@time 642 @toc 643 @trace 629 @transpose 630 @trend 592, 594

@trend in panel 594 @trendc 592, 594 @trigamma 583 @trim 126, 608 @unitvector 630 @upper 127, 608

@val 124, 608

@var 579 @varsby 579 @vec 630 @vech 631

@weekday 148, 591 @year 148, 591

_ (continuation character) 84

–(dash) negation 34 subtraction 35

Numerics

2sls (Two-Stage Least Squares) 515 3sls (Three-stage least squares) 196

A

abs 575 add 198 Add factor

initialization 199 Add text to graph 201 addassign 198 addinit 199

Addition operator (+) 35 addtext 201

align 203

Align multiple graphs 203 Alpha 154

data members 154 declare 204

element functions 154 procs 154

views 154

alpha 204 Alpha series

make valmap 357 And 574

Anderson-Darling test 284 Andrews test 505

append 205

Append specification line 205 AR

autoregressive error 565 inverse roots of polynomial 215 seasonal 571

ar 565

Arc cosine 583 Arc sine 583 Arc tangent 583 ARCH

residual LM test for ARCH 210 see also GARCH. 206

archtest 210 area 211

Area graph 211 Arguments

in programs 98

in subroutines 110 arlm 213

ARMA

structure view 214 arroots 215

ASCII file

open as workfile 532

Assign values to matrix objects 24 by element 24

converting series or group 30 copy 27

copy submatrix 29 fill procedure 25

Augmented Dickey-Fuller test 522 auto 216

Autocorrelation

compute and display 256 multivariate VAR residual test 412

Autogressive error. See AR.

Autoregressive conditional heteroskedasticity See ARCH and GARCH.

Autowrap text 83