logarithm 583 second derivative 583

GARCH

display conditional standard deviation 308 estimate model 206

generate conditional variance series 352 garch 308

Gauss file 532

Gaussian distribution 586

Generalized autoregressive conditional heteroskedasticity

See ARCH and GARCH. Generalized error distribution 586 Generate series

for pool 308 genr 308

See also series. Global

subroutine 112 variable 112

GMM

estimate by 310 gmm 310

Gompit models 222

Goodness of fit (for binary models) 505 Gradients

display 315

saving in series 353 grads 315

Granger causality test 233, 504 Graph 161

align multiple graphs 203 area graph 211

axis labeling 262, 263 bar graph 219

change legend or axis name 371 commands 161

create 59

create using freeze 303 declaring 316

drawing lines and shaded areas 277, 279 error bar 287

high-low-open-close 320

legend appearance and placement 332 line graph 334

merge multiple 368 merging graphs 316

options for bottom axis in boxplotst 231 options for individual elements 449 options for individual elements of a boxplot

445

pie graph 406

place text in 201, 508 procs 162

save to disk 430 scatterplot graph 435

set axis characteristics 217 set axis scale 433

set options 375 spike graph 479 templates 498 views 161

XY graph 556

XY line graph 558 XY pairs graph 561

graph 316

greater than comparison 36

greater than or equal to comparison 36 Group 163

add series 198

convert to matrix 488, 489, 622 convert to matrix (with NAs) 627 data members 164

declare 317 procs 164 views 163

group 317

H

Hausman test 413

Haver Analytics Database convert to EViews database 318 display series description 322 fetch series from 319

hconvert 318

Heteroskedasticity test (White) 542 hfetch 319 High-Low-(Open-Close) graph 320 hilo 320

hist 322 Histogram 322 hlabel 322

Hodrick-Prescott filter 323 Holt-Winters 472