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412—Appendix B. Command Reference

Examples

equation eq1.binary(d=l) work c edu age race

eq1.makeresid(o) res1

res1.qqplot(l)

estimates a logit, retrieves the residuals, and plots the quantiles of the residuals against the quantiles from the logistic distribution. If the error distribution is correctly specified, the QQ-plot should lie on a straight line.

Cross-references

See “Quantile-Quantile” on page 391 of the User’s Guide for a discussion of QQ-plots.

See also cdfplot (p. 235).

qstats

Var View

 

 

Multivariate residual autocorrelation Portmanteau tests.

Syntax

Var View:

var_name.qstats(h, options)

You must specify the highest order of lag h to test for serial correlation. h must be larger than the VAR lag order.

Options

name=arg Save Q-statistics in the named matrix object. The matrix has two columns: the first column contains the unmodifiedQ-statistic; the second column contains the modified Q-statistics.

p

Print the Portmanteau test results.

Examples

var var1.ls 1 6 lgdp lm1 lcpi

show var1.qstats(l2, name=q)

The first line declares and estimates a VAR. The second line displays the portmanteau tests for lags up to 12, and stores the Q-statistics in a matrix named Q.

ranhaus—413

Cross-references

See “Diagnostic Views” on page 722 of the User’s Guide for a discussion of the Portmanteau tests and other VAR diagnostics.

See arlm (p. 213) for a related multivariate residual serial correlation LM test.

range

Command

 

 

Reset the workfile range for a regular frequency workfile.

No longer supported. See the replacement command pagestruct (p. 399).

ranhaus

Equation View | Pool View

 

 

Test for correlation between random effects and regressors using Hausman test.

Tests the hypothesis that the random effects (components) are correlated with the righthand side variables in a panel or pool equation setting. Uses Hausman test methodology to compare the results from the estimated random effects specification and a corresponding fixed effects specification. If the estimated specification involves two-way random effects, three separate tests will be performed; one for each set of effects, and one for the joint effects.

Only valid for panel or pool regression equations estimated with random effects. Note that the test results may be suspect in cases where robust standard errors are employed.

Syntax

Object View:

eq_name.ranhaus(options)

Options

p

Print output from the test.

 

 

Examples

equation eq1.ls(cx=r) sales c adver lsales

eq1.ranhaus

estimates a specification with cross-section random effects and tests whether the random effects are correlated with the right-hand side variables ADVER and LSALES using the Hausman test methodology.

414—Appendix B. Command Reference

Cross-references

See also testadd (p. 500), testdrop (p. 503), fixedtest (p. 299), and wald (p. 530).

read

Command || Coef Proc | Matrix Proc | Pool Proc | Rowvector Proc | Sym Proc | Vector Proc

Import data from a foreign disk file into an existing EViews workfile.

May be used to import data into an existing workfile from a text, Excel, or Lotus file on disk. Used as a command, it imports data into series in the workfile. When used as a procedure, read imports data directly into pool and matrix objects.

Syntax

Command:

read(options) [path\]file_name name1 [name2 name3 ...]

Command:

read(options) [path\]file_name n

Coef Proc:

coef_name.read(options) [path\]file_name

Pool Proc:

pool_name.read(options) [path\]file_name pool_ser1 [pool_ser2

 

pool_ser3 ...]

Matrix Proc:

matrix_name.read(options) [path\]file_name

You must supply the name of the source file. If you do not include the optional path specification, EViews will look for the file in the default directory. Path specifications may point to local or network drives. If the path specification contains a space, you may enclose the entire expression in double quotation marks.

The input specification follows the source file name. In the command form of read, there are two ways to specify the input series. First, you may list the names of the series in the order they appear in the file. Second, if the data file contains a header line for the series names, you may specify the number, n, of series in the file instead of a list of names. EViews will name the n series using the names given in the header line. If you specify a number and the data file does not contain a header line, EViews will name the series as SER01, SER02, SER03, and so on.

For the pool proc form of read, you must provide a list of ordinary or pool series.

Options

File type options

:

t=dat, txt

ASCII (plain text) files.

 

 

t=wk1, wk3

Lotus spreadsheet files.

read—415

t=xls

Excel spreadsheet files.

 

 

If you do not specify the “t” option, EViews uses the file name extension to determine the file type. If you specify the “t” option, the file name extension will not be used to determine the file type.

Options for ASCII text files

t

Read data organized by series (or transpose the data for

 

matrix objects). Default is to read by observation with

 

series in columns.

 

 

na=text

Specify text for NAs. Default is “NA”.

 

 

d=t

Treat tab as delimiter (note: you may specify multiple

 

delimiter options). The default is “d=c” only.

 

 

d=c

Treat comma as delimiter.

 

 

d=s

Treat space as delimiter.

 

 

d=a

Treat alpha numeric characters as delimiter.

 

 

custom =

Specify symbol/character to treat as delimiter.

symbol

 

 

 

mult

Treat multiple delimiters as one.

 

 

name

Series names provided in file.

 

 

label=integer

Number of lines between the header line and the data.

 

Must be used with the “name” option.

 

rect (default) / [Treat / Do not treat] file layout as rectangular.

norect

 

 

 

skipcol =

Number of columns to skip. Must be used with the

integer

“rect” option.

 

 

skiprow =

Number of rows to skip. Must be used with the “rect”

integer

option.

 

 

comment=

Specify character/symbol to treat as comment sign.

symbol

Everything to the right of the comment sign is ignored.

 

Must be used with the “rect” option.

 

 

singlequote

Strings are in single quotes, not double quotes.

 

 

dropstrings

Do not treat strings as NA; simply drop them.

 

 

negparen

Treat numbers in parentheses as negative numbers.

 

 

416—Appendix B. Command Reference

allowcomma

Allow commas in numbers (note that using commas as

 

a delimiter takes precedence over this option).

 

 

currency=

Specify symbol/character for currency data.

symbol

 

 

 

Options for spreadsheet (Lotus, Excel) files

t

Read data organized by series (or transpose the data for

 

matrix objects). Default is to read by observation with

 

series in columns.

 

 

letter_number

Coordinate of the upper-left cell containing data.

(default=“b2”)

 

 

 

s=sheet_name

Sheet name for Excel 5–8 Workbooks.

 

 

Options for pool reading

bycross

Stack pool data by [cross-section / date or period] (only

(default) /

for pool write).

byper

 

 

 

Examples

read(t=dat,na=.) a:\mydat.raw id lwage hrs

reads data from an ASCII file MYDAT.RAW in the A: drive. The data in the file are listed by observation, the missing value NA is coded as a “.” (dot or period), and there are three series, which are to be named ID, LWAGE, HRS (from left to right).

read(a2,s=sheet3) cps88.xls 10

reads data from an Excel file CPS88 in the default directory. The data are organized by observation, the upper left data cell is A2, and 10 series are read from a sheet named SHEET3 using names provided in the file.

read(a2, s=sheet2) "\\network\dr 1\cps91.xls" 10

reads the Excel file CPS91 from the network drive specified in the path.

Cross-references

See “Importing Data” on page 103 of the User’s Guide for a discussion and examples of importing data from external files.

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