with AR errors 558 Foreign data

open as workfile 27, 53 Formula

forecast 561

implicit assignment 139 normalize 140

specify equation by 446 Forward solution for models 805 Freeze 84

create graph from view 415 Freq

field in database query 282 Frequency conversion 83, 115, 939

DRI database 303

in dated data table 369 propagate NAs 117 undated series 119 using links 187

F-statistic 574, 577 for regression 453

F-test

for variance equality 321

Full information maximum likelihood 698

G

GARCH 601

ARCH-M model 603

asymmetric component model 616 backcasting 606

component models 615 exponential GARCH (EGARCH) 613 GARCH(1,1) model 601 GARCH(p,q) model 603 initialization 606

mean equation 605 multivariate 692

robust standard errors 607 threshold (TARCH) 613

Gauss file 54 Gauss-Newton 958

Gauss-Seidel algorithm 814, 959 Generalized error distribution 613 Generalized least squares 848 Generalized linear models 667

quasi-likelihood ratio test 662 robust standard errors 667

variance factor 668

Generalized method of moments. See GMM. Generalized residual

binary models 634 censored models 650 count models 663 ordered models 644 score vector 635 truncated models 656

Generate series 137 by command 140

dynamic assignment 139 for pool 838

implicit formula 139 using samples 138

Geometric moving average 144 GiveWin data 293

GLM (generalized linear model) 667 standard errors 667

Global optimum 953 GLS detrending 524 GMM

bandwidth selection 704 for systems 698

HAC weighting matrix 718 J-statistic 491

kernel options 704 orthogonality condition 488 overidentifying restrictions 491 prewhitening option 705, 720 single equation 488

system 716

White weighting matrix 717 Goldfeld-Quandt 957

Gompit models 624 Goodness-of-fit

adjusted R-squared 451 Andrews test 631, 668 forecast 553

Hosmer-Lemeshow test 631, 668 R-squared 451

Gradients 963

saving in series 965 summary 964

Granger causality 388 test in VAR 724

Graph