- •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
Index
Symbols
! (exclamation) control variable 88 % (percent sign)
program arguments 97, 98 string variable 89
* (asterisk) multiplication 35 + (plus)
addition 35
/ (slash) division 36 @abs 575
@all 474 @beta 581 @betainc 581
@betaincder 581 @betaincinv 581 @betalog 581 @binom 581 @binomlog 582 @ceiling 575 @cellid 593 @cholesky 611 @cloglog 582 @columnextract 612 @columns 612 @cond 612 @convert 613
@cor 578, 614 @cov 578, 614
@crossid 593
@date 148, 590, 633
@dateadd 146, 595 @datediff 146, 596 @datefloor 146, 596 @datepart 147, 597 @datestr 141, 597 @dateval 125, 140, 598
@day 148, 591
@det 615 @digamma 582 @dtoc 599
@eigenvalues 615 @eigenvectors 616 @elem 589 @enddate 590
@eqna 124, 575, 599
@erf 582 @erfc 582
@errorcount 635 @evpath 635 @exp 575 @expand 565 @explode 616 @fact 575 @factlog 575 @filledmatrix 616
@filledrowvector 617 @filledsym 617 @filledvector 617 @first 474 @firstmax 474 @firstmin 474 @floor 575 @-functions
by-group statistics 579 descriptive statistics 577
integrals and other special functions 580 mathematical functions 575
special p-value functions 587 statistical distribution functions 584 time series functions 576 trigonometric functions 583
@gamma 582 @gammader 582 @gammainc 582 @gammaincder 583 @gammaincinv 583 @gammalog 583 @getmaindiagonal 618 @groupid 580 @identity 618 @implode 618
646— Index
@inner 578, 619 |
@obsby 579 |
@insert 126, 600 |
@obsid 593 |
@instr 124, 600 |
@obsnum 589 |
@inv 575 |
@obsrange 590 |
@inverse 620 |
@obssmpl 590 |
@isempty 124, 601 |
@otod 128, 605 |
@isna 575 |
@outer 623 |
@isobject 637 |
@pca 577 |
@isperiod 591 |
@pch 577 |
@issingular 620 |
@pcha 577 |
@kronecker 620 |
@pchy 577 |
@kurtsby 580 |
@pcy 577 |
@last 474 |
@permute 624 |
@lastmax 474 |
@psi 582 |
@lastmin 474 |
@quantile 579 |
@left 125, 601, 606 |
@quantilesby 580 |
@length 124, 602 |
@quarter 148, 591 |
@log 575 |
@rank 624 |
@log10 575 |
@recode 576 |
@logit 583 |
@replace 126, 605 |
@logx 576 |
@resample 625 |
@lower 127, 602 |
@RGB specification of colors 454 |
@ltrim 126, 602 |
@right 126 |
@makedate 142, 603 |
@round 576 |
@makediagonal 621 |
@rowextract 625 |
@max 578 |
@rows 626 |
@maxsby 579 |
@rtrim 126, 606 |
@meansby 579 |
@seas 591 |
@median 578 |
@skewsby 580 |
@mediansby 579 |
@solvesystem 626 |
@mid 126, 603 |
@sqrt 576 |
@min 578 |
@stdev 579 |
@minsby 579 |
@stdevsby 579 |
@mod 575 |
@str 127, 606 |
@month 148, 591 |
@strdate 128, 148, 591, 607 |
@movav 576 |
@strlen 607 |
@movsum 576 |
@strnow 128, 607 |
@nan 576 |
@subextract 628 |
@nasby 580 |
@sum 579 |
@neqna 125, 575, 604 |
@sumsby 579 |
@ngroups 580 |
@sumsq 579 |
@norm 623 |
@sumsqsby 579 |
@now 147, 604 |
@svd 629 |
@obs 578 |
@temppath 641 |