
- •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

Sspace—179
Series Element Functions
@elem(ser, j)........function to access the j-th observation of the series SER, where j identifies the date or observation.
Series Examples
You can declare a series in the usual fashion:
series b=income*@mean(z)
series blag=b(1)
Note that the last example above involves a series expression so that B(1) is treated as a one-period lead of the entire series, not as an element operator. In contrast:
scalar blag1=b(1)
evaluates the first observation on B in the workfile.
Once a series is declared, views and procs are available:
a.qqplot
a.statby(mean, var, std) b
To access individual values:
scalar quarterlyval = @elem(y, "1980:3") scalar undatedval = @elem(x, 323)
Sspace
State space object. Estimation and evaluation of state space models using the Kalman filter.
Sspace Declaration
sspace |
...................create sspace object (p. 482). |
To declare a sspace object, use the sspace keyword, followed by a valid name.
Sspace Method
ml ........................maximum likelihood estimation or filter initialization (p. 369).
Sspace Views
cellipse ................. |
Confidence ellipses for coefficient restrictions (p. 236). |
coefcov ................. |
coefficient covariance matrix (p. 244). |
endog ................... |
table or graph of actual signal variables (p. 285). |
grads .................... |
examine the gradients of the log likelihood (p. 315). |
label ..................... |
label information for the state space object (p. 330). |

180—Appendix A. Object, View and Procedure Reference
output.................. |
table of estimation results (p. 380). |
residcor................ |
standardized one-step ahead residual correlation matrix (p. 421). |
residcov ............... |
standardized one-step ahead residual covariance matrix (p. 421). |
resids ................... |
one-step ahead actual, fitted, residual graph (p. 422). |
results.................. |
table of estimation and filter results (p. 423). |
signalgraphs......... |
display graphs of signal variables (p. 471). |
spec ..................... |
text representation of state space specification (p. 479). |
statefinal.............. |
display the final values of the states or state covariance (p. 485). |
stategraphs........... |
display graphs of state variables (p. 484). |
stateinit................ |
display the initial values of the states or state covariance (p. 486). |
structure .............. |
examine coefficient or variance structure of the specification |
|
(p. 492). |
wald .................... |
Wald coefficient restriction test (p. 530). |
Sspace Procs
append................. |
add line to the specification (p. 205). |
displayname......... |
set display name (p. 276). |
forecast ................ |
perform state and signal forecasting (p. 300). |
makeendog .......... |
make group containing actual values for signal variables (p. 351). |
makefilter ............ |
make new Kalman Filter(p. 352). |
makegrads ........... |
make group containing the gradients of the log likelihood (p. 353). |
makemodel .......... |
make a model object containing equations in sspace (p. 358). |
makesignals ......... |
make group containing signal and residual series (p. 361). |
makestates ........... |
make group containing state series (p. 362). |
sspace.................. |
declare sspace object (p. 482). |
updatecoefs .......... |
update coefficient vector(s) from sspace (p. 521). |
Sspace Data Members
Scalar Values
@coefcov(i,j) ....... |
covariance of coefficients i and j. |
@coefs(i)............. |
coefficient i. |
@eqregobs(k) ...... |
number of observations in signal equation k. |
@sddep(k)........... |
standard deviation of the signal variable in equation k. |
@ssr(k) ............... |
sum-of-squared standardized one-step ahead residuals for equa- |
|
tion k. |
@stderrs(i) .......... |
standard error for coefficient i. |
@tstats(t)............. |
t-statistic value for coefficient i. |

Sspace—181
Scalar Values (system level data)
@aic..................... |
Akaike information criterion for the system. |
@hq ..................... |
Hannan-Quinn information criterion for the system. |
@logl ................... |
value of the log likelihood function. |
@ncoefs ............... |
total number of estimated coefficients in the system. |
@neqns ................ |
number of equations for observable variables. |
@regobs ............... |
number of observations in the system. |
@sc...................... |
Schwarz information criterion for the system. |
@totalobs ............. |
sum of “@eqregobs” from each equation. |
Vectors and Matrices
@coefcov.............. |
covariance matrix for coefficients of equation. |
@coefs ................. |
coefficient vector. |
@stderrs............... |
vector of standard errors for coefficients. |
@tstats ................. |
vector of t-statistic values for coefficients. |
State and Signal Results
The following functions allow you to extract the filter and smoother results for the estimation sample and place them in matrix objects. In some cases, the results overlap those available thorough the sspace procs, while in other cases, the matrix results are the only way to obtain the results.
Note also that since the computations are only for the estimation sample, the one-step- ahead predicted state and state standard error values will not match the final values displayed in the estimation output. The latter are the predicted values for the first out-of-esti- mation sample period.
@pred_signal........ |
matrix or vector of one-step ahead predicted signals. |
@pred_signalcov... |
matrix where every row is the @vech of the one-step ahead pre- |
|
dicted signal covariance. |
@pred_signalse..... |
matrix or vector of the standard errors of the one-step ahead pre- |
|
dicted signals. |
@pred_err ............ |
matrix or vector of one-step ahead prediction errors. |
@pred_errcov ....... |
matrix where every row is the @vech of the one-step ahead pre- |
|
diction error covariance. |
@pred_errcovinv .. |
matrix where every row is the @vech of the inverse of the one- |
|
step ahead prediction error covariance. |
@pred_errse ......... |
matrix or vector of the standard errors of the one-step ahead pre- |
|
diction errors. |
@pred_errstd ........ |
matrix or vector of standardized one-step ahead prediction errors. |

182—Appendix A. Object, View and Procedure Reference
@pred_state ......... |
matrix or vector of one-step ahead predicted states. |
@pred_statecov.... |
matrix where each row is the @vech of the one-step ahead predi- |
|
cated state covariance. |
@pred_statese ...... |
matrix or vector of the standard errors of the one-step ahead pre- |
|
dicted states. |
@pred_stateerr..... |
matrix or vector of one-step ahead predicted state errors. |
@curr_err ............ |
matrix or vector of filtered error estimates. |
@curr_gain.......... |
matrix or vector where each row is the @vec of the Kalman gain. |
@curr_state ......... |
matrix or vector of filtered states. |
@curr_statecov .... |
matrix where every row is the @vech of the filtered state covari- |
|
ance. |
@curr_statese ...... |
matrix or vector of the standard errors of the filtered state est- |
|
mates. |
@sm_signal ......... |
matrix or vector of smoothed signal estimates. |
@sm_signalcov .... |
matrix where every row is the @vech of the smoothed signal cova- |
|
riance. |
@sm_signalse ...... |
matrix or vector of the standard errors of the smoothed signals. |
@sm_signalerr ..... |
matrix or vector of smoothed signal error estimates. |
@sm_signalerrcov matrix where every row is the @vech of the smoothed signal error
|
covariance. |
@sm_signalerrse .. |
matrix or vector of the standard errors of the smoothed signal |
|
error. |
@sm_signalerrstd. matrix or vector of the standardized smoothed signal errors. |
|
@sm_state ........... |
matrix or vector of smoothed states. |
@sm_statecov ...... |
matrix where each row is the @vech of the smoothed state covari- |
|
ances. |
@sm_statese ........ |
matrix or vector of the standard errors of the smoothed state. |
@sm_stateerr....... |
matrix or vector of the smoothed state errors. |
@sm_stateerrcov.. |
matrix where each row is the @vech of the smoothed state error |
|
covariance. |
@sm_stateerrse .... |
matrix or vector of the standard errors of the smoothed state |
|
errors. |
@sm_stateerrstd... |
matrix or vector of the standardized smoothed state errors . |
@sm_crosserrcov . matrix where each row is the @vec of the smoothed error crosscovariance.
Sspace Examples
The one-step-ahead state values and variances from SS01 may be saved using:

Sym—183
vector ss_state=ss01.@pred_state
matrix ss_statecov=ss01.@pred_statecov
Sym
Symmetric matrix (symmetric two-dimensional array).
Sym Declaration
sym ...................... |
declare sym object (p. 496). |
Declare by providing a name after the sym keyword, with the optionally specified dimension in parentheses:
sym(10) symmatrix
You may optionally assign a scalar, a square matrix or another sym in the declaration. If the square matrix is not symmetric, the sym will contain the lower triangle. The sym will be sized and initialized accordingly.
Sym Views
area ...................... |
area graph of the columns of the matrix (p. 211). |
bar ....................... |
single or multiple bar graph of each column against the row index |
|
(p. 219). |
cor........................ |
correlation matrix by columns (p. 255). |
cov ....................... |
covariance matrix by columns (p. 259). |
errbar ................... |
error bar graph view (p. 287). |
hilo ...................... |
high-low(-open-close) chart (p. 320). |
label ..................... |
label information for the symmetric matrix (p. 330). |
line....................... |
single or multiple line graph of each column against the row index |
|
(p. 334). |
pie........................ |
pie chart view (p. 406). |
scat ...................... |
scatter diagrams of the columns of the sym (p. 435). |
sheet .................... |
spreadsheet view of the symmetric matrix (p. 469). |
spike .................... |
spike graph (p. 479). |
stats...................... |
descriptive statistics by column (p. 487). |
xy......................... |
XY graph with one or more X columns plotted against one or more |
|
Y (p. 556). |
xyline ................... |
XY line graph (p. 558). |
xypair................... |
XY pairs graph (p. 556). |