210—Appendix B. Command Reference
archtest |
Command || Equation View |
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Test for autoregressive conditional heteroskedasticity (ARCH).
Carries out Lagrange Multiplier (LM) tests for ARCH in the residuals.
Syntax
Command: archtest(options)
Equation View: eq_name.archtest(options)
Options
You must specify the order of ARCH for which you wish to test. The number of lags to be included in the test equation should be provided in parentheses after the arch keyword.
Other Options:
p |
Print output from the test. |
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Examples
ls output c labor capital
archtest(4)
Regresses OUTPUT on a constant, LABOR, and CAPITAL, and tests for ARCH up to order 4.
equation eq1.arch sp500 c
eq1.archtest(4)
Estimates a GARCH(1,1) model with mean equation of SP500 on a constant and tests for additional ARCH up to order 4. Note that when performing an archtest after an arch estimation, EViews uses the standardized residuals (the residual of the mean equation divided by the estimated conditional standard deviation) to form the test.
Cross-references
See “ARCH LM Test” on page 580 of the User’s Guide for further discussion of testing ARCH and Chapter 20, “ARCH and GARCH Estimation”, on page 599 of the User’s Guide for a general discussion of working with ARCH models in EViews.
area—211
area
Command || Coef View | Graph Command | Group View | Matrix View | Rowvector View | Series View | Sym View | Vector View
Display area graph view of the object or change existing graph object type to area graph.
Create area or filled line graph from one or more series, or from each column of a matrix object.
Syntax
Command: |
area(options) arg1 [arg2 arg3 ...] |
Object View: |
object_name.area(options) |
Graph Proc: |
graph_name.area(options) |
Options
Template and printing options
o= template |
Use appearance options from the specified template. |
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template may be a predefined template keyword |
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(‘default” - current global defaults, “classic”, “modern”, |
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“reverse”, “midnight”, “spartan”, “monochrome”) or a |
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graph in the workfile. |
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t=graph_name |
Use appearance options and copy text and shading from |
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the specified graph. |
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b / -b |
[Apply / Remove] bold modifiers of the base template |
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style specified using the “o=” option above. |
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w / -w |
[Apply / Remove] wide modifiers of the base template |
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style specified using the “o=” option above. |
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p |
Print the area graph. |
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Scale options
a (default) |
Automatic single scale. |
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d |
Dual scaling with no crossing. The first series is scaled |
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on the left and all other series are scaled on the right. |
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x |
Dual scaling with possible crossing. See the “d” option. |
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n |
Normalized scale (zero mean and unit standard devia- |
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tion). May not be used with the “s” option. |
212—Appendix B. Command Reference
s |
Stacked area graph. Each area represents the cumula- |
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tive total of the series listed. The difference between |
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areas corresponds to the value of a series. May not be |
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used with the “l” option. |
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l |
Area graph for the first series listed and a line graph for |
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all subsequent series. May not be used with the “s” |
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option. |
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m |
Plot areas in multiple graphs (will override the “s” or |
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“l” options). Not for use with an existing graph object. |
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Panel options
The following options apply when graphing panel structured data.
panel=arg |
Panel data display: “stack” (stack the cross-sections), |
(default taken |
“individual” or “1” (separate graph for each cross-sec- |
from global set- |
tion), “combine” or “c” (combine each cross-section in |
tings) |
single graph; one time axis), “mean” (plot means |
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across cross-sections), “mean1se” (plot mean and +/- |
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1 standard deviation summaries), “mean2sd” (plot |
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mean and +/- 2 s.d. summaries), “mean3sd” (plot |
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mean and +/- 3 s.d. summaries), “median” (plot |
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median across cross-sections), “med25” (plot median |
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and +/- .25 quantiles), “med10” (plot median and +/- |
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.10 quantiles), “med05” (plot median +/- .05 quan- |
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tiles), “med025” (plot median +/- .025 quantiles), |
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“med005” (plot median +/- .005 quantiles), “med- |
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mxmn” (plot median, max and min). |
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The options which support the “-” may be proceeded by a “+” or “-” indicating whether to turn on or off the option. The “+” is optional.
Examples
group g1 ser1 ser2 ser3
g1.area(s)
defines a group G1 containing the three series SER1, SER2 and SER3, then plots a stacked area graph of the series in the group.
area(l, o=gra1) s1 gdp cons
creates an area graph of series S1, together with line graphs of GDP and CONS. The graph uses options from graph GRA1 as a template.
arlm—213
g1.area(o=midnight, b, w)
creates an area graph of the group G1, using the settings of the predefined template “midnight”, applying the bold and wide modifiers.
Cross-references
The graph object is described in greater detail in “Graph” (p. 161). See Chapter 14, “Graphs, Tables, and Text Objects”, on page 413 of the User’s Guide for a detailed discussion of graphs in EViews, and “Graph Templates” on page 422 of the User’s Guide for a discussion of graph templates. See graph (p. 316) for graph declaration and other graph types.
arlm |
Var View |
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Perform multivariate residual serial correlation LM test using an estimated Var.
Syntax
Var View: |
var_name.arlm(h, options) |
You must specify the highest order of lag, h, for which to test.
Options
name=arg |
Save LM statistics in named matrix object. The matrix |
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has h rows and one column. |
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p |
Print test output. |
Examples
var var1.ls 1 6 lgdp lm1 lcpi
show var1.arlm(12,name=lmout)
The first line declares and estimates a VAR with 6 lags. The second line displays the serial correlation LM tests for lags up to 12 and stores the statistics in a matrix named LMOUT.
Cross-references
See “Diagnostic Views” on page 722 of the User’s Guide for other VAR diagnostics. See also qstats (p. 412) for related multivariate residual autocorrelation Portmanteau tests.