program
- •multiple files 108
- •Sample
- •set current 474
- •Save
- •with kernel fit 329
- •scenario 438
- •seas 440
- •Second moment matrix 619
- •declare 442
- •formula 306
- •show 470
- •Signal variables
- •Singular matrix
- •test for 620
- •Smoothing
- •Solve
- •linear system 626
- •sort 478
- •Sspace
- •declare 482
- •procs 180
- •State space
- •State variables
- •display graphs of 484
- •Static forecast 297
- •insert string into 600
- •relational comparison 121
- •String variable 89
- •in for loop 104
- •return from 109, 639
- •Symmetric matrix
- •declare 497
- •Table 187
- •text color 54
- •Test
- •Chow 241
- •for ARCH 210
- •mean, median, variance equality 501
- •mean, median, variance equality by classification 502
- •Text file
- •Then 642
- •Time
- •current as string 607
- •trace 512
- •Trigonometric functions 583
- •Uniform distribution 587
- •Valmap 189
- •vector 529
- •Verbose mode 85
- •append contents of workfile page to current page 383
- •close 12
- •contract page 385
- •create 260
- •end date of observation interval 590
- •open existing 12, 532
- •period indicators 591
- •save 12, 540
- •stack page 396
- •Write
- •wtsls 547
- •xypair 561
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.
