284—Appendix B. Command Reference
var term.ec(b,2) 1 2 4 4 tb1 tb3 tb6 @ d2 d3 d4
declares a var object TERM and estimates a VEC with lagged first differences of order 1, 2, 4, three endogenous variables, three exogenous variables, and two cointegrating equations using trend option “b”.
Cross-references
See “Vector Error Correction (VEC) Models” on page 747 of the User’s Guide for a discussion of VECs.
See also var (p. 528), coint (p. 245) and append (p. 205).
edftest |
Series View |
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Computes goodness-of-fit tests based on the empirical distribution function.
Syntax
Series View: series_name.edftest(options)
Options
General Options
type=arg |
Distribution to test: “normal” (Normal distribution), |
(default=”nomal”) |
“chisq” (Chi-square distribution), “exp” (Exponential |
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distribution), “xmax” (Extreme Value - Type I maxi- |
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mum), “xmin” (Extreme Value Type I minimum), |
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“gamma” (Gamma), “logit” (Logistic), “pareto” |
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(Pareto), “uniform” (Uniform). |
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p1=number |
Specify the value of the first parameter of the distribu- |
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tion (as it appears in the dialog). If this option is not |
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specified, the first parameter will be estimated. |
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p2=number |
Specify the value of the second parameter of the distri- |
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bution (as it appears in the dialog). If this option is not |
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specified, the second parameter will be estimated. |
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p3=number |
Specify the value of the third parameter of the distribu- |
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tion (as it appears in the dialog). If this option is not |
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specified, the third parameter will be estimated. |
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p |
Print test results. |
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endog—285
Estimation Options
The following options apply if iterative estimation of parameters is required:
b |
Use Berndt-Hall-Hall-Hausman (BHHH) algorithm. The |
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default is Marquardt. |
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m=integer |
Maximum number of iterations. |
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c=number |
Set convergence criterion. The criterion is based upon |
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the maximum of the percentage changes in the scaled |
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coefficients. |
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showopts / |
[Do / do not] display the starting coefficient values and |
-showopts |
estimation options in the estimation output. |
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s |
Take starting values from the C coefficient vector. By |
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default, EViews uses distribution specific starting val- |
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ues that typically are based on the method of the |
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moments. |
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Examples
x.edftest
uses the default settings to test whether the series X comes from a normal distribution. Both the location and scale parameters are estimated from the data in X.
freeze(tab1) x.edftest(type=chisq, p1=5)
tests whether the series x comes from a χ2 distribution with 5 degrees of freedom. The output is stored as a table object TAB1.
Cross-references
See “Empirical Distribution Tests” on page 321 of the User’s Guide for a description of the goodness-of-fit tests.
See also qqplot (p. 411).
endog |
Sspace View | System View | Var View |
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Displays a spreadsheet or graph view of the endogenous variables.
Syntax
Object View: |
object_name.endog(options) |
286—Appendix B. Command Reference
Note that endog and makeendog are no longer supported for model objects. See instead, makegroup (p. 355).
Options
g |
Multiple line graphs of the solved endogenous series. |
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p |
Print the table of solved endogenous series. |
Examples
sys1.endog(g,p)
prints the graphs of the solved endogenous series.
Cross-references
See also makeendog (p. 351), system (p. 497), sspace (p. 482) and var (p. 528).
equation |
Object Declaration |
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Declare an equation object. |
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Syntax |
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Command: |
equation eq_name |
Command: |
equation eq_name.method(options) specification |
Follow the equation keyword with a name and an optional specification. If you wish to enter the specification, you should follow the new equation name with a period, an estimation method, and the equation specification. Valid estimation methods are arch
(p. 206), binary (p. 222), censored (p. 238), count (p. 258), gmm (p. 310), ls (p. 345), ordered (p. 378), and tsls (p. 515).
Examples
equation cobdoug.ls log(y) c log(k) log(l)
declares and estimates an equation object named COBDOUG.
equation ces.ls log(y)=c(1)*log(k^c(2)+l^c(3))
declares an equation object named CES containing a nonlinear least squares specification.
equation demand.tsls q c p x @ x p(-1) gov
creates an equation object named DEMAND and estimates DEMAND using two-stage least squares with instruments X, lagged P, and GOV.
errbar—287
Cross-references
See the object reference entry for “Equation” (p. 157) for a summary of the equation object. Chapter 15, “Basic Regression”, on page 441 of the User’s Guide provides basic information on estimation and equation objects.
eqs |
Model View |
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View of model organized by equation.
Lists the equations in the model. This view also allows you to identify which equations are entered by text, or by link, and to access and modify the equation specifications.
Syntax
Model View: |
model_name.eqs |
Cross-references
See “Equation View” on page 794 of the User’s Guide for details. See Chapter 26, “Models”, on page 775 of the User’s Guide for a general discussion of models.
See also block (p. 223), text (p. 508), and vars (p. 529) for alternative representations of the model.
errbar
Command || Graph Command | Group View | Matrix View| Rowvector View| Sym View
Display error bar graph view of object, or change existing graph object type to error bar (if possible).
Sets the graph type to error bar or displays an error bar view of the group. If there are two series in the graph or group, the error bar will show the high and low values in the bar. The optional third series will be plotted as a symbol. When used as a matrix view, the columns of the matrix are used in place of series.
Syntax
Command: |
errbar(options) arg1 [arg2 arg3 ...] |
Graph Proc: |
graph_name.errbar(options) |
Object View: |
object_name.errbar(options) |
288—Appendix B. Command Reference
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 error bar graph. |
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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.
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 settion), “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). |
Examples
The following commands:
group g1 x y