coint 245 Cointegration

make cointegrating relations from VEC 350 test 245

Color

@RGB specification 454 keywords for specifying 454

colplace 611 Column

extract from matrix 612

number of columns in matrix 612 place in matrix 611

stack matrix 630

stack matrix (lower triangle) 631 width 50, 447, 468

Commands auxiliary 10, 16

basic command summary 16 batch mode 2

execute without opening window 276 interactive mode 1

object assignment 9 object command 6 object declaration 5, 9 save record of 2 window 1

comment 247 Comments in tables 247 Comparison operators 36

Complementary log-log function 582 Condition number of matrix 612 Conditional standard deviation

display graph of 308 Conditional variance

make series from ARCH 352 Confidence ellipse 236 Container 11

database 12 workfile 11

Continuation character in programs 84 control 248

Control variable 88

as replacement variable 92 in while statement 106 save value to scalar 88

Convert

date to observation number 599

matrix object to series or group 622 matrix objects 30, 42, 613

matrix to sym 618

observation number to date 128, 605 scalar to string 606

series or group to matrix (drop NAs) 627 series or group to matrix (keep NAs) 627 string to scalar 90, 124, 608

sym to matrix 616 Coordinates

for legend in graph 333 Copy

database 264 objects 13, 249 workfile page 386

cor 255 correl 256

Correlation 578, 614 cross 260

matrix 255 Correlogram 256, 260

squared residuals 257 correlsq 257

Cosine 584 count 258

Count models 258 cov 259 Covariance 578, 614

matrix 259

Cramer-von Mises test 284 Create

database 265 workfile 531 workfile page 388

cross 260

Cross correlations 260 Cross product 623 Cross section member

add to pool 198 define list of 272

Current date function 633 Current time function 642 CUSUM test 424

of squares 424