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Appendix B. Command Reference

This chapter provides a complete alphabetical listing of the commands, views, and procedures in EViews.

Each entry is comprised of a keyword, followed by a listing of the ways in which the keyword may be used. The entry also provides a summary of behavior, as well as a description of the syntax. If appropriate, we also provide a listing of additional arguments, short examples, and cross-references.

For example, the listing for correl is given by:

Note that the keyword correl may be used in three distinct ways: as a command to compute the correlogram of a specified series, as a series view to display the correlogram for a series object, and as an equation view to display the correlogram of the residuals from the estimated equation. The syntax for each of these uses is documented separately.

In addition to the dictionary-style alphabetical listing provided here, there are several other places in the Command and Programming Reference that contain reference material:

“Basic Command Summary” beginning on page 16, provides a listing of commands commonly used when managing objects in workfiles and databases.

196—Appendix B. Command Reference

In “Matrix Function and Command Summary” on page 44, we list the basic functions and commands used when working with matrix objects.

In “Programming Summary” on page 116, we list the commands, functions and keywords used in EViews programming and string processing.

Appendix A, “Object, View and Procedure Reference”, beginning on page 153, lists all of the views and procedures classified by object, making it easy to see which views and procedures are available for a given object.

Appendix C, “Special Expression Reference”, beginning on page 565 lists special expressions that may be used in series assignment and generation, or as terms in estimation specifications.

Appendix D, “Operator and Function Reference”, on page 573 contains a complete listing of the functions and mathematical operators used in forming series expressions, and in performing matrix element operations.

Appendix E, “Workfile Functions”, on page 589 documents special functions that return information about the workfile and the observation identifiers.

Appendix F, “String and Date Function Reference”, on page 595 lists functions for working with strings and date numbers.

Appendix G, “Matrix Reference”, beginning on page 611 documents the matrix, vector, scalar, and string functions and commands.

Appendix H, “Programming Language Reference”, on page 633 lists the commands and keywords used in the programming language. These entries may only used in batch programs.

3sls

System Method

 

 

Estimate a system of equations by three-stage least squares.

Syntax

System Method: system_name.3sls(options)

Options

i

Iterate simultaneously over the weighting matrix and

 

coefficient vector.

 

 

sIterate sequentially over the weighting matrix and coefficient vector.

3sls—197

o (default)

Iterate the coefficient vector to convergence following

 

one-iteration of the weighting matrix.

 

 

cOne step (iteration) of the coefficient vector following one-iteration of the weighting matrix.

m=integer

Maximum number of iterations.

 

 

c=number

Set convergence criterion. The criterion is based upon

 

the maximum of the percentage changes in the scaled

 

coefficients.

 

 

l=number

Set maximum number of iterations on the first-stage

 

coefficient estimation to get the one-step weighting

 

matrix.

 

 

showopts /

[Do / do not] display the starting coefficient values and

-showopts

estimation options in the estimation output.

 

 

deriv=keyword

Set derivative methods. The argument keyword should

 

be a oneor two-letter string. The first letter should

 

either be “f” or “a” corresponding to fast or accurate

 

numeric derivatives (if used). The second letter should

 

be either “n” (always use numeric) or “a” (use analytic

 

if possible). If omitted, EViews will use the global

 

defaults.

 

 

p

Print estimation results.

Examples

sys1.3sls(i)

Estimates SYS1 by the 3SLS method, iterating simultaneously on the weighting matrix and the coefficient vector.

nlsys.3sls(showopts,m=500)

Estimates NLSYS by 3SLS with up to 500 iterations. The “showopts” option displays the starting values and other estimation options.

Cross-references

See Chapter 23, “System Estimation”, on page 693 of the User’s Guide for discussion of system estimation.

198—Appendix B. Command Reference

add

Group Proc | Pool Proc

 

 

Add series to a group or add cross section members to a pool.

Syntax

Group Proc:

group_name.add arg1 [arg2 arg3 ...]

Pool Proc:

pool_name.add id1 [id2 id3 ...]

List the names of series or group of series to add to the group, or list the cross-section identifiers to add to the pool.

Examples

dummy.add d11 d12

Adds the two series D11 and D12 to the group DUMMY.

countries.add us gr

Adds US and GR as cross-section members of the pool object COUNTRIES.

Cross-references

See “Groups” on page 91 of the User’s Guide for additional discussion of groups. “Crosssection Identifiers” on page 825 of the User’s Guide discusses pool identifiers.

See also drop (p. 281).

addassign

Model Proc

 

 

Assign add factors to equations.

Syntax

 

Model Proc:

model_name.addassign(options) equation_spec

where equation_spec identifies the equations for which you wish to assign add factors. You may either provide a list of endogenous variables, or you can use one of the following shorthand keywords:

@all

All equations.

 

 

@stochastic

All stochastic equations (no identities).

 

 

@identity

All identities.

 

 

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