- •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
260—Appendix B. Command Reference
p |
Print the correlation matrix. |
Examples
group grp1 height weight age
grp1.cov
displays a 3 × 3 covariance matrix for the three series in GRP1.
Cross-references
See also cor (p. 255), @cor (p. 614), and @cov (p. 614).
create |
Command |
|
|
Create workfile.
No longer supported. This command has been replaced by wfcreate (p. 531) and pagecreate (p. 388).
cross |
Command || Group View |
|
|
Displays cross correlations (correlograms) for a pair of series.
Syntax
Command: cross(n,options) ser1 ser2 [ser3 ...]
Group View: |
group_name.cross(n,options) |
You must specify the number of lags n to use in computing the cross correlations as the first option. In command form, EViews will create an untitled group from the specified series and groups, and will display the cross correlation view for the group. When used as a group view, cross correlations will be computed for the first two series in the group.
Options
The following options may be specified inside the parentheses after the number of lags:
p |
Print the cross correlogram. |
|
|
data—261
Examples
cross(36) log(m1) dlog(cpi)
displays the cross correlogram between the log of M1 and the first difference of the log of CPI, using up to 36 leads and lags.
equation eq1.arch sp500 c
eq1.makeresid(s) res_std
cross(24) res_std^2 res_std
The first line estimates a GARCH(1,1) model and the second line retrieves the standardized residuals. The third line plots the cross correlogram squared standardized residual and the standardized residual, up to 24 leads and lags . This correlogram provides a rough check of asymmetry in the ARCH effect.
Cross-references
See “Cross Correlations and Correlograms” on page 385 of the User’s Guide for discussion.
data |
Command |
|
|
Enter data from keyboard.
Opens an unnamed group window to edit one or more series.
Syntax
Command: data arg1 [arg2 arg3 ...]
Follow the data keyword by a list of series and group names. You can list existing names or new names. Unrecognized names will cause new series to be added to the workfile. These series will be initialized with the value “NA”.
Examples
data group1 newx newy
opens a group window containing the series in group GROUP1, and the series NEWX and NEWY.
Cross-references
See “Entering Data” on page 104 of the User’s Guide for a discussion of the process of entering data from the keyboard.
262—Appendix B. Command Reference
datelabel |
Graph Proc |
|
|
Control labeling of the bottom date/time axis in time plots.
dates sets options that are specific to appearance of time/date labeling. Many of the options that also affect the appearance of the date axis are set by the axis (p. 217) command with the “bottom” option. These options include tick control, label and font options, and grid lines.
Syntax
Graph Proc: |
graph_name.datelabel option_list |
Options
format("datestring") datestring should be one of the supported data fromats describing how the date should appear. The datestring argument should be enclosed in double-quotes. For example, "yy:mm" specifies two-digit years followed bya colon delimited and then two-digit months. EViews provides considerable flexibility in formatting your dates. See “Date Formats” on page 132 for a complete description.
interval(step_size where step_size takes one of the following values:
[,steps][,align_date]) “auto” (steps and align_date are ignored), “ends” (only label endpoints; steps and align_date are ignored), “all” (label every point; the steps and align_date options are ignored), “obs” (steps are one observation), “year” (steps are one year), “m” (steps are one month), “q” (steps are one quarter).
steps is a number (default=1) indicating the number of steps between labels.
align_date is a date specified to receive a label.
Note, the align_date should be in the units of the data being graphed, but may lie outside the current sample or workfile range.
db—263
span / –span |
[Allow/Do not allow] date labels to span an interval. |
|
Consider the case of a yearly label with monthly ticks. |
|
If span is on, the label is centered on the 12 monthly |
|
ticks. If the span option is off, year labels are put on |
|
the first quarter or month of the year. |
|
|
Examples
graph1.datelabel format(yyyy:mm)
will display dates using four-digit years followed by the default delimiter “:” and a twodigit month (e.g. – “1974:04”).
graph1.datelabel format(yy:mm, q)
will display a two-digit year followed by a “q” separator and then a two-digit month (e.g. – “74q04”)
graph1.datelabel interval(y, 2, 1951)
specifies labels every two years on odd numbered years.
Cross-references
See Chapter 14, “Graphs, Tables, and Text Objects”, on page 413 of the User’s Guide for a discussion of graph options.
See also axis (p. 217), scale (p. 433). options (p. 375), and setelem (p. 449).
dates |
Graph Proc |
|
|
See the replacement command datelabel (p. 262). |
|
|
|
db |
Command |
|
|
Open or create a database.
If the specified database does not exist, a new (empty) database will be created and opened. The opened database will become the default database.
Syntax
Command: db(options) [path\]db_name [as shorthand_name]
