494—Appendix B. Command Reference

deriv=keyword Set derivative methods. The argument keyword should be a oneor two-letter string. The first letter should either be “f” or “a” corresponding to fast or accurate numeric derivatives (if used). The second letter should be either “n” (always use numeric) or “a” (use analytic if possible). If omitted, EViews will use the global defaults.

Examples

sys1.sur(i)

estimates SYS1 by SUR, iterating simultaneously on the weighting matrix and coefficient vector.

nlsys.sur(showopts,m=500)

estimates NLSYS by SUR with up to 500 iterations. The “showopts” option displays the starting values.

Cross-references

See Chapter 23, “System Estimation”, on page 693 of the User’s Guide for a discussion of system estimation.

Estimate factorization matrix for structural innovations.

Syntax

The var object must previously have been estimated in unrestricted form.

You must specify the identifying restrictions either in text form by the append proc or by a pattern matrix option. See “Specifying the Identifying Restrictions” on page 731 of the User’s Guide for details on specifying restrictions.

Options

You must specify one of the following restriction type:

496—Appendix B. Command Reference

'fill matrix in row major order

pata.fill(by=r) 1,0,0, na,1,0, na,na,1

matrix(3,3) patb

pata.fill(by=r) na,0,0, 0,na,0, 0,0,na

var1.svar(rtype=patsr,namea=pata,nameb=patb)

The first line declares and estimates a VAR with three variables. Then we create the shortrun pattern matrices and estimate the factorization matrix.

var var1.ls 1 8 dy u @

var1.append(svar) @lr1(@u1)=0

freeze(out1) var1.svar(rtype=text)

The first line declares and estimates a VAR with two variables without a constant. The next two lines specify a long-run restriction in text form and stores the estimation output in a table object named OUT1.

Cross-references

See “Structural (Identified) VARs” on page 731 of the User’s Guide for a discussion of structural VARs.

Declare a symmetric matrix object.

The sym command declares and optionally initializes a matrix object.

Syntax

Command: sym(n) sym_name[=assignment]

sym takes an optional argument n specifying the row and column dimension of the matrix and is followed by the name you wish to give the matrix.

You may also include an assignment in the sym command. The sym will be resized, if necessary. Once declared, symmetric matrices may be resized by repeating the sym command for a given matrix name.

Examples

sym mom

declares a symmetric matrix named MOM with one zero element.

table—497

sym y=@inner(x)

declares a symmetric matrix Y and assigns to it the inner product of the matrix X.

Cross-references

See “Matrix Language” on page 23 for a discussion of matrix objects in EViews.

See also matrix (p. 366).

Declare system of equations.

Syntax

Command: system system_name

Follow the system keyword by a name for the system. If you do not provide a name, EViews will open an untitled system object (if in interactive mode).

Examples

system mysys

creates a system named MYSYS.

Cross-references

Chapter 23, “System Estimation”, on page 693 of the User’s Guide provides a full discussion of system objects.

See append (p. 205) for adding specification lines to an existing system. The system object is described in greater detail in “System” (p. 184).

Declare a table object.

The table command declares and optionally sizes a table object.

Syntax

Command: table(rows,cols) table_name