- •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
pagecontract—385
takes only the INCOME and CONS series from the PAGE1 of the NEWDATA workfile, and appends them to the current workfile page.
pageappend(alltypes, suffix="_1") mydata
appends all objects from MYDATA, merging series with matching names, and renaming other matching objects by appending “_1” to the end of the name.
Cross-references
See “Appending to a Workfile” on page 232 of the User’s Guide for discussion.
See also pagecopy (p. 386).
pagecontract Command
Contract the active workfile page according to the specified sample.
Syntax
Command: pagecontract smpl_spec
where smpl_spec is a sample specification. Contraction removes observations not in specified sample from the active workfile page. Note that since this operation is performed in place, you may wish to backup your original page (see pagecopy (p. 386)) prior to contracting.
Examples
pagecontract if income<50000 and race=2
removes all observations with INCOME values less than or equal to 50000 and RACE not equal to 2.
pagecontract 1920 1940 1945 2000
removes observations for the years 1941 to 1944.
Cross-references
See “Contracting a Workfile” on page 235 of the User’s Guide for discussion.
See also pagecopy (p. 386).
386—Appendix B. Command Reference
pagecopy Command
Copies all or part of the active workfile page to a new workfile, or to a new page within the default workfile.
Syntax
Command: pagecopy(options) [object_list]
where the optional object_list specifies the workfile objects to be copied. If object_list is not provided, all objects will be copied subject to the option restrictions discussed below.
If copying objects to a new page within the default workfile, you may choose to copy series objects (series, alphas, and links) by value or by link (by employing the “bylink” option). If you elect to copy by value, links in the source page will converted to ordinary series and alpha objects when they are copied. If you copy by link, series and alpha objects in the source page are converted to links when copied. The default is to copy by value.
If you copy objects to a new workfile, data objects must be copied by value.
Options
bylink |
Specifies that series and alpha objects be copied as |
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links to the source page. This option is not available if |
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you use the “wf=” option, since linking requires that |
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the destination page be in the same workfile as the |
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source page. Automatically sets the “dataonly” option |
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so that only series, alphas, links, and valmaps will be |
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copied. |
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smpl=smpl_spec |
Specifies an optional sample identifying which observa- |
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tions from the source page are to be copied. Either pro- |
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vide the sample range in double quotes or specify a |
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named sample object. The default is “@all”. |
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rndobs=integer |
Copy only a random subsample of integer observations |
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from the specified sample. Not available with “bylink” |
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or “rndpct”. |
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rnpct=arg |
Copy only a random subsample of arg (a number |
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between 0 and 1) of the specified sample. Not available |
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with “bylink” or “rndobs”. |
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pagecopy—387 |
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dataonly |
Only series, alphas, links, and valmaps should be cop- |
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ied. The default is to copy all objects (unless the |
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“bylink” option is specified, in which case only series |
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objects are copied). |
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nolinks |
Do not copy links from the source page. |
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wf=wf_name |
Optional name for the destination workfile. If not pro- |
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vided, EViews will create a new untitled workfile. Not |
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available if copying using the “bylink” option. |
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page=page_name |
Optional name for the newly created page. If not pro- |
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vided, EViews will use the next available name of the |
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form “Untitled##”, where ## is a number. |
Examples
pagecopy(page=allvalue, wf=newwf)
will first create a new workfile named NEWWF, with a page ALLVALUE that has the same structure as the current page. Next, all of the objects in the active workfile page will be copied into the new page, with the series objects copied by value. In contrast,
pagecopy(bylink, page=alllink)
will instead create a page ALLLINK in the existing workfile, and will copy all series objects by creating links in the new page.
pagecopy(page=partcopy, bylink, smpl="1950 2000 if gender=""male""") a* *z
will create a new page named PARTCOPY in the existing workfile containing the specified subsample of observations, and will copy all series objects in the current page beginning with the letter “A” or ending with the letter “Z”. The objects will be copied by creating links in the new page.
pagecopy(page=rndcopy, smpl="1950 2000 if gender=""male""", rndobs=200, dataonly, nolinks)
creates a new workfile and page RNDCOPY containing a 200 observation random sample from the specified subsample. Series and alpha objects only will be copied by value from the source page.
Cross-references
See “Copying from a Workfile” on page 236 of the User’s Guide for discussion.
See also pageappend (p. 383).
388—Appendix B. Command Reference
pagecreate Command
Create a new page in the default workfile. The new page becomes the active page.
Syntax
Command: pagecreate(options) freq start_date end_date [num_cross_sections]
Command: pagecreate(options) u num_observations
Command: pagecreate(id_method[,options]) id_list [@srcpage page_list]
Command: pagecreate(idcross[,options]) id1 id2 [@srcpage page1 page2]
Command: pagecreate(idcross[,options]) id1 @range(freq, start_date, end_date) [@srcpage page1]
These different forms of the pagecreate command encompass three distinct approaches to creating a new workfile page: (1) regular frequency description or unstructured data description; (2) using the union or intersection of unique values from one or more ID series in existing workfile pages; (3) using the cross of unique values from two identifier series or from an identifier series and a date range. Each of these approaches is described in greater detail below.
Regular Frequency or Unstructured Description
The first two forms of the command permit you to create a new workfile page using a regular frequency or unstructured description:
•pagecreate(options) freq start_date end_date [num_cross_sections]
•pagecreate(options) u num_observations
The first form of the command should be employed to create a regular frequency page with the specified frequency, start, and end date. The freq argument may be specified as “a” (annual), “s” (semi-annual), “q” (quarterly), “m” (monthly), “w” (weekly), “d” (5-day daily), “7” (7-day daily). If you include the optional argument num_cross_sections, EViews will create a balanced panel page using integer identifiers for each of the cross-sections. Note that more complex panel structures may be defined using pagestruct (p. 399).
The second form of the command creates an unstructured workfile with the specified number of observations.
Note that these forms of the command are analogous to wfcreate (p. 531) except that instead of creating a new workfile, we create a new page in the default workfile.
pagecreate—389
Unique Values from a Set of Identifier Series
The next form of the command allows for creating pages from the unique values of one or more identifier series found in one or more workfile pages:
• pagecreate(id_method[,options]) identifier_list [@srcpage page_list]
The identifier_list should include one or more ID series. If more than one ID series is provided, EViews will use the values that are unique across all of the series. If you wish to create a page with a date structure, you should specify one of your identifiers using the special “@DATE” keyword identifier, enclosing the series (or the date ID component series) inside parentheses. If you wish to use the date ID values from the source workfile page, you may use the “@DATE” keyword without arguments.
The id_method describes how to handle unique ID values that differ across multiple pages:
byid |
Use the observed values of the series in the |
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identifier_list in specified page. |
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idunion / byid |
Use the union of the observed values of the series in the |
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identifier_list in the specified pages. |
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idintersect |
Use the intersection of the observed values of the series |
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in the identifier_list in the specified pages. |
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If the optional source page or list of source pages is not provided, EViews will use the default workfile page. Note that if a single workfile page is used, the two ID methods yield identical results.
Cross of Unique Values from Two Identifier Series or from an Identifier Series and a Date Range
The last two forms of the command create a new page by crossing the unique values in two ID series located in one or more pages, or by crossing an ID series from one page with a date range. First, you may specify a pair of identifiers, and optionally source pages where they are located,
• pagecreate(idcross[,options]) id1 id2 [@srcpage page1 page2]
You may instruct EViews to create a date structured page by specifying one of your two identifiers using a “@DATE” specification as described above.
Alternately, you may provide a single identifier and a range specification using the “@RANGE” keyword with a freq, start_date, and end_date, and optionally, the location of the identifier series.
•pagecreate(idcross[,options]) id1 @range(freq, start_date, end_date) [@srcpage page1]
390—Appendix B. Command Reference
Options
smpl=smpl_spec Specifies an optional sample identifying which observations to use when creating a page using the id_method option. Either provide the sample range in double quotes or specify a named sample object. The default is “@all”. When multiple source workfiels are involved, the specified sample must be valid for all workfiles.
page=page_name Optional name for the newly created page. If not provided, EViews will use the next available name of the form “Untitled##”, where ## is a number.
Examples
Regular Frequency or Unstructured Description
The two commands:
pagecreate(page=annual) a 1950 2005
pagecreate(page=unstruct) u 1000
create new pages in the existing workfile. The first page is an annual page named ANNUAL, containing data from 1950 to 2005; the second is a 1000 observation unstructured page named UNSTRUCT.
pagecreate(page=mypanel) a 1935 1954 10
creates a new workfile page named MYPANEL, containing a 10 cross-section annual panel for the years 1935 to 1954.
Unique Values from a Set of Identifier Series
pagecreate(id, page=statepage) state
creates a new page STATEIND using the distinct values of STATE in the current workfile page.
pagecreate(id, page=statepage) state industry
creates a new page named STATEIND, using the distinct STATE/INDUSTRY values in the active page.
pagecreate(id, page=stateyear) state @date(year)
pagecreate(id, page=statemonth) @date(year, month)
use STATE, along with YEAR, and the YEAR and MONTH series respectively, to form identifiers that will be used in creating the new dated workfile pages.
pagecreate—391
pagecreate(id, smpl="if sex=1") crossid @date
creates a new page using CROSSID and existing date ID values of the active workfile page. Note that only observations in the subsample defined by “@all if sex=1” are used to determine the unique values.
pagecreate(id, page=AllStates, smpl="if sex=""Female""") stateid @srcpage north south east west
creates a new page ALLSTATES structured using the union of the unique values of STATEID from the NORTH, SOUTH, EAST and WEST workfile pages that are in the sample “if sex="Female"”. Note the use of the double quote escape character for the double quotes in the sample string.
pagecreate(idintersect, page=CommonStates, smpl="1950 2005") stateid @srcpage page1 page2 page3
creates a new page name COMMONSTATES structured using the intersection of the unique values of STATEID taken from the pages PAGE1, PAGE2, and PAGE3.
Cross of Unique Values from Two Identifier Series or from an Identifier Series and a Date Range
pagecreate(idcross,page=UndatedPanel) id1 id2 @srcpage page1 page2
will add the new page UNDATEDPANEL to the current workfile. UNDATEDPANEL will be structured as an undated panel using values from the cross of ID1 from PAGE1 and ID2 from PAGE2.
To create a dated page using the “idcross” option, you must tag one of the identifiers using an “@DATE” specification:
pagecreate(idcross,page=AnnualPanel) id1 @date(year) @srcpage page1 page2
You may also specify the cross of an identifier with a date range:
pagecreate(idcross,page=QuarterlyPanel) id1 @range(q, 1950, 2006) @srcpage page1
creates a quarterly panel page named QUARTERLYPANEL using the cross of ID1 taken from PAGE1, and quarterly observations from 1950q1 to 2006q4.
Cross-references
See “Creating a Workfile Page” on page 62 of the User’s Guide for discussion.
See also wfcreate (p. 531) and pagedelete (p. 392).