174—Appendix A. Object, View and Procedure Reference
c(i) ...................... |
i-th element of default coefficient vector for the pool. |
Vectors and Matrices |
|
@coefcov ............. |
covariance matrix for coefficients of equation. |
@coefs................. |
coefficient vector. |
@effects............... |
vector of estimated fixed or random effects (only for fixed or ran- |
|
dom effects estimation). |
@stderrs .............. |
vector of standard errors for coefficients. |
@tstats ................ |
vector of t-statistic values for coefficients. |
Pool Examples
To read data using the pool object:
mypool1.read(b2) data.xls x? y? z?
To delete and store pool series you may enter:
mypool1.delete x? y?
mypool1.store z?
Descriptive statistics may be computed using the command:
mypool1.describe(m) z?
To estimate a pool equation using least squares and to access the t-statistics, enter:
mypool1.ls y? c z? @ w?
vector tstat1 = mypool1.@tstats
Rowvector
Row vector. (One dimensional array of numbers).
Rowvector Declaration
rowvector............. |
declare rowvector object (p. 427). |
There are several ways to create a rowvector object. First, you can enter the rowvector keyword (with an optional dimension) followed by a name:
rowvector scalarmat
rowvector(10) results
The resulting rowvector will be initialized with zeros.
Alternatively, you may combine a declaration with an assignment statement. The new vector will be sized and initialized accordingly:
Rowvector—175
rowvector(10) y=3 rowvector z=results
Rowvector Views
area ...................... |
area graph of the vector (p. 211). |
bar ....................... |
bar graph of each column (element) of the data against the row |
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index (p. 219). |
errbar ................... |
error bar graph view (p. 287). |
label ..................... |
label information for the rowvector (p. 330). |
line....................... |
line graph of each column (element) of the data against the row |
|
index (p. 334). |
scat ...................... |
scatter diagrams of the columns of the rowvector (p. 435). |
sheet .................... |
spreadsheet view of the vector (p. 469). |
spike .................... |
spike graph (p. 479). |
stats...................... |
(trivial) descriptive statistics (p. 487). |
Rowvector Procs
displayname ......... |
set display name (p. 276). |
fill ........................ |
fill elements of the vector (p. 293). |
read...................... |
import data from disk (p. 414). |
setformat .............. |
set the display format for the vector spreadsheet (p. 456). |
setindent............... |
set the indentation for the vector spreadsheet (p. 462). |
setjust................... |
set the justification for the vector spreadsheet (p. 463). |
setwidth ............... |
set the column width in the vector spreadsheet (p. 468). |
write .................... |
export data to disk (p. 545). |
Rowvector Data Members
(i) ........................ |
i-th element of the vector. Simply append “(i)” to the matrix name |
|
(without a “.”). |
Rowvector Examples
To declare a rowvector and to fill it with data read from an Excel file:
rowvector(10) mydata
mydata.read(b2) thedata.xls
To access a single element of the vector using direct indexing:
scalar result1=mydata(2)
The rowvector may be used in standard matrix expressions:
176—Appendix A. Object, View and Procedure Reference
vector transdata=@transpose(mydata)
Sample
Sample of observations. Description of a set of observations to be used in operations.
Sample Declaration
sample ................. |
declare sample object (p. 429). |
To declare a sample object, use the keyword sample, followed by a name and a sample string:
sample mysample 1960:1 1990:4
sample altsample 120 170 300 1000 if x>0
Sample Procs
set ....................... |
reset the sample range (p. 444). |
Sample Example
To change the observations in a sample object, you can use the set proc:
mysample.set 1960:1 1980:4 if y>0
sample thesamp 1 10 20 30 40 60 if x>0
thesamp.set @all
To set the current sample to use a sample, enter a smpl statement, followed by the name of the sample object:
smpl mysample
equation eq1.ls y x c
Scalar
Scalar (single number). A scalar holds a single numeric value. Scalar values may be used in standard EViews expressions in place of numeric values.
Scalar Declaration
scalar................... |
declare scalar object (p. 433). |
To declare a scalar object, use the keyword scalar, followed by a name, an “=” sign and a scalar expression or value.
Scalar objects have no views or procedures, and do not open windows. The value of the scalar may be displayed in the status line at the bottom of the EViews window.
Series—177
Scalar Examples
You can declare a scalar and examine its contents in the status line:
scalar pi=3.14159
scalar shape=beta(7)
show shape
or you can declare a scalar and use it in an expression:
scalar inner=@transpose(mydata)*mydata
series x=1/@sqrt(inner)*y
Series
Series of numeric observations. An EViews series contains a set of observations on a numeric variable.
Series Declaration
frml ...................... |
create numeric series object with a formula for auto-updating |
|
(p. 306). |
genr...................... |
create numeric series object (p. 308). |
series.................... |
declare numeric series object (p. 442). |
To declare a series, use the keyword series or alpha followed by a name, and optionally, by an “=” sign and a valid numeric series expression:
series y
genr x=3*z
If there is no assignment, the series will be initialized to contain NAs.
Series Views
area ...................... |
area graph of the series (p. 211). |
bar ....................... |
bar graph of the series (p. 219). |
bdstest.................. |
BDS independence test (p. 221). |
boxplotby ............. |
boxplot by classification (p. 225). |
cdfplot .................. |
distribution (cumulative, survivor, quantile) functions (p. 235). |
correl.................... |
correlogram, autocorrelation and partial autocorrelation functions |
|
(p. 256). |
edftest .................. |
empirical distribution function tests (p. 284). |
freq ...................... |
one-way tabulation (p. 303). |
hist....................... |
descriptive statistics and histogram (p. 322). |
kdensity................ |
kernel density estimate (p. 328). |
178—Appendix A. Object, View and Procedure Reference
label .................... |
label information for the series (p. 330). |
line...................... |
line graph of the series (p. 334). |
qqplot .................. |
quantile-quantile plot (p. 411). |
seasplot................ |
seasonal line graph (p. 441). |
sheet.................... |
spreadsheet view of the series (p. 469). |
spike.................... |
spike graph (p. 479). |
statby................... |
statistics by classification (p. 482). |
stats..................... |
descriptive statistics table (p. 322). |
testby................... |
equality test by classification (p. 502). |
teststat ................. |
simple hypothesis tests (p. 507). |
uroot.................... |
unit root test on an ordinary or panel series (p. 522). |
Series Procs
displayname......... |
set display name (p. 276). |
fill ....................... |
fill the elements of the series (p. 293). |
hpf....................... |
Hodrick-Prescott filter (p. 323). |
map ..................... |
assign or remove value map setting (p. 366). |
resample .............. |
resample from the observations in the series (p. 418). |
seas ..................... |
seasonal adjustment for quarterly and monthly time series |
|
(p. 440). |
setconvert ............ |
set default frequency conversion method (p. 448). |
setformat ............. |
set the display format for the series spreadsheet (p. 456). |
setindent.............. |
set the indentation for the series spreadsheet (p. 462). |
setjust.................. |
set the justification for the series spreadsheet (p. 463). |
setwidth............... |
set the column width in the series spreadsheet (p. 468). |
smooth ................ |
exponential smoothing (p. 472). |
tramoseats ........... |
seasonal adjustment using Tramo/Seats (p. 512). |
x11 ...................... |
seasonal adjustment by Census X11 method for quarterly and |
|
monthly time series (p. 548). |
x12 ...................... |
seasonal adjustment by Census X12 method for quarterly and |
|
monthly time series (p. 550). |
Series Data Members
(i)........................ |
i-th element of the series from the beginning of the workfile (when |
|
used on the left-hand side of an assignment, or when the element |
|
appears in a matrix, vector, or scalar assignment). |