bplabel—231
lgdp.bpf(type=bk,low=6,high=32,lag=12,nogain)
In this example, we have also overridden the default by specifying a fixed lag of 12 (quarters). Since we have omitted the name for the cyclical series, EViews will create a series with a name like BPFILTER01 to hold the results.
To compute the asymmetric Christiano-Fitzgerald filter, we might enter a command of the form:
lgdp.bpf(type=cfasym,low=6,high=32,noncyc=non1,weight=wm) cyc0
The cyclical components are saved in CYC0, the non-cyclical in NON1, and the weighting matrix in WM.
Cross-references
See “Frequency (Band-Pass) Filter” on page 355. See also hpf (p. 323).
bplabel |
Graph Proc |
|
|
Specify labeling of the bottom axis in boxplots.
Sets options that are specific to the appearance of the bottom axis of boxplots.
Additional options that affect the appearance of the axis may be set using axis (p. 217) using the “bottom” option. These options include tick control, label and font options, and grid lines.
Syntax
Graph Proc: |
graph_name.bplabel option_list |
The option_list may contain one or more of the following:
232—Appendix B. Command Reference
interval(step_size [, |
Specify the label frequency: step_size can take on one of |
steps] [,align_id]) |
the following values: “auto” (automatic), “ends” (only |
(default step_size |
label endpoints; first and last boxplot), “cust” (custom |
=“auto”) |
labels that use align_id and steps to determine which |
|
labels to display). |
|
steps is an optional number indicating the number of |
|
steps between labels (a single step is defined as one |
|
box). The default value is automatically determined. |
|
align_id is an optional integer representing a box num- |
|
ber to be used as a base. The base box will always |
|
receive a label, and subsequent labeling will be deter- |
|
mined using the specified steps. The default value is 1. |
|
Note: the align_id may lie above the current number of |
|
boxes. |
|
|
angle(arg) |
Rotates the text label to the specified angle, where arg |
|
can be either a number, measured from -90 to 90 |
|
degrees, or “auto” (or “a”) for automatically determined |
|
angling. The angle is measured in 15 degree incre- |
|
ments, counterclockwise from the horizontal axis. |
|
|
label(id[,"text"]) / |
[Show / Hide] the label of the id box. text is a new label |
-label(id[,"text"]) |
for the box, and should be enclosed in quotes. |
|
You may optionally precede the “label” keyword with |
|
“+”. |
|
|
Examples
graph01.bplabel interval(ends) angle(45)
will display the endpoint labels only at a 45 degree angle.
graph01.bplabel interval(cust, 10, 2) label(2, "North")
displays labels on every tenth box, centered around the second. The label for the second box is also changed to “North”.
Cross-references
See “Boxplots” on page 407 of the User’s Guide for a description of boxplots.
See setelem (p. 449) to modify line and symbol attributes. See also setbpelem (p. 445), options (p. 375), axis (p. 217), and scale (p. 433).
cause—233
cause |
Command || Group View |
|
|
Granger causality test.
Performs pairwise Granger causality tests between (all possible) pairs of the listed series or group of series.
Syntax
Command: cause(n, options) ser1 ser2 ser3
Group View: |
group_name.cause(n, options) |
In command form, you should list the series or group of series for which you wish to test for Granger causality.
Options
You must specify the number of lags n to use for the test by providing an integer in parentheses after the keyword. Note that the regressors of the test equation are a constant and the specified lags of the pair of series under test.
Other options:
p |
Print output of the test. |
|
|
Examples
To compute Granger causality tests of whether GDP Granger causes M1 and whether M1 Granger causes GDP, you may enter the command:
cause(4) gdp m1
The regressors of each test are a constant and four lags of GDP and M1.
The commands:
group macro m1 gdp r
macro.cause(12,p)
print the result of six pairwise Granger causality tests for the three series in the MACRO group. The regressors of each test are a constant and twelve lags of the two series under test (and do not include lagged values of the third series in the group).
Cross-references
See “Granger Causality” on page 386 of the User’s Guide for a discussion of Granger’s approach to testing hypotheses about causality.
234—Appendix B. Command Reference
See also var (p. 528).
ccopy |
Command |
|
|
Copy one or more series from the DRI Basic Economics database to EViews data bank (.DB) files.
You must have the DRI database installed on your computer to use this feature.
Syntax
Command: |
ccopy series_name |
Type the name of the series or wildcard expression for series you want to copy after the ccopy keyword. The data bank files will be stored in the default directory with the same name as the series names in the DRI database. You can supply path information to indicate the directory for the data bank files.
Examples
The command:
ccopy lhur
copies the DRI series LHUR to LHUR.DB file in the default path directory.
ccopy b:gdp c:\nipadata\gnet
copies the GDP series to GDP.DB file in the B: drive and the GNET series to the GNET.DB file in C:\NIPADATA.
Cross-references
See also cfetch (p. 239), clabel (p. 242), store (p. 490), fetch (p. 291).
cd |
Command |
|
|
Change default directory.
The cd command changes the current default working directory. The current working directory is displayed in the “Path=...” message in the bottom right of the EViews window.
Syntax
Command: |
cd path_name |