- •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
402—Appendix B. Command Reference
pagestruct(freq=a, start=1950)
pagestruct(none)
Cross-references
For extensive discussion, see “Structuring a Workfile” beginning on page 205 in the User’s Guide.
pageunstack Command
Unstack workfile page (convert repeated observations to repeated series).
Create a new workfile page by taking series objects (series, alphas, or links) in the default workfile page and breaking them into multiple series (or alphas), one for each distinct value found in a user supplied list of series objects. Typically used on a page with a panel structure.
Syntax
Command: pageunstack(options) stack_id obs_id [@ series_to_unstack]
where stack_id is a single series containing the unstacking ID values used to identify the individual unstacked series, obs_id is a series containing the observation IDs, and series_to_unstack is an optional list of series objects to be copied to the new workfile.
Options
namepat |
Specifies the pattern from which unstacked series |
=name_pattern |
names are constructed, where “*” indicates the original |
|
series name and “?” indicates the stack ID. |
|
By default the name_pattern is “*?”, indicating, for |
|
example, that if we have the IDs “US”, “UK”, “JPN”, |
|
the unstacked series corresponding to the series GDP |
|
should be named “GDPUS”, “GDPUK”, “GDPJPN” in |
|
the unstacked workfile page. |
|
|
wf=wf_name |
Optional name for the new workfile. If not provided, |
|
EViews will create a new page in the default workfile. |
|
|
page=page_name |
Optional name for the page in the destination workfile. |
|
If not provided, EViews will use the next available |
|
name of the form “Untitled##”, where ## is a number. |
|
|
pageunstack—403
Examples
Consider a workfile that contains the series GDP and CONS which contain the values of Gross Domestic Product and consumption for three countries stacked on top of each other. Suppose further there is an alpha object called COUNTRY containing the observations “US”, “UK”, and “JPN”, which identify which from which country each observation of GDP and CONS comes. Finally, suppose there is a date series DATEID which identifies the date for each observation. The command:
pageunstack country dateid @ gdp cons
creates a new workfile page using the workfile frequency and dates found in DATEID. The page will contain the 6 series GDPUS, GDPUK, GDPJPN, CONSUS, CONSUK, and CONSJPN corresponding to the unstacked GDP and CONS.
Typically the source workfile described above would be structured as a dated panel with the cross-section ID series COUNTRY and the date ID series DATEID. Since the panel has built-in date information, we may use the “@DATE” keyword as the DATEID. The command:
pageunstack country @date @ gdp cons
uses the date portion of the current workfile structure to identify the dates for the unstacked page..
The stack_id must be an ordinary, or an alpha series that uniquely identifies the groupings to use in unstacking the series. obs_id may be one or more ordinary series or alpha series, the combination of which uniquely identify each observation in the new workfile.
You may provide an explicit list of series to unstack following an “@” immediately after the obs_id. Wildcards may be used in this list. For example:
pageunstack country dateid @ g* c*
unstacks all series and alphas that have names that begin with “G” or “C’.
If no series_to_unstack list is provided, all series in the source workfile will be unstacked. Thus, the two commands:
pageunstack country dateid @ *
pageunstack country dateid
are equivalent.
By default, series are named in the destination workfile page by appending the stack_id values to the original series name. Letting “*” stand for the original series name and “?” for the stack_id, names are constructed as “*?”. This default may be changed using the “namepat=” option. For example:
404—Appendix B. Command Reference
pageunstack(namepat="?_*") country dateid @ gdp cons
creates the series US_GDP, UK_GDP, JPN_GDP, etc.
Cross-references
For additional discussion and examples, see “Unstacking a Workfile” on page 242 of the User’s Guide. See also pagestack (p. 396).
param |
Command |
|
|
Set parameter values.
Allows you to set the current values of coefficient vectors. The command may be used to provide starting values for the parameters in nonlinear least squares, nonlinear system estimation, and (optionally) ARMA estimation.
Syntax
Command: param coef_name1 number1 [coef_name2 number2 coef_name3 number3…]
List, in pairs, the names of the coefficient vector and its element number followed by the corresponding starting values for any of the parameters in your equation.
Examples
param c(1) .2 c(2) .1 c(3) .5
resets the first three values of the coefficient vector C.
coef(3) beta
param beta(2) .1 beta(3) .5
The first line declares a coefficient vector BETA of length 3 that is initialized with zeros. The second line sets the second and third elements of BETA to 0.1 and 0.5, respectively.
Cross-references
See “Starting Values” on page 485 of the User’s Guide for a discussion of setting initial values in nonlinear estimation.
pcomp—405
pcomp |
Group View |
|
|
Principal components analysis. |
|
Syntax |
|
Group View: |
group_name.pcomp(options) [ser1 ser2 ...] |
Enter the name of the group followed by a period, the keyword and optionally, a list of k names to store the first k principal components. Separate each name in the list with a space and do not list more names than the number of series in the group.
Options
cor (default) |
Use sample correlation matrix. |
|
|
cov |
Use sample covariance matrix. |
|
|
dof |
Degrees of freedom adjustment if “cov” option used. |
|
Default is no adjustment (compute sample covariance |
|
dividing by n rather than n − 1 ). |
|
|
eigval=vec_name |
Specify name of vector to hold the saved the eigenval- |
|
ues in workfile. |
|
|
eigvec=mat_name |
Specify name of matrix to hold the save the eigenvec- |
|
tors in workfile. |
|
|
p |
Print results. |
Examples
group g1 x1 x2 x3 x4
freeze(tab1) g1.pcomp(cor, eigval=v1, eigvec=m1) pc1 pc2
The first line creates a group named G1 containing the four series X1, X2, X3, X4. The second line stores the first two principal components of the sample correlation matrix in series named PC1 and PC2. The output view is stored in a table named TAB1, the eigenvalues in a vector named V1, and the eigenvectors in a matrix named M1.
Cross-references
See “Principal Components” on page 383 of the User’s Guide for further discussion.
406—Appendix B. Command Reference
pie
Command || Graph Command | Group View | Matrix View | Rowvector View | Sym View
Display pie graph view of data in object, or change existing graph object type to pie chart.
Display pie charts for any number of series or data in a matrix object. There will be one pie for each date or observation number, or each row of a matrix, provided the values are positive. Each series or column is shown as a wedge in a different color/pattern, where the width of the wedge equals the percentage contribution of the series/column to the total of all listed series.
Syntax
Command: |
pie(options) arg1 [arg2 arg3 ...] |
Object View: |
object_name.pie(options) |
Graph Proc: |
graph_name.pie(options) |
To use pie as a command, simply list the name of one or more series or groups, or a matrix object to include in the pie chart. You may also change the exiting graph type by using pie as a proc. Simply list the graph name, followed by a period, and the pie keyword.
Options
o= template |
Use appearance options from the specified template. |
|
template may be a predefined template keyword |
|
(‘default” - current global defaults, “classic”, “modern”, |
|
“reverse”, “midnight”, “spartan”, “monochrome”) or a |
|
graph in the workfile. |
|
|
t=graph_name |
Use appearance options and copy text and shading from |
|
the specified graph. |
|
|
b / -b |
[Apply / Remove] bold modifiers of the base template |
|
style specified using the “o=” option above. |
|
|
w / -w |
[Apply / Remove] wide modifiers of the base template |
|
style specified using the “o=” option above. |
|
|
p |
Print the pie graph. |
|
|
The options which support the “-” may be proceeded by a “+” or “-” indicating whether to turn on or off the option. The “+” is optional.
pie—407
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 |
|
across cross-sections), “mean1se” (plot mean and +/- |
|
1 standard deviation summaries), “mean2sd” (plot |
|
mean and +/- 2 s.d. summaries), “mean3sd” (plot |
|
mean and +/- 3 s.d. summaries), “median” (plot |
|
median across cross-sections), “med25” (plot median |
|
and +/- .25 quantiles), “med10” (plot median and +/- |
|
.10 quantiles), “med05” (plot median +/- .05 quan- |
|
tiles), “med025” (plot median +/- .025 quantiles), |
|
“med005” (plot median +/- .005 quantiles), “med- |
|
mxmn” (plot median, max and min). |
Examples
smpl 1990 1995
pie cons inv gov
shows six pie charts, each divided into CONS, INV, and GOV.
graph gr1.line cons inv gov
gr1.pie
creates a line graph GR1 and then changes the graph to a pie chart.
gr1.pie(o=midnight, b, w)
creates a pie graph using the group G1, applying the settings of the predefined template “midnight”, with the bold and wide modifiers.
Cross-references
See Chapter 14 of the User’s Guide for a discussion of graphs and templates.
See also graph (p. 316) for graph declaration and other graph types.
