Series

Series of numeric observations. An EViews series contains a set of observations on a numeric variable.

Series Declaration

frml create numeric series object with a formula for auto-updating.

genr create numeric series object.

series declare numeric series object.

To declare a series, use the keyword series or alpha followed by a name, and optionally, by an “=” sign and a valid numeric series expression:

series y

genr x=3*z

If there is no assignment, the series will be initialized to contain NAs.

Note: to convert data between series and vectors, see “Copying Data Between Matrix And Other Objects”, stom, stomna, mtos.

Series Views

bdstest BDS independence test.

buroot carries out unit root tests which allow for a single breakpoint.

correl correlogram, autocorrelation and partial autocorrelation functions.

display display table, graph, or spool in object window .

edftest empirical distribution function tests.

forceval evaluate different forecasts of a series, and perform the forecast combination test .

freq one-way tabulation.

hist descriptive statistics and histogram.

label label information for the series.

lrvar compute the symmetric, one-sided, or strict one-sided long-run variance of a series.

pancov compute covariances, correlations, and other measures of association for a panel series.

panpcomp perform principal components analysis on a panel series.

sheet spreadsheet view of the series.

statby statistics by classification.

stats descriptive statistics table.

testby equality test by classification.

teststat simple hypothesis tests.

uroot unit root test.

vratio compute Lo and MacKinlay variance ratio test, or Wright rank, rank-score, or sign-based forms of the test.

Series Graph Views

Graph creation views are discussed in detail in “Graph Creation Command Summary”.

area area graph of the series.

bar bar graph of the series.

boxplot boxplot graph.

distplot distribution graph.

dot dot plot graph.

line line graph of the series.

qqplot quantile-quantile plot.

seasplot seasonal line graph.

spike spike graph.

Series Procs

adjust modify or fill in the values in a series .

autoarma forecast from a series using an ARIMA model with automatic determination of the specification .

bpf compute and display band-pass filter.

classify recode series into classes defined by a grid, specified limits, or quantiles.

clearhist clear the contents of the history attribute .

displayname set display name.

distdata save distribution plot data to a matrix.

ets perform Error-Trend-Season (ETS) estimation and exponential smoothing .

fill fill the elements of the series.

forcavg average forecasts of a series.

hpf Hodrick-Prescott filter.

insertobs shift the observations of the series up or downwards, inserting blank observations.

ipolate interpolate missing values.

makepanpcomp save the scores from a principal components analysis of a panel series .

makewhiten whiten the series.

map assign or remove value map setting.

movereg seasonally adjust series using the movereg method .

olepush push updates to OLE linked objects in open applications .

seas seasonal adjustment for quarterly and monthly time series.

setconvert set default frequency conversion method.

smooth exponential smoothing.

stl seasonally adjust series using the STL decomposition method

tramoseats seasonal adjustment using Tramo/Seats.

x11 seasonal adjustment by Census X11 method for quarterly and monthly time series.

x12 seasonal adjustment by Census X12 method for quarterly and monthly time series.

x13 seasonally adjust series using the Census X-13ARIMA-SEATS method .

Series Data Members

String values

@attr(“arg”) string containing the value of the arg attribute, where the argument is specified as a quoted string.

@description string containing the Series object’s description (if available).

@depends string containing a list of the series in the current workfile on which this series depends.

@detailedtype string with the object type: “SERIES”, if an ordinary series, or “LINK”, if defined by link.

@displayname string containing the Series object’s display name. If the Series has no display name set, the name is returned.

@first string containing the date or observation number of the first non-NA observation of the series. In a panel workfile, the first date at which any cross-section has a non-NA observation is returned.

@firstall returns the same as @first, however in a panel workfile, the first date at which all cross-sections have a non-NA observation is returned.

@last string containing the date or observation number of the last non-NA observation of the series. In a panel workfile, the last date at which any cross-section has a non-NA observation is returned.

@lastall returns the same as @last, however in a panel workfile, the last date at which all cross-sections have a non-NA observation is returned.

@name string containing the Series object’s name.

@remarks string containing the Series object’s remarks (if available).

@source string containing the Series object’s source (if available).

@type string with the object type: “SERIES”.

@units string containing the Series object’s units description (if available).

@updatetime string represent of the time and date at which the Series was last updated.

Scalar values

@obs scalar containing the number of non-NA observations.

(i) i-th element of the series from the beginning of the workfile (when used on the left-hand side of an assignment, or when the element appears in a matrix, vector, or scalar assignment).

Series Element Functions

@elem(ser, "j") function to access the j-th observation of the series SER, where j identifies the date or observation.

Series Examples

You can declare a series in the usual fashion:

series b=income*@mean(z)

series blag=b(1)

Note that the last example above involves a series expression so that B(1) is treated as a one-period lead of the entire series, not as an element operator. In contrast:

scalar blag1=b(1)

evaluates the first observation on B in the workfile.

Once a series is declared, views and procs are available:

a.qqplot

a.statby(mean, var, std) b

To access individual values:

scalar quarterlyval = @elem(y, "1980:3")

scalar undatedval = @elem(x, "323")