Numerics
1-step GMM
single equation
1
,
2
,
3
,
4
2sls (Two-Stage Least Squares)
1
,
2
,
3
,
4
,
5
,
6
,
7
diagnostics
dropped instruments
in systems
instrument orthogonality test
1
,
2
instrument summary
1
,
2
J-statistic
nonlinear
nonlinear with AR specification
order condition
panels
rank condition
regressor endogeneity test
1
,
2
residuals
system estimation
weak instruments
1
,
2
weighted in systems
1
,
2
,
3
weighted nonlinear
1
,
2
with AR specification
1
,
2
with MA specification
with pooled data
3sls (Three Stage Least Squares)
1
,
2
,
3
,
4
,
5
64-bit version
Default
– (dash)
negation
subtraction
?
pool cross section identifier
wildcard versus pool identifier
{
~, in backup file name
1
,
2
,
3
’ (comment character)
1
,
2
A
Abort key
abs
Absolute value
1
,
2
abtest
Across factors
Activate
workfile
Active window
add
1
,
2
,
3
Add arrow to graph
Add ellipse to graph
Add factor
1
,
2
assign
initialize
Add rectangles to graph
Add text to graph
1
,
2
,
3
Add title to graph
addarrow
addassign
addellipse
addfolder
spool
addin
Adding data
addinit
Add-ins
1
,
2
adding
creating
1
,
2
definition
delete
1
,
2
directory
1
,
2
downloading
examples
installation
installer file
management
naming
register
registration
removing
table of contents file
TOC ini
using
1
,
2
Addition operator (+)
addover
addrect
addtext
1
,
2
,
3
addtitle
adduo
ADF
See also Unit root tests.
1
,
2
adjust
1
,
2
Adjusted R-squared
for regression
Advanced database query
AIC
See also Akaike criterion.
AIPZ file
Akaike criterion
1
,
2
,
3
equation data member
1
,
2
for equation
pool data member
system data member
VAR data member
Alias
database
OBALIAS.INI file
object
align
Align multiple graphs
Almon lag
Almon weights
alpha
Alpha
sort
views
Alpha series
1
,
2
,
3
additional views
attribute setting
auto-updating
create
data members
declare
declaring and creating
element functions
genr
indentation
make valmap
maximum length
1
,
2
,
3
procs
spreadsheet view
1
,
2
truncation
1
,
2
unique values
views
Alphabetizing
Analysis of variance
1
,
2
,
3
,
4
,
5
,
6
by ranks
1
,
2
,
3
,
4
,
5
Analytical derivatives
logl
user defined optimization
1
,
2
Analytical graphs
and
And operator
1
,
2
Anderson-Darling test
1
,
2
,
3
,
4
Andrew’s automatic bandwidth
cointegrating regression
1
,
2
,
3
,
4
GMM estimation
long-run covariance estimation
panel cointegrating regression
robust standard errors
1
,
2
system GMM
Andrews automatic bandwidth
cointegrating regression
1
,
2
,
3
GMM estimation
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
Andrews function
Andrews test
1
,
2
,
3
,
4
Andrews-Quandt breakpoint test
1
,
2
ANOVA
1
,
2
,
3
,
4
,
5
,
6
by ranks
1
,
2
,
3
,
4
,
5
anticov
Anti-image covariance
append
logl
model
spool
sspace
system
valmap
var
Append specification line. See append.
Appending data
ar
AR roots
inverted
AR Roots (VAR)
AR specification
autoregressive error
forecast
in 2SLS
in ARIMA models
1
,
2
in nonlinear 2SLS
in nonlinear least squares
in pool
in systems
inverse roots of polynomial in VAR
seasonal
AR(1)
coefficient
Durbin-Watson statistic
estimation
AR(p)
estimation
Arc cosine
Arc sine
Arc tangent
1
,
2
arch
ARCH
correlogram test
error distribution
LM test
1
,
2
multivariate
news-impact graph
Nyblom stability test
See also GARCH.
1
,
2
,
3
sign-bias misspecification test
system
ARCH test
1
,
2
ARCH-M
1
,
2
,
3
archtest
1
,
2
ardl
1
,
2
ARDL
1
,
2
Bounds test
cointegrating relation
cointegration form
Dynamic multipliers
long-run coefficients
panel
1
,
2
pooled mean group estimation
1
,
2
similarity test
Symmetry test multipliers
area
Area band graph
Area graph
1
,
2
Arellano-Bond serial correlation test
1
,
2
ARFIMA
1
,
2
ARFIMA models
ARFIMA specification
Arguments
in programs
in subroutines
ARIMA
ARIMA models
automatic forecasting
1
,
2
automatic selection
1
,
2
automatic selection using X-13
1
,
2
,
3
,
4
Box-Jenkins approach
correlogram
diagnostic checking
difference operator
frequency spectrum
1
,
2
identification
impulse response
1
,
2
roots
1
,
2
specification
starting values
1
,
2
structure
1
,
2
X-13
ARIMAX
arlm
arma
ARMA terms
in models
seasonal
testing
using state spaces models for
ARMAX
Array expressions
arroots
Arrows
adding to a graph
1
,
2
Artificial regression
1
,
2
ASCII code
1
,
2
ASCII file
export coef to file
export matrix to file
export svector to file
export sym to file
export vector to file
1
,
2
import
open as workfile
open file as workfile
save table to file
save text object to file
Assign values to matrix objects
by element
converting series or group
copy
copy submatrix
1
,
2
fill procedure
Asymptotic test
attr
Attributes
1
,
2
adding
importing
list of
1
,
2
list of values
1
,
2
replacing
setting in alpha series
setting in coef
setting in equations
setting in factor objects
setting in geomaps
setting in graphs
setting in groups
setting in links
setting in logls
setting in matrices
setting in models
setting in pools
setting in rowvectors
setting in samples
setting in scalars
setting in series
setting in spools
setting in state spaces
setting in string objects
setting in svectors
setting in syms
setting in systems
setting in tables
setting in text objects
setting in user objects
setting in valmaps
setting in VARs
setting in vectors
viewing
1
,
2
Augmented Dickey-Fuller test
1
,
2
,
3
,
4
,
5
See also Unit root tests.
Augmented regression
Australian Bureau of Statistics
ABS
auto
1
,
2
Auto tab indent
autoarma
Auto-complete
command
object name
Autocorrelation
1
,
2
compute and display
1
,
2
,
3
,
4
,
5
multivariate VAR residual test
1
,
2
robust standard errors
Autocorrelation test See Serial correlation test
autocrop
Automatic bandwidth selection
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Automatic forecast
ARIMA
1
,
2
ETS smoothing
1
,
2
,
3
,
4
,
5
using X-13
1
,
2
Automatic variable selection
Automation
See Programs.
Autoregressive conditional heteroskedasticity
See ARCH and GARCH.
1
,
2
Autoregressive distributed lag
Autoregressive distributed lag models
See ARDL.
Autoregressive error. See AR.
Autoregressive spectral density estimator
Auto-search
database
Auto-search/GETS
1
,
2
Auto-series
forecasting
generate new series
1
,
2
in estimation
in groups
in regression
with database
autospec
Auto-updating graph
1
,
2
Auto-updating series
and databases
convert to ordinary series
1
,
2
,
3
converting to ordinary series
Autowrap
Auxiliary commands
summary
Auxiliary graphs
Auxiliary regression
1
,
2
Average log likelihood
Average shifted histogram
1
,
2
axis
Axis
assignment
characteristics
1
,
2
custom obs labels
customization by command
data ticks and lines
date labels
date ticks
duplicating
format
labels
1
,
2
,
3
location by command
remove custom date labels
rename label
scale
set scaling in graph
B
Backcast
in GARCH models
1
,
2
,
3
MA terms
1
,
2
,
3
Background color
1
,
2
,
3
,
4
Backup files
1
,
2
,
3
Backwards cumulative statistics
maximum
mean
median
minimum
NAs, number of
observations, number of
product
quantiles
standard deviation
1
,
2
,
3
sum
sum of squared values
variance
1
,
2
,
3
Bai Perron breakpoint test
1
,
2
computing in EViews
examples
Bai sequential breakpoint
estimation with
test
1
,
2
Balanced data
Balanced sample
Baltagi, Fend and Kao test
1
,
2
,
3
,
4
band
Band graph
Band-Pass filter
1
,
2
Bandwidth
Andrews
1
,
2
automatic selection See Automatic bandwidth selection
bracketing
1
,
2
,
3
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
kernel - technical details
kernel graph
1
,
2
local regression
long-run covariance estimation
1
,
2
Newey-West (automatic)
1
,
2
Newey-West (fixed)
panel cointegrating regression
robust standard errors
selection in system GMM
1
,
2
bar
Bar graph
1
,
2
Bartlett kernel
1
,
2
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Bartlett test
1
,
2
,
3
Batch mode
See also Program.
Baxter-King band-pass filter
1
,
2
Bayesian model averaging
Bayesian time-varying coefficients VAR See BTVCVAR
Bayesian VAR
posterior coefficient distribution
posterior error distribution
Bayesian VAR See BVAR
Bayesian VAR See BVAR
BDS test
1
,
2
,
3
bdstest
BEA
BEA data
Bekker standard errors
Berndt-Hall-Hall-Hausman (BHHH). See Optimization algorithms.
Beta
integral
integral, logarithm of
Bias proportion
BIC
See also Schwarz criterion.
1
,
2
,
3
Bin width
histograms
1
,
2
See also Binning
binary
1
,
2
Binary dependent variable
1
,
2
,
3
categorical regressors stats
1
,
2
error messages
estimation
estimation statistics
expectation-prediction table
fitted index
forecasting
goodness-of-fit
interpretation of coefficient
log likelihood
model prediction table
predicted probabilities
residuals
response curve
views
Binary estimation
dependent variable frequencies
1
,
2
perfect predictor
Binary file
1
,
2
Binning
1
,
2
,
3
categorical graphs
classifications
1
,
2
Binomial
coefficient function
coefficients, logarithm of
Binomial sign test
Bisquare function
Black and white
block
Block structure of model
Blom
1
,
2
Bloomberg data
1
,
2
BLS
BLS data
BLS MoveReg
BMA
BMP
Bohman kernel
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Bollerslev-Wooldridge
See ARCH.
1
,
2
,
3
Bonferroni
Boolean
and
or
Bootstrap
in quantile regression
1
,
2
,
3
rows of matrix
Bounded values
Bounds test
boundscheck
boundstest
Box-Cox transformation
Box-Jenkins
boxplot
Boxplot
1
,
2
as axis
customize individual elements
bpf
Break
1
,
2
breakls
1
,
2
Breakpoint estimation
1
,
2
,
3
coefficient labeling
estimation output
example
in EViews
specification view
Breakpoint test
1
,
2
,
3
,
4
,
5
2sls
Bai and Perron
1
,
2
Chow
estimation after
1
,
2
,
3
factor
for unit roots
1
,
2
GMM
1
,
2
multiple
1
,
2
Quandt-Andrews
See also Breakpoint estimation
unequal variance
unknown
Breakpoints
breaktest
Breitung
1
,
2
,
3
Breusch-Godfrey test
1
,
2
,
3
See Serial correlation.
1
,
2
Breusch-Pagan test
1
,
2
cross-section dependence
1
,
2
,
3
,
4
Bridge missing values
Brown-Forsythe test
1
,
2
,
3
Broyden’s method
1
,
2
,
3
BTVCVAR
1
,
2
estimation
forecasting
impulse response
memory
observation equation
posterior
posterior simulation
prior
process equation
procs
replication
residuals
working with a BTVCVAR
bubble
Bubble graph
Bubble plot
Bubble triplet graph
bubbletrip
Bureau of Economic Analysis
Bureau of Economic Analysis data
Bureau of Labor Statistics
Bureau of Labor Statistics data
buroot
BVAR
1
,
2
,
3
Litterman/Minnesota prior
normal-Wishart prior
priors
Sims-Zha prior
By-group statistics
1
,
2
,
3
C
C
coef vector
constant in regression
call
Call stack
Call subroutine
Cancel keystroke
Canonical cointegrating regression
1
,
2
,
3
,
4
Case-sensitivity
Categorical graphs
analytical
binning
category summaries
command specification
descriptive statistics
factor display settings
factor labeling
factor ordering
factors
identifying categories
line
See also Graphs.
specifying factors
summaries
Categorical regressor stats
1
,
2
,
3
Categorize
1
,
2
,
3
,
4
Category identifier
index
number of
Cauchy function
Causality
Dumitrescu-Hurlin
1
,
2
Granger’s test
1
,
2
,
3
panel data
cause
1
,
2
ccopy
cd
CD test
1
,
2
,
3
,
4
cdtest
1
,
2
CEIC
1
,
2
CEIC data
Cell
annotation
background color
1
,
2
,
3
borders
display format
display format See Display format
font selection
formatting
1
,
2
height
indentation See Indentation
justification See Justification
merging
merging multiple
selection
set text color
text color
1
,
2
width See Column width
censored
1
,
2
Censored dependent variable
1
,
2
,
3
estimation
expected dependent variable
fitted index
forecasting
goodness-of-fit tests
interpretation of coefficient
log likelihood
residuals
scale factor
specifying the censoring point
views
Census
Census data
Census X-11
historical
using X-12
1
,
2
Census X-12
1
,
2
seasonal adjustment options
Census X-13
1
,
2
cfetch
CGARCH
Change default directory
1
,
2
checkderivs
Chi-square
independence test in tabulation
1
,
2
,
3
statistic for Wald test
test for independence in n-way table
1
,
2
,
3
test for the median
1
,
2
,
3
Cholesky
Cholesky factor
in VAR normality test
chow
1
,
2
Chow test
1
,
2
breakpoint
forecast
n-step forecast
one-step forecast
Chow-Lin
frequency conversion method
1
,
2
,
3
Christiano-Fitzgerald band-pass filter
1
,
2
cinterval
Circular filtering
clabel
Classification
from series
1
,
2
,
3
Classification table
binary models
ordered models
sensitivity
specificity
classify
1
,
2
clear
Clear column labels
coef
Clear contents
group
series
Clear history
alpha
1
,
2
,
3
,
4
coef
equation
factor
geomap
graph
1
,
2
group
logl
matrix
model
1
,
2
sample
scalar
series
spool
sspace
svector
sym
system
table
text
userobj
valmap
VAR
vector
Clear remarks
alpha
coef
equation
factor
geomap
graph
group
link
logl
matrix
model
pool
rowvector
sample
scalar
series
spool
sspace
string
svector
sym
system
table
text
userobj
valmap
var
vector
Clear row labels
coef
clearcollabels
1
,
2
,
3
,
4
,
5
,
6
clearcontents
1
,
2
clearerrs
clearhist
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
,
24
,
25
,
26
,
27
,
28
,
29
clearowrlabels
clearremark
clearremarks
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
,
24
,
25
,
26
,
27
clearrowlabels
1
,
2
,
3
,
4
,
5
cleartext
Cleveland subsampling
close
Close
EViews
1
,
2
object
window
workfile
Cloud drive
1
,
2
,
3
,
4
Cluster
robust standard errors
Cluster robust (QML) standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
Clustering
by cross-section
1
,
2
,
3
,
4
by period
1
,
2
,
3
,
4
Cochrane-Orcutt
1
,
2
coef
export to disk
coef
Coef
attribute setting
data members
declare
display name
1
,
2
fill values
1
,
2
graph views
indentation
procs
spreadsheet view
views
Coef (coefficient vector)
default
update from equation
coefcov
1
,
2
,
3
,
4
,
5
Coefficient
common (pool)
covariance matrix
1
,
2
,
3
,
4
,
5
,
6
covariance matrix of estimates
cross-section specific (pool)
1
,
2
cross-validation graph
diagnostics
elasticity at means
1
,
2
estimated from regression
heteroskedasticity consistent covariances
Lambda path estimation table
Lambda path fit table
Lambda path matrix
1
,
2
Lambda patth graphs
maximum number in default
recursive estimates
regression
restrictions
scaled
1
,
2
See coef.
setting initial values
1
,
2
standard error
standardized
1
,
2
tests
1
,
2
update default coef vector
1
,
2
,
3
,
4
,
5
variance decomposition
1
,
2
vectors of
Coefficient restrictions
confidence ellipse
1
,
2
,
3
,
4
,
5
cross-equation
Coefficient uncertainty
1
,
2
,
3
coeflabel
coefmatrix
coefpath
coefscale
coint
1
,
2
,
3
,
4
Cointegratiion
rank determination
Cointegrating regression
1
,
2
,
3
equation specification
panel See Panel cointegrating regression.
Cointegrating regressors
panel
Cointegrating relation
ARDL
Cointegration
Engle-Granger test
1
,
2
,
3
Hansen instability test
1
,
2
Johansen test
1
,
2
make cointegrating relations from VEC
panel testing
1
,
2
Park added variable test
1
,
2
Phillips-Ouliaris test
1
,
2
,
3
pooled data testing
regression
residual tests
1
,
2
,
3
restrictions
See also Cointegrating regression.
test
1
,
2
,
3
,
4
,
5
,
6
,
7
test critical values
1
,
2
test from a VAR
cointgraph
cointreg
1
,
2
Collinearity
coefficient variance decomposition
1
,
2
test of
1
,
2
,
3
,
4
variance inflation factors
1
,
2
Color
@RGB specification
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
EViews application
graph frame
keywords for specifying
1
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21
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23
printing in
tables
Colormap
custom
high-low-median
positive and negative
single color
Colornmap
numeric range
colplace
Column
extract from matrix
matrix labels
1
,
2
number of columns in matrix
number of matching values
place in matrix
rowvector labels
1
,
2
stack matrix
stack matrix (lower triangle)
svector labels
svector label
sym labels
1
,
2
unstack into matrix
unstack into sym (lower triangle)
vector labels
vector label
width See also Column width
1
,
2
Column statistics
First non-missing
First non-missing index
intercept from trend regression
last non-missing
last non-missing index
maximum
maximum index
means
median
minimum
minimum index
NAs, number of
observations, number of
sum of squares
sums
Column width
1
,
2
,
3
coef
1
,
2
group
matrix
rowvector
series
sym
table
vector
COM session
close
command line
1
,
2
EViews as client
EViews as server
EViews log
get object
open
put names
R packages
run command
send object
Combination testing
Command
object command auto-complete
object name auto-complete
Command capture
add comment
Command capture window
Command explorer
Command window
1
,
2
docking and moving
history of
commandcap
Commands
auxiliary
1
,
2
basic command summary
batch mode
capture from user-interface
documentation
execute without opening window
history of
interactive mode
object assignment
object command
object declaration
save record of
1
,
2
comment
1
,
2
Comments
1
,
2
program
1
,
2
spool
1
,
2
tables
1
,
2
Common sample
Communalities
Commutation matrix
compare
Comparing workfiles and pages
1
,
2
Comparison operators
1
,
2
with missing values
Compatibility
Complementary log-log function
1
,
2
Component GARCH
1
,
2
,
3
Component plots
1
,
2
,
3
Compound annual growth rate
Compound growth rate
Concatenation
Condition number of matrix
Conditional independence
Conditional standard deviation
display graph of
1
,
2
,
3
Conditional variance
1
,
2
,
3
forecast
in the mean equation
make series from ARCH
1
,
2
,
3
Confidence ellipses
1
,
2
,
3
,
4
,
5
,
6
,
7
Confidence interval
1
,
2
ellipses
for forecast
for stochastic model solution
Constant
in equation
1
,
2
in ordered models
Container
database
workfile
Contemporaneous covariance (in panels)
Contingency coefficient
Continuation character in programs
Continuously updating GMM
single equation
1
,
2
,
3
,
4
Contracting data
control
Control variable
as replacement variable
in while statement
save value to scalar
Convergence criterion
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
default setting
in nonlinear least squares
1
,
2
in pool estimation
Convert
alpha to svector
matrix object to series or group
matrix objects
matrix to sym
1
,
2
observation number to date
1
,
2
,
3
,
4
,
5
,
6
panel to pool
pool to panel
1
,
2
scalar to string
series or group to matrix (drop NAs)
1
,
2
series or group to matrix (keep NAs)
series to matrix/vector
string to scalar
1
,
2
,
3
sym to matrix
table to matrix
Coordinated Universal Time (UTC)
Coordinates for legend in graph
copy
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
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9
,
10
,
11
,
12
,
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,
14
,
15
,
16
,
17
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18
,
19
,
20
,
21
,
22
,
23
,
24
,
25
,
26
,
27
,
28
,
29
Copy
alpha
and paste
1
,
2
,
3
and paste See also OLE.
by link
by value
coef
command
data
data cut-and-paste
database
1
,
2
equation
factor
geomap
graph
group
link
logl
matrix
1
,
2
model
objects
1
,
2
,
3
pool
pool objects
rowvector
sample
scalar
series
spool
sspace
string
svector
sym
system
table
table to clipboard
text
to and from database
to spool
userobj
valmap
var
vector
workfile page
Copy special
copyrange
copytable
cor
1
,
2
correl
1
,
2
,
3
,
4
,
5
Correlation
cross
1
,
2
,
3
from matrix
from sym
matrix
1
,
2
Correlogram
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
ARMA models
autocorrelation function
cross
partial autocorrelation function
Q-statistic
squared residuals
1
,
2
,
3
VAR
correlsq
Cosine
count
1
,
2
Count models
1
,
2
,
3
dependent variable frequencies
estimation
forecasting
negative binomial (ML)
Poisson
QML
residuals
cov
1
,
2
,
3
,
4
,
5
,
6
,
7
Covariance
1
,
2
,
3
from matrix
from sym
from vector
matrix
1
,
2
matrix for panel data
matrix, of estimated coefficients
matrix, systems
Covariance analysis
details
panel
Covariance proportion
Cragg-Donald
1
,
2
Cramer’s V
1
,
2
,
3
Cramer-von Mises test
1
,
2
,
3
,
4
Create
database
1
,
2
,
3
dated data table
factor
graph
graph by command
group
1
,
2
link
objects
1
,
2
page
program
series
1
,
2
spool
spool by command
table
1
,
2
text object
workfile
1
,
2
workfile page
cross
1
,
2
Cross correlation
1
,
2
,
3
Cross correlogram
1
,
2
Cross product
Cross section
pool identifiers
specific series
summaries
SUR
Cross section dependence test
1
,
2
,
3
,
4
Cross section member
add to pool
1
,
2
define list of in a pool
text identifier
1
,
2
,
3
Cross-equation
coefficient restriction
1
,
2
correlation
1
,
2
,
3
weighting
Cross-section
identifier
1
,
2
within identifier
Cross-tabulation
1
,
2
Cross-validation
graph
CSV
export coef to file
export matrix to file
export svector to file
export sym to file
export vector to file
1
,
2
save table to file
C-test
1
,
2
Cubic
frequency conversion method
1
,
2
CUE (continuously updating GMM) See Continuously updating GMM
Cumulative distribution
computation
1
,
2
Cumulative distribution function
Cumulative product
matrix column
Cumulative statistics
difference of the sum of negative (below threshold) differences
difference of the sum of positive (above threshold) differences
difference of the sum of zero (at threshold) differences
functions
maximum
mean
Median
minimum
NAs, number of
observations, number of
product
Quantiles
standard deviation
1
,
2
,
3
sum
sum of negative (below threshold) differences
sum of positive (above threshold) differences
sum of squared values
sum of zero (at threshold) differences
variance
1
,
2
,
3
Cumulative sum
matrix column
Current
time function
Custom database
Customization
graphs
CUSUM
sum of recursive residuals test
1
,
2
sum of recursive squared residuals test
1
,
2
cvardecomp
cvgraph
d
1
,
2
D
Daily seasonal adjustment
Daniell kernel
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Dark mode
data
Data
access EViews data
appending more
custom database support
cut and paste
1
,
2
duplicate observations
enter from keyboard
1
,
2
,
3
EViews Database Objects (EDO)
export
1
,
2
,
3
Federal Reserve Economic data
FRED
import
1
,
2
,
3
import as matrix
1
,
2
,
3
import as rowvector
import as svector
import as sym
import as table
1
,
2
,
3
import as vector
1
,
2
irregular
keyboard entry
pool
regular
remove
structure
Data members
alpha series
coef
equation
factor
graph
1
,
2
,
3
group
link
logl
matrix
model
pool
rowvector
sample
scalar
series
spool
sspace
string
svector
sym
system
1
,
2
table
text
user objects
valmap
VAR
vector
Database
alias
auto-search
auto-series
BEA
Bloomberg
BLS
CEIC
copy
1
,
2
,
3
copy objects
create
1
,
2
,
3
data storage precision
Datastream
DBnomics
default
1
,
2
default in search order
delete
1
,
2
,
3
delete objects
display all objects
ECB SDMX
Economy.com
EIA
1
,
2
,
3
export
FAME
fetch objects
1
,
2
fetch using pool
field
find objects
foreign formats
FRED
frequency in query
group storage options
Haver Analytics
1
,
2
,
3
,
4
IHS Global Insight
IHS Magellan
IHSMarkit
IMF SDMX
link
1
,
2
maintenance
match operator in query
NOAA
OECD SDMX
open
1
,
2
open existing
open or create
pack
packing
previewing contents
queries
query
rebuild
1
,
2
registry
rename
1
,
2
,
3
rename object
repair
sharing violation
statistics
Statistics Canada SDMX
store object in
store objects
store pool in
support for custom
test integrity
UN SDMX
US Census
using auto-updating series with
window
World Bank
Database registry
1
,
2
datalabel
Datastream
Datastream data
Date
first matching
Date functions
Date pairs
Date series
Dated data table
1
,
2
,
3
create
customization
1
,
2
customize
data format
example
fonts
1
,
2
formatting options
1
,
2
,
3
frequency conversion
1
,
2
,
3
headers
row options
table options
1
,
2
templates
1
,
2
transformation methods
1
,
2
,
3
Dated import
datelabel
Dates
@-functions
arithmetic
1
,
2
,
3
,
4
,
5
,
6
,
7
convert from observation number
1
,
2
,
3
,
4
convert string to date
converting from numbers
current as string
current date and time
1
,
2
current date as a string
date arithmetic
1
,
2
date associated with observation
date numbers
date operators
date strings
default display format
display format
extract portion of
1
,
2
format in a spreadsheet See Display format
1
,
2
format strings
formatting
functions
global options
make from formatted number
match merging using
rounding
string representations
1
,
2
,
3
,
4
,
5
two-digit years
1
,
2
workfile dates as strings
1
,
2
,
3
,
4
Day of month
Day of week
Days
count of
db
dbcopy
dbcreate
dbdelete
DBnomics
1
,
2
dbopen
dbpack
dbrebuild
dbrename
ddrowopts
ddtabopts
Debugging
program dependencies
programs
Declaring objects
Decomposition
wavelet
Default
database
1
,
2
database in search order
directory
1
,
2
name of workfile
set directory
setting global options
update directory
window appearance
define
Definitions view
valmap
delete
1
,
2
,
3
Delete
columns in tables
database
1
,
2
graph element
group
objects
1
,
2
objects from database
objects using pool identifiers
observation in series
page
rows in tables
series using pool
spool objects
table cells
workfile page
1
,
2
,
3
delete objects
deleteaddin
1
,
2
deletecells
deletecol
deleteobs
deleterow
Demean by group data
Demean data
1
,
2
Demonstration
estimation
examining data
forecasting
getting data into EViews
specification test
Den Haan and Levin
Denoising
1
,
2
,
3
Denton
frequency conversion method
1
,
2
,
3
Dependencies
Dependent variable
frequencies
no variance in binary models
depfreq
Derivatives
1
,
2
,
3
checking
default methods
description
examine derivs of specification
1
,
2
in equation
in logl
in system
make series or group containing
saving in series
derivs
1
,
2
describe
Description
field in database query
Descriptive statistics
1
,
2
,
3
,
4
,
5
balanced sample (pool)
by classification
1
,
2
,
3
by group
1
,
2
,
3
categorical graphs of
common sample (group)
common sample (pool)
cross-section specific
equation residuals
for a series
graphs of
group
individual samples (group)
individual samples (pool)
make series from pool
pool series
pooled
See also stats
series
stacked data
tests
time period specific
Deselect all
Determinant
Deterministic regressors
panel
Deterrmnistic regressors
classical approach
Johansen, Hendry, Juselius
Detrend
columns of matrix
Detrend data
Deutsche Bundesbank
DFBetas
1
,
2
DFGLS
Diagonal
get main diagonal from a matrix
Diagonal matrix
Dialogs
user-defined
Dickey-Fuller test
1
,
2
,
3
,
4
,
5
See also Unit root tests.
did
1
,
2
Diebold-Mariano Test
Difference
fractional
Difference from moving-average
Difference operator
1
,
2
,
3
,
4
seasonal
1
,
2
DIfference-in-difference
1
,
2
Differencing
fractional
Digamma function
1
,
2
digraph
Directory
change working
data
EViews add-ins
EViews executable
temporary files
Discrete wavelet transform
1
,
2
display
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
,
24
,
25
Display
action
1
,
2
and print
objects
spreadsheet tables See sheet
Display filter
1
,
2
Display format
1
,
2
coef
group
1
,
2
matrix
rowvector
series
sym
table
vector
Display mode
spools
1
,
2
,
3
Display name
alpha
coef
1
,
2
equation
factor
field in database query
geomap
graph
1
,
2
group
link
logl
matrix
model
pool
rowvector
sample
series
spool
sspace
sym
1
,
2
,
3
system
table
1
,
2
text
user object
valmap
var
vector
Display output
alpha
1
,
2
coef
equation
factor
group
link
logl
matrix
model
pool
rowvector
sample
scalarf
series
sspace
string
svector
sym
text
user object
VAR
vector
displayname
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
,
24
,
25
,
26
,
27
,
28
,
29
,
30
distdata
1
,
2
,
3
,
4
,
5
,
6
distplot
Distribution
empirical distribution function tests
1
,
2
,
3
,
4
tests
1
,
2
,
3
,
4
Distribution plot
1
,
2
save data
1
,
2
,
3
,
4
Divide
Division operator (/)
matrix element by element
dlog
do
DOLS See Dynamic OLS (DOLS)
Doornik and Hansen factorization matrix
dot
Dot plot
1
,
2
Double exponential smoothing
1
,
2
Drag and drop
existing file onto a new workfile
existing file onto an existing workfile
into a model
series into a group
within the same workfile
Drag(ging)
text in graph
draw
Draw arrows in a graph
Draw ellipse in a graph
Draw lines in graph
Draw rectangles in a graph
drawcoefs
drawdefault
drawrescov
DRI database
convert to EViews database
copy from
fetch series
object alias
read series description
shadowing of object names
driconvert
drop
1
,
2
,
3
,
4
Drop
cross-section from pool definition
series from group
Dropbox
1
,
2
,
3
,
4
droplink
dsa
dtable
Dual processor
Dumitrescu-Hurlin test
1
,
2
Dummy variable
observation value in list
observation value in range
Dummy variables
as binary dependent variable
as censoring point in estimation
automatic creation
1
,
2
,
3
functions
1
,
2
generating pool series dummies
pools
using @GROUP to create pool dummies
Dunn-Sidak
Duplicate observations
1
,
2
,
3
,
4
Duplicates
enumerating observations
group identifier
number of observations
Duplication matrix
dupsr
1
,
2
,
3
Durbin's h
Durbin-Watson statistic
1
,
2
demonstration
for regression
lagged dependent variable
Durbin-Wu-Hausman test
1
,
2
Dynamic forecasting
1
,
2
,
3
,
4
Dynamic multipliers
Dynamic OLS (DOLS)
1
,
2
,
3
,
4
panel
1
,
2
Dynamic panel data
Dynamic switching models
Dynamic switching regression
1
,
2
dynmult
E
Easy query
ec
ECB
Economy.com
edftest
1
,
2
,
3
Edit
group
series
1
,
2
table
EDO (EViews Database Objects)
EDX interface
EGARCH
1
,
2
,
3
See also GARCH
EGLS (estimated GLS)
1
,
2
,
3
EHS test
1
,
2
EIA
1
,
2
,
3
Eigenvalues
1
,
2
,
3
factor analysis
plots
Eigenvectors
Elapsed time
1
,
2
Elastic net
coefficient and lambda matrix
coefficient lambda path matrix
1
,
2
coefficient path graphs
cross-validation graph
lambda path estimation table
lambda path fit table
lambda path graphs
model selection graphs
model selection table
Elasticity at means
1
,
2
Element
assign in matrix
Element by element
division
equality
1
,
2
greater than
greater than or equal to
inequality
1
,
2
is missing value
is not missing value
Less than
less than or equal to
maximum
minimum
raise to power
recode
Elliot, Rothenberg, and Stock point optimal test
1
,
2
,
3
See also Unit root tests.
1
,
2
,
3
Ellipse
adding to a graph
else
Else clause in if statement
1
,
2
,
3
Embedded spools
Empirical CDF
graph
Empirical distribution tests
1
,
2
,
3
,
4
,
5
Empirical quantile graph
Empirical survivor graph
Empty string
Encrypted program file
End date
End field
1
,
2
endif
endog
1
,
2
,
3
,
4
Endogeneity
test of
1
,
2
Endogenous variables
dropping from models
in models
make series or group in model
make series or group in state space
make series or group in system
make series or group in VAR
of specification
1
,
2
of specification in system
of specification in VAR
replacing in a model
endogtest
endsub
enet (Elastic Net)
1
,
2
E-Newton
1
,
2
,
3
Engle and Ng
sign bias
Engle-Granger cointegration test
1
,
2
Engle-Ng sign-bias test
Enter data from keyboard
Environment variables
Windows
Epanechnikov kernel
E-QNewton
1
,
2
,
3
eqs
Equality tests
groups
mean
median
variance
Equals comparison
matrix element by element
1
,
2
equation
outliers
outliers
for equation
Equation
1
,
2
,
3
add to model
ARDL cointegration
attribute setting
automatic dummy variables in
coefficient covariance matrix
1
,
2
,
3
coefficient covariance scalar
1
,
2
coefficient p-values vector
coefficient standard error vector
1
,
2
,
3
coefficient t-statistic scalar
1
,
2
coefficient t-statistic vector
1
,
2
coefficient vector
1
,
2
,
3
coefficients associated with variables
command string
create
data members
declare
derivatives
1
,
2
display gradients
estimating in models
functional coefficients bandwidth
functional coefficients bias
functional coefficients confidence interval
functional coefficients correlation
functional coefficients covariance
1
,
2
functional coefficients estimation
functional coefficients output
functional coefficients testing
gradients
methods
1
,
2
pilot bandwidth
procedures
procs
regression coefficients
regression summary statistics
residuals
results
retrieve previously estimated
r-squared
1
,
2
sample string
saved results
scalar results
specification
specification by list
specify by formula
specify with non-default coefs
specify with restrictions
specify without dependent variable
specifying a constant
store
text representation
t-statistic
updatetime
variable selection
1
,
2
vector and matrix results
1
,
2
views
1
,
2
,
3
Equation view
of model
Ergodic probabilities
1
,
2
,
3
,
4
,
5
errbar
Error bar graph
1
,
2
Error correction model
See VEC and VAR.
Error function
complementary
Errors
codes in programs
control
count in programs
1
,
2
handling in programs
maximum number in programs
message in programs
number in programs
1
,
2
Error-trend-seasonal smoothing
See ETS smoothing
Estimation
1
,
2
,
3
as part of model
auto-series
behavior
binary dependent variable
BTVCVAR
censored models
cointegrating regression
1
,
2
collinearity
convergence
convergence problems
1
,
2
count models
demonstration
derivative computation options
derivatives
failure to improve
for pool
GLM
GMM
log likelihood
logl
missing data
multi-equation
near singular matrix problems
nonlinear least squares
options
1
,
2
ordered models
output
panel
1
,
2
,
3
,
4
residuals from equation
robust regression
sample
sample adjustment
See also Estimation methods
single equation methods
starting values
state space
1
,
2
systems
1
,
2
truncated models
two-stage least squares
user-defined
1
,
2
,
3
VAR
1
,
2
Estimation methods
2sls
1
,
2
,
3
,
4
,
5
3sls
ARMA
1
,
2
cointegrating regression
1
,
2
enet
1
,
2
for factor
for pool
for system
for var
functional coefficients
generalized least squares
1
,
2
,
3
,
4
,
5
,
6
GMM
1
,
2
,
3
least squares
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
maximum likelihood
1
,
2
,
3
,
4
nonlinear least squares
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
varsel
1
,
2
ets
ETS smoothing
1
,
2
AMSE based
example
forecast
1
,
2
,
3
forecast details
1
,
2
initial states
MLE based
model selection
1
,
2
output
parameters
1
,
2
performing in EViews
specification
technical details
Euler’s constant
Eurostat database
Eurostat SDMX
Evaluating forecasts
1
,
2
Evaluation order
logl
Event functions
Event indicator
EViews
add-ins directory
alternative interface
auto-update
1
,
2
,
3
data directory
installation directory
spawn process
version number
1
,
2
EViews database
EViews Database Extension (EDX) interface
EViews Databases
EViews Forum
1
,
2
,
3
Examining data
demonstration
Excel
Add-in
1
,
2
export coef to file
export matrix to file
export svector to file
export sym to file
export vector to file
1
,
2
reading EViews data in
1
,
2
Excel file
1
,
2
,
3
export coef vector to file
export data to file
1
,
2
,
3
export matrix to file
export pool data to file
export rowvector to file
export sym to file
export vector to file
importing data into coef vector
importing data into matrix
1
,
2
,
3
,
4
importing data into pool
importing data into rowvector
1
,
2
importing data into svector
importing data into sym
1
,
2
importing data into table
1
,
2
,
3
importing data into vector
1
,
2
,
3
importing data into workfile
1
,
2
,
3
linking data from
opening as workfile
opening as workfile demo
retrieve sheet names
saving as
exclude
Exclude variables from model solution
exec
Execute program
1
,
2
,
3
abort
with arguments
1
,
2
,
3
exit
Exit
from EViews
loop
1
,
2
subroutine
exitloop
Exogenous variable
in models
uncertainty
1
,
2
exp
Expectation-prediction table
binary models
ordered models
Expectations consistency in models
Expected dependent variable
censored models
truncated models
Expected latent variable
censored models
truncated models
Exponent
Exponent minus 1
Exponent of 1 plus, minus 1
Exponential
function
1
,
2
function minus 1
Exponential GARCH (EGARCH)
1
,
2
,
3
See also GARCH
Exponential regression
Exponential smoothing
1
,
2
,
3
,
4
,
5
,
6
double
Holt-Winters additive
1
,
2
,
3
Holt-Winters multiplicative
1
,
2
,
3
,
4
,
5
Holt-Winters no seasonal
1
,
2
,
3
See also ETS smoothing
See also Smoothing.
single
export
1
,
2
,
3
,
4
,
5
,
6
Export
1
,
2
,
3
coef vector
database
matrix
1
,
2
pool data
1
,
2
rowvector
sym
tables
vector
workfile data
1
,
2
,
3
Expression
for database fields
parentheses
Extending EViews
See Add-ins.
1
,
2
External application
string
External program
1
,
2
extract
1
,
2
Extract
row vector
submatrix from matrix
Extreme value
binary model
censored dependent variable models
F
facbreak
1
,
2
factest
factnames
factor
Factor analysis
1
,
2
background
communalities
creation
data members
details
eigenvalues
example
factor selection
1
,
2
goodness of fit
1
,
2
graph scores
Kaiser’s measure of sampling adequacy
loading views
method
1
,
2
method details
model evaluation
number of factors
1
,
2
PACE
procedures
reduced covariance
residual covariance
rotation
rotation (theory)
scaling
score estimation
See also Factor object.
specification
theory of
views
Factor and graph layout options
Factor breakpoint test
1
,
2
,
3
Factor display settings
Factor object
anti-image covariance
attribute setting
command for estimation
data members
declare
eigenvalue display
estimation output
factor names
fitted covariance
generalized least squares
goodness of fit
iterated principal factors
Kaiser’s measure of sampling adequacy
loadings
maximum absolute correlation
maximum likelihood
model
number of observations
observed covariance
partial correlation
partitioned covariance estimation
principal factors
reduced covariance
See also Factor rotation.
See also Factor scores.
squared multiple correlation
structure matrix
unweighted least squares
Factor rotation
clear
display rotation output
Factor scores
saving results
Factorial
log of
Fair function
Fair-Taylor model solution
1
,
2
FAME database
1
,
2
Federal Reserve Economic Data
1
,
2
,
3
,
4
fetch
1
,
2
,
3
Fetch
from database
from pool
object
1
,
2
,
3
Ffunctional coefficients estimation
FIEGARCH
1
,
2
Fields in database
description
display_name
end
expressions
freq
history
last_update
last_write
name
remarks
source
start
type
units
FIGARCH
1
,
2
Files
check for existence of
default locations
directory list
1
,
2
open program or text file
open session on double click
opening/saving on a cloud location
1
,
2
,
3
,
4
temporary location
fill
1
,
2
,
3
,
4
,
5
,
6
Fill
matrix
1
,
2
object
1
,
2
,
3
opacity
row vector
symmetric matrix
vector
1
,
2
,
3
Filter
Hodrick-Prescott
1
,
2
,
3
Markov switching
state space models
switching regression
workfile objects
Filter workfile display
fiml
FIML
1
,
2
system
Financial function
future value
number of periods
payment amount
present value
rate for annuity
Find
workfile and database objects
workfile objects
First derivative methods
First non-missing
matrix columns
matrix columns index
vector or series
Fisher-ADF
1
,
2
,
3
Fisher-Johansen
1
,
2
,
3
Fisher-PP
1
,
2
,
3
fit
1
,
2
Fit lines (graph)
fitstats
fitted
Fitted covariance
Fitted index
1
,
2
binary models
censored models
truncated models
Fitted probability
binary models
Fitted values
1
,
2
of equation
Fixed effects
panel estimation
pool
pool description
test
test of joint significance in panel
test of joint significance in pool
view
Fixed variance parameter
negative binomial QML
normal QML
fixedtest
1
,
2
flatten
Flatten
spools
fliptype
FMOLS See Fully modified OLS (FMOLS)
Folders
check for existence of
Fonts
defaults
graph
selection in geomap
selection in tables
tables
text in graph
1
,
2
for
For loop
accessing elements of a series
accessing elements of a vector
changing samples within
define using control variables
define using scalars
define using string variables
exit loop
mark end
nesting
roundoff error in
start loop
step size
upper limit
forcavg
forceval
forecast
1
,
2
,
3
,
4
Forecast
AR specification
ARIMA
1
,
2
ARIMA using X-13
1
,
2
automatic
automatic with ARIMA models
1
,
2
automatic with ETS smoothing
1
,
2
,
3
,
4
,
5
auto-series
averaging
1
,
2
backcasting
binary models
by exponential smoothing
censored models
Chow test
combination testing
combining
1
,
2
conditional variance
count models
demonstration
dynamic
1
,
2
dynamic (multi-period)
1
,
2
,
3
equations with formula
error
ETS smoothing
1
,
2
,
3
,
4
,
5
evaluation
1
,
2
,
3
example
expressions and auto-updating series
fitted values
from estimated equation
GLM
innovation initialization in models
interval
lagged dependent variables
MA specification
missing values
models
nonlinear models
n-step ahead
n-step test
one-step test
ordered models
out-of-sample
PDLs
smoothed
standard error
1
,
2
state space
static
static (one-period ahead)
1
,
2
structural
system
truncated models
VAR/VEC
1
,
2
variance
with AR errors
Foreign data
import into workfile
open as workfile
1
,
2
,
3
save workfile data as
Foreign file
retrieve table/sheet names
Format
number
tables
Format shape label
geomap
formatshapelabel
Formula
forecast
implicit assignment
normalize
specify equation by
Formula series
1
,
2
alpha
Forward solution for models
Fractional difference
Specification
Fractional differencing parameter
Fractional EGARCH
1
,
2
Fractional GARCH
1
,
2
Fractional integration
Frame
size
FRED
1
,
2
,
3
,
4
Freedman-Diaconis
freeze
Freeze
1
,
2
create graph from view
table
freq
1
,
2
,
3
,
4
,
5
,
6
,
7
Freq
field in database query
Frequency
number of matching values
1
,
2
page
retrieving from a workfile or page
Frequency (Band-Pass) filter
1
,
2
Frequency conversion
1
,
2
,
3
,
4
,
5
,
6
,
7
Chow-Lin
1
,
2
,
3
constant match
cubic
1
,
2
data bases
dated data table
1
,
2
,
3
,
4
default method for series
default settings
Denton
1
,
2
high to low split observations
linear
1
,
2
,
3
links
Litterman
1
,
2
,
3
low to high
methods
panel data
1
,
2
panels
point
1
,
2
,
3
propagate NAs
quadratic
1
,
2
quandratic
undated series
using links
1
,
2
Frequency spectrum
Frequency table
one-way
1
,
2
,
3
,
4
,
5
,
6
,
7
Frequency weights
Frequency zero spectrum estimation
frml
1
,
2
,
3
fsel
F-statistic
1
,
2
for regression
F-test
for variance equality
Full information maximum likelihood
1
,
2
Full Information Maximum Likelihood
Fully modified OLS (FMOLS)
1
,
2
,
3
,
4
panel
1
,
2
funbias
funbw
1
,
2
funci
funcoef
1
,
2
funcov
Functional coefficients
bandwidth
bias
confidence interval
correlation
covariance
1
,
2
estimate
1
,
2
local pilot bandwidth
output
pilot bandwidth
testing
Functional coefficients regression
Functions
holidays
funtest
Future value
fxrow
1
,
2
fxrowcol
G
Gamma function
derivative
1
,
2
,
3
incomplete
incomplete derivative
incomplete inverse
1
,
2
logarithm
second derivative
garch
1
,
2
GARCH
1
,
2
,
3
ARCH-M model
asymmetric component model
backcasting
component models (CGARCH)
display conditional standard deviation
1
,
2
estimate equation
1
,
2
estimation in EViews
examples
exponential GARCH (EGARCH)
1
,
2
,
3
Fractional Exponential GARCH (FIEGARCH)
1
,
2
Fractional GARCH (FIGARCH)
1
,
2
GARCH(1,1) model
GARCH(p,q) model
generate conditional variance series
1
,
2
initialization
Integrated GARCH (IGARCH)
1
,
2
,
3
mean equation
multivariate
power ARCH (PARCH)
Power ARCH (PARCH)
1
,
2
procedures
robust standard errors
sign bias test
test for
1
,
2
,
3
threshold (TARCH)
variance equation
Gauss file
1
,
2
,
3
Gauss-Newton
1
,
2
,
3
,
4
,
5
Gauss-Seidel algorithm
1
,
2
,
3
Generalized autoregressive conditional heteroskedasticity
See ARCH and GARCH.
1
,
2
Generalized error distribution
Generalized Error Distribution
Generalized inverse
Generalized least squares See GLS
1
,
2
Generalized linear models
1
,
2
,
3
example
forecasting
link function
1
,
2
overview
performing in EViews
quasi-likelihood ratio test
residuals
robust standard errors
specification
technical details
testing
variance factor
Generalized method of moments, See GMM.
Generalized residual
binary models
censored models
count models
GLM
ordered models
score vector
truncated models
General-to-specific
Generate series
1
,
2
,
3
by command
dynamic assignment
for pool
1
,
2
implicit assignment
implicit formula
using samples
genr
1
,
2
,
3
,
4
See also alpha.
See also series.
Geographic maps
geomap
Geomap
1
,
2
attribute setting
border colors
1
,
2
color shapes
custom labeling
1
,
2
declaration
display attributes
display default map view
fill (background) color for shapes
fill values
font
hide observations and shapes
labeling
labeling shapes
labels
legend
link series to shapefile
linking shapes to observations
load shapefile
make display attributes series
mark areas to be invisible
mark areas to be visible
options
1
,
2
shape fill colors
shape labels
1
,
2
value labels
Geometric mean
Geometric moving average
getglobalc
Glejser heteroskedasticity test
1
,
2
GLM
See Generalized linear models.
1
,
2
,
3
GLM standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
Global breakpoint
estimation with
tests
Global optimum
Global subroutine
Global variable
gls
GLS
1
,
2
,
3
,
4
detrending
factor estimation
pool estimation details
weights
gmm
1
,
2
,
3
GMM
1
,
2
bandwidth selection (single equation)
bandwidth selection (system)
breakpoint test
1
,
2
continuously updating (single equation)
1
,
2
,
3
,
4
diagnostics
dropped instruments
estimate single equation by
1
,
2
,
3
estimate system by
1
,
2
HAC weighting matrix (single equation)
HAC weighting matrix (system)
instrument orthogonality test
1
,
2
instrument summary
1
,
2
iterate to convergence (single equation)
1
,
2
,
3
,
4
J-statistic (single equation)
kernel options (single equation)
kernel options (system)
multi-equation
N-step (single equation)
1
,
2
one-step (single equation)
1
,
2
,
3
,
4
panels
prewhitening option (single equation)
prewhitening option (system)
1
,
2
regressor endogeneity test
1
,
2
robust standard errors
system
1
,
2
tests
user-specified weight matrix
weak instruments
1
,
2
White weighting matrix (single equation)
White weighting matrix (system)
Windmeijer standard errors
Godfrey heteroskedasticity test
1
,
2
Goldfeld-Quandt
Gompit models
1
,
2
,
3
Goodness-of-fit
adjusted R-squared
1
,
2
Andrews test
1
,
2
,
3
binary models
factor analysis
1
,
2
forecast
Hosmer-Lemeshow test
1
,
2
,
3
R-squared
Google Drive
1
,
2
,
3
,
4
Gradients
details
display
1
,
2
,
3
,
4
in equation
1
,
2
in logl
in user defined optimization
1
,
2
saving in series
1
,
2
,
3
,
4
summary
grads
1
,
2
,
3
,
4
Granger causality test
1
,
2
,
3
panel
VAR
1
,
2
graph
Graph
add text
1
,
2
,
3
add title
align multiple
align multiple graphs
analytical graphs
Animation
area band
area graph
1
,
2
arrows
1
,
2
attribute setting
automating
auto-updating
1
,
2
auxiliary graphs
average shifted histogram
axis
axis borders
axis by command
axis control
axis label format
axis labeling
1
,
2
axis location by command
axis See also Axis.
background color
background printing
band graph
bar graph
1
,
2
basic customization
border
boxplot
1
,
2
bubble graph
bubble plot
bubble triplet graph
categorical
categorical See also Categorical graphs.
change legend or axis name
change types
color by command
color settings
combining
combining graphs
commands
confidence ellipse
coordinates for positioning elements
create by command
create group from
create using freeze
creating
1
,
2
custom obs labels
customization
customization by command
customize axis labels
customizing lines and symbols
data members
1
,
2
,
3
data option
date label format
date label frequency
date label positioning
declaring
distribution graph
dot plot
1
,
2
drawing lines and shaded areas
1
,
2
,
3
element opacity
1
,
2
ellipse
empirical CDF
empirical log survivor
empirical quantile
empirical survivor
error bar
1
,
2
extract from spool
fill areas
first vs. all
fit lines
fit lines command specification
font
1
,
2
font options
frame
frame border
frame color
frame customization by command
frame fill
freeze
freezing
frequency
grid lines
groups
high-low-open-close
1
,
2
histogram
histogram edge polygon
histogram polygon
identifying points
indentation
insert in spool
kernel density
kernel regression
label by command
label data points
legend
legend appearance and placement
legend by command
legend font
legend options
legend placement
legend settings
legend text
line characteristics
line formats
line graph
1
,
2
lines
link frequency
location
means
merge
merge multiple
1
,
2
merging graphs
merging multiple
mixed frequency data
mixed line
1
,
2
modifying
multiple graph options
multiple series option
nearest neighbor regression
non-consecutive observations
observation graphs
observations to label
options for individual elements
options for individual elements of a boxplot
orientation
orthogonal regression
pairwise data
panel data
panel data options
patterns by command
pie
pie graph
place text in
1
,
2
position
1
,
2
print in color
printing
procs
quantile-quantile
1
,
2
,
3
quantile-quantile graph
raw data
rectangles
regression line
remove custom date labels
remove elements
1
,
2
rotate
rotation
sample break plotting options
save to disk
1
,
2
,
3
saving
scale
scatter
scatterplot (pairs) graph
scatterplot graph
scatterplot matrix
scores
seasonal
series
series view
set axis scale
set options
settings for multiple graphs
shade options
shading by command
size
size by command
slider bar (pasting with)
sort
sorting
sorting observations
spike
spike graph
stacked
symbol graph
symbols
template by command
templates
1
,
2
,
3
text justification
text options
theoretical distribution
type
1
,
2
,
3
,
4
update
update settings
1
,
2
views
XY area
1
,
2
XY bar
1
,
2
XY error bar
XY line
1
,
2
XY pairs
1
,
2
graph animation
graphmode
Greater than comparison
matrix element by element
Greater than or equal to comparison
matrix element by element
Grid
Grid lines
table
Grid search
group
Group
1
,
2
,
3
,
4
add member
add series
adding series
adding to
attribute setting
auto-series
convert to matrix
1
,
2
convert to matrix (keep NAs)
count of
create
1
,
2
creating using wildcards
data members
declare
define members
delete observations
descriptive statistics
1
,
2
display format
display type
drop series
duplicate observations
edit mode default
edit series
editing
element
fill (background) color for cells
from series in graph
graph view
graph views
graphing
indentation
make system of equations
members
number of series
pool
procs
1
,
2
rearranging series
row functions
series names
sort
spreadsheet view
spreadsheet view defaults
summaries
1
,
2
,
3
test for valid group specification
text color for cells
views
1
,
2
Group into bins option
1
,
2
Group-mean DOLS
Group-mean FMOLS
Groupwise heteroskedasticity
Growth rate
compound
compound annual
Gumbel
1
,
2
H
HAC
cointegrating regression
GMM estimation
1
,
2
,
3
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
system GMM
Hadri
1
,
2
,
3
Hannan-Quinn criterion
1
,
2
,
3
equation data member
for equation
system data member
VAR data member
Hansen instability test
1
,
2
Harmonic mean
Harvey heteroskedasticity test
1
,
2
Hat matrix
1
,
2
Hatanaka two-step estimator
Hausman test
1
,
2
,
3
,
4
similarity in ARDL/PMG
Haver Analytics data
Haver Analytics Database
convert to EViews database
display series description
fetch series from
hconvert
heckit
Heckit modelSee Heckman selection
Heckman selection
example
ML estimation
performing in EViews
two-step model
Heckman two-step
help
Help
1
,
2
EViews Forum
1
,
2
,
3
help system
online
World Wide Web
Hessian matrix
user defined optimization
1
,
2
,
3
,
4
Heteroskedasticity
binary models
cross-sectional details
groupwise
of known form
period details
quantile slope test
robust standard errors
tests of
1
,
2
White test in VAR
White's test
wizard
Heteroskedasticity consistent covariances
hetttest
Heywood cases
hfetch
hide
1
,
2
Hide
objects in spool
High frequency data
High-breakdown estimation
High-low-open-close graph
1
,
2
Hildreth-Lu
hilo
hist
1
,
2
,
3
,
4
,
5
Histogram
1
,
2
,
3
,
4
,
5
,
6
as axis
average shifted graph
bin width
edge polygon graph
equation residuals
graph
normality test
polygon graph
save data
1
,
2
,
3
,
4
variable width
1
,
2
Historical decomposition
History
command window
field in database query
hlabel
Hodrick-Prescott filter
1
,
2
,
3
,
4
Holiday (multiple) event indicator
Holiday event indicator
Holiday variables
1
,
2
Holidays
Holt-Winters
1
,
2
additive
ETS framework
likelihood based
multiplicative
no-seasonal
Honda random effects test
1
,
2
horizindent
Horizontal matrix concatenation
Hosmer-Lemeshow test
1
,
2
,
3
,
4
Hour of day
1
,
2
hpf
1
,
2
HTML
1
,
2
export coef to file
export matrix to file
export svector to file
export sym to file
export vector to file
1
,
2
open page as workfile
1
,
2
save table as
save table as web page
save table to file
save text object to file
Huber covariance
1
,
2
Huber function
Huber M-estimator
1
,
2
,
3
Huber/White standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
,
24
,
25
,
26
,
27
,
28
,
29
,
30
,
31
,
32
,
33
,
34
,
35
,
36
,
37
,
38
,
39
Hypothesis test
stability
1
,
2
Hypothesis tests
ARCH
Bartlett test
BDS independence
1
,
2
binomial sign test
Brown-Forsythe
chi-square test
Chow breakpoint
coefficient based
coefficient p-value
CUSUM
CUSUM of squares
demonstration
descriptive statistic tests
distribution
F-test
Hausman test
heteroskedasticity
irrelevant or redundant variable
Kruskal-Wallis test
Levene test
1
,
2
,
3
mean
median
multi-sample equality
nonnested
normality
omitted variables
Ramsey RESET
residual based
See also Test.
1
,
2
Siegel-Tukey test
single sample
stability test
unit root
1
,
2
,
3
unknown breakpoint
Van der Waerden test
1
,
2
variance
Wald coefficient restriction test
White heteroskedasticity
Wilcoxon rank sum test
Wilcoxon signed ranks test
1
,
2
,
3
,
4
I
Icon
Identification
Box-Jenkins
GMM
nonlinear models
Identifier series
Identity
in model
in system
Identity matrix
extract column
if
If condition in samples
If statement
else clause
1
,
2
end of condition
matrix comparisons
start of condition
then
IGARCH
1
,
2
,
3
IHS
IHS Global Insight data
1
,
2
,
3
IHS Magellan data
IHSMarkit
Im, Pesaran and Shin
1
,
2
,
3
IMF
import
1
,
2
,
3
,
4
,
5
,
6
,
7
Import data
1
,
2
,
3
append to end
as matrix
1
,
2
,
3
as rowvector
as svector
as sym
as table
1
,
2
,
3
as vector
1
,
2
dated read
for pool objects
from ASCII
from spreadsheet
from workfile
matched read
matrix
name conflicts
options
See also Foreign data.
sequential read
using a pool object
importattr
importmat
1
,
2
importtbl
impulse
Impulse response
1
,
2
,
3
ARMA models
1
,
2
See also VAR.
Impute NAs
include
Include
file in a program file
program file
Incomplete beta
derivative
inverse
Incomplete gamma
derivative
inverse
1
,
2
Incorrect functional form
1
,
2
Increment rows or columns of matrix
Indentation
alpha series
coef
groups
matrix
rowvector
series
spools
sym
table
vector
Independence test
1
,
2
,
3
Index
fitted from binary models
1
,
2
,
3
fitted from censored models
1
,
2
,
3
fitted from truncated models
1
,
2
,
3
Index functions
matrix first non-missing
matrix last non-missing
Indicator functions
Indicator saturation
Individual sample
Influence statistics
1
,
2
Information criterion
Akaike
1
,
2
,
3
,
4
,
5
Hannan-Quinn
1
,
2
,
3
Schwarz
1
,
2
,
3
,
4
infstats
Ini file
load key
save key
INI file
replace from existing location
save to new location
Initial parameter values
Initialize
add factor
matrix object
1
,
2
,
3
series
Inner product
innov
Innovation
INSEE (National Institute of Statistics and Economic Studies)
insert
Insert
columns in tables
observation
rows in tables
1
,
2
table cells
insertcells
insertcol
Insertion point
in command line
insertrow
1
,
2
Instrumental variable
1
,
2
,
3
,
4
,
5
,
6
dropped instruments
for 2SLS with AR specification
for nonlinear 2SLS
identification (single equation)
identification (systems)
in systems
1
,
2
order condition
rank
summary of
1
,
2
tests
using PDL specifications
weak
weak instruments
1
,
2
with pooled data
instsum
Integer dependent variable
Integer random number
Integrated series
Integrity (database)
Interactive mode
Intercept
matrix columns
Intercept in equation
1
,
2
Interpolate
1
,
2
,
3
Intraday data
date functions
in samples
Invalid date identifiers
Inverse of matrix
Inverted AR roots
1
,
2
Inverted MA roots
1
,
2
ipf
ipolate
Irregular data
Irrelevant variable test
Iterate to convergence GMM
single equation
1
,
2
,
3
,
4
Iterated principal factors
Iteration
1
,
2
,
3
,
4
,
5
failure to improve message
in models
in nonlinear least squares
optimization method
1
,
2
,
3
,
4
,
5
J
Jarque-Bera statistic
1
,
2
,
3
,
4
,
5
,
6
,
7
in VAR
multivariate normality test for a System
multivariate normality test for a VAR
jbera
1
,
2
Johansen cointegration test
1
,
2
,
3
,
4
from a VAR
JPEG
J-statistic
2sls
GMM
panel equation
retrieve from equation
J-test
Jupyter notebook
Justification
1
,
2
alpha
coef
group
matrix
rowvector
series
sym
table
vector
K
Kaiser’s measure of sampling adequacy
1
,
2
Kaiser-Guttman
Kalman filter
1
,
2
Kao panel cointegration test
1
,
2
,
3
K-class
1
,
2
,
3
estimation of
1
,
2
,
3
kdensity
Kendall’s tau
from group
1
,
2
from matrix
1
,
2
from sym
1
,
2
from vector
panel data
theory
kerfit
Kernel
bivariate regression
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
density
1
,
2
functions
GMM estimation
1
,
2
,
3
graph
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
system GMM HAC
1
,
2
technical details
Kernel density graph
save data
1
,
2
,
3
,
4
Kernel functions
Kernel regression
save data
1
,
2
,
3
Keyboard
data entry
focus option
1
,
2
Keyboard focus
defaults
Klein model
GMM
LIML
Kolmogorov-Smirnov test
1
,
2
,
3
,
4
KPSS unit root test
1
,
2
,
3
,
4
,
5
,
6
,
7
Kronecker product
Kruskal-Wallis test
1
,
2
,
3
Kullback-Leibler
Kurtosis
1
,
2
by category
Kwiatkowski, Phillips, Schmidt, and Shin test
1
,
2
,
3
L
label
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
,
24
,
25
,
26
,
27
,
28
Label
See Label object
Label object
1
,
2
alpha
automatic update option
capitalization
coef
equation
factor
geomap
graph
group
logl
matrix
model
pool
rowvector
sample
scalar
series
spool
sspace
string
svector
sym
system
table
text
user object
valmap
var
vector
Label values
alpha
LAD
output
performing in EViews
quantile process views
Lag
dynamic assignment
exclusion test
1
,
2
forecasting
panel data
series
specify as range
VAR lag order selection
Lag length
VAR
Lag operator
Lag structure
VAR
Lagged dependent variable
and serial correlation
Durbin-Watson statistic
Lagged series in equation
laglen
Lagrange multiplier
test for ARCH in residuals
test for serial correlation
1
,
2
,
3
Lambda path
coefficient matrix
estimation table
fit table
graphs
Lambda path graphs
lambdacoefs
1
,
2
,
3
lambdaest
lambdafit
lambdapaths
Landscape printing
Large sample test
Lasso
1
,
2
coefficient lambda path matrix
1
,
2
coefficient path graphs
cross-validation graph
lambda path estimation table
lambda path fit table
lambda path graphs
model selection graphs
model selection table
Last non-missing
matrix columns
matrix columns index
vector or series
Last_update
field in database query
Last_write
field in database query
Latent variable
binary model
censored models
ordered models
LaTeX
export coef as
export matrix as
export svector as
export sym as
export vector as
1
,
2
save graph as
1
,
2
,
3
save spool as
save table as
Lead
series
Least absolute deviations estimation See LAD
Least squares
panels
See also Equation.
See also OLS.
variable selection
1
,
2
leftmargin
legend
1
,
2
Legend
appearance and placement
rename
Length
of string
Length of string
1
,
2
Less than comparison
matrix element by element
Less than or equal to comparison
matrix element by element
Levene test
1
,
2
,
3
,
4
Leverage plots
1
,
2
Leverages
estimation in presence of high
Levin, Lin and Chu
1
,
2
,
3
Likelihood
Likelihood specification
Lilliefors test
1
,
2
,
3
,
4
Limit points
censored dependent variables
make covariance matrix
make vector
non-ascending
Limited dependent variable
Limited information maximum likelihood (LIML) See LIML
1
,
2
,
3
liml
1
,
2
LIML
1
,
2
,
3
Bekker standard errors
dropped instruments
estimation of
1
,
2
,
3
instrument summary
1
,
2
linear objective
minimum eigenvalue
1
,
2
nonlinear objective
weak instruments
1
,
2
line
Line
opacity
Line break (programs)
Line drawing
1
,
2
Line graph
1
,
2
Line numbers
in program
Linear
frequency conversion method
1
,
2
,
3
interpolation
Linearity tests
smooth transition
1
,
2
linefit
link
1
,
2
Link
1
,
2
attribute setting
basic concepts
breaking
convert to ordinary series
1
,
2
,
3
create by command
create by copy-and-paste
creation
data from foreign formats
1
,
2
,
3
,
4
data members
declare
frequency conversion
1
,
2
match merging
modifying
procs
1
,
2
specification
to databases
1
,
2
working with
Link function
1
,
2
Linked equations in models
Linking objects from Excel and other file formats
1
,
2
,
3
,
4
Linking objects to Excel, Word See OLE.
linkto
list
List
specifying equation by
Litterman
frequency conversion method
1
,
2
,
3
Litterman/Minnesota prior
Ljung-Box Q-statistic
1
,
2
serial correlation test
LM test
ARCH
auxiliary regression
1
,
2
serial correlation
1
,
2
LMMP test for random effects
1
,
2
Lo and MacKinlay variance ratio test
1
,
2
load
Load
workfile
1
,
2
Loadings
1
,
2
Local
samples
subroutine
variable
Local optimum
Local pilot bandwidth
Local regression
save data
1
,
2
Local weighting option
LOESS
1
,
2
save data
1
,
2
log
Log
See Logarithm.
Log likelihood
average
censored models
exponential
for binary models
for regression (normal errors)
negative binomial
normal
ordered models
Poisson model
restricted
See also Logl.
truncated models
Log window
Logarithm
arbitrary base
base-10
difference
natural
1
,
2
natural,1 minus exponential of
natural,plus 1
logclear
1
,
2
logeval
Logical expression
in easy query
Logistic
logit function
Logistic function
1
,
2
Logistic regression
logit
1
,
2
Logit models
1
,
2
,
3
,
4
,
5
logl
Logl
1
,
2
analytical derivatives
append specification line
1
,
2
attribute setting
check user-supplied derivatives
coefficient covariance
convergence
data members
declare
derivatives
display gradients
errors
estimation
examples
gradients
limitations
method
order of evaluation
parameters
procs
1
,
2
specification
starting values
statements
step size
troubleshooting
views
1
,
2
,
3
logmode
logmsg
logsave
Long name
for series
Long-run covariance
1
,
2
,
3
cointegrating regression
GMM estimation
group
panel cointegrating regression
series
technical discussion
Long-run varianceSee Long-run covariance
Loop
exit loop
1
,
2
for
for (control variables)
for (scalars)
for (string variables)
if
nest
over matrix elements
1
,
2
,
3
while
1
,
2
,
3
Lotus file
1
,
2
,
3
export coef vector to file
export data to file
1
,
2
export matrix to file
export pool data to file
export rowvector to file
export sym to file
export vector to file
open
Lower triangular matrix
Lowercase
LOWESS
1
,
2
save data
1
,
2
LR statistic
1
,
2
,
3
,
4
,
5
,
6
QLR
lrcov
lrvar
ls
1
,
2
,
3
,
4
,
5
,
6
,
7
LU Decomposition
lvageplot
M
ma
MA roots
inverted
MA specification
backcasting
forecast
in ARIMA models
1
,
2
in model solution
in two stage least squares
seasonal
Macro-recording
MADMED
definition
MADZERO
definition
MAE
Magellan
Main diagonal
Make model object
1
,
2
,
3
,
4
,
5
,
6
makeattrser
makecoefs
makecoint
makederivs
makeendog
1
,
2
,
3
,
4
makeess
makefilter
makefunobj
makegarch
1
,
2
makegrads
1
,
2
,
3
makegraph
makegroup
1
,
2
,
3
makeif
makelimits
makemap
makemodel
1
,
2
,
3
,
4
,
5
,
6
makepanpcomp
makepcomp
makeregs
makeresids
1
,
2
,
3
,
4
,
5
makergmprobs
1
,
2
makerne
makesignals
makestates
makestats
makesystem
1
,
2
,
3
maketransprobs
1
,
2
makewaveletsj
Mallat’s pyramid algorithm
Mann-Whitney test
1
,
2
,
3
map
1
,
2
,
3
MAPE
Maps
geographic
Marginal significance level
1
,
2
Markdown
export coef as
export matrix as
export svector as
export sym as
export vector as
1
,
2
save graph as
1
,
2
save spool as
save table as
Markov switching
1
,
2
,
3
,
4
AR
1
,
2
autoregressive models
1
,
2
dynamic regression
estimation in EViews
example
expected durations
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
filtering
initial probabilities
1
,
2
,
3
,
4
,
5
mean models
regime probabilities
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
smoothing
1
,
2
transition probabilities
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
transition results
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
VAR
views available
1
,
2
Markov switching VAR
MSI-VAR(2) example
Marquardt
mask
Match merge
1
,
2
,
3
by date
many-to-many
many-to-one
one-to-many
panels
using links
Match operator in database query
Match-merge
as import
Matlab
1
,
2
matplace
matrix
Matrix
1
,
2
assign values
attribute setting
Cholesky factorization
column labels
1
,
2
column product
column standard deviation
1
,
2
,
3
column trimmed mean
column variance
1
,
2
,
3
columns, number of
condition number
convert to/from series or group
1
,
2
,
3
copy
covert from series or group (drop NAs)
1
,
2
covert from series or group (keep NAs)
covert from table
cumulative product
cumulative sum
data members
declare
1
,
2
,
3
demean columns
detrend columns
element division
element equality
1
,
2
element greater than
element greater than or equal to
element inequality
1
,
2
element less than
element less than or equal to
element maximum
element minimum
element missing value
element not missing value
element power
element recode
elementwise operations
export data
export to disk
extract row
fill values
1
,
2
,
3
fill with values
generalized inverse
graph views
import data
increment rows or columns
indentation
initialize
initialize to matrix
initialize to scalar
initialize using compatible matrix
initialize using creation functions
initialize using function
lower triangular
main diagonal
norm
objects
of ones
of zeros
outer product
permute columns using vector of ranks
permute rows of
permute rows using vector of ranks
place submatrix
place vector in column
place vector into
procs
1
,
2
QR decomposition
quadratic form
random normal
1
,
2
,
3
random uniform
1
,
2
rank
ranks of the elements of the matrix
resample rows from
resize
reverse sweep operator
row headers
row labels
1
,
2
rows, numbers of
rows, sort
scale rows or columns
singular value decomposition
singular value decomposition (full)
spreadsheet view
stack columns
stack lower triangular columns
standardize (population)
columns
standardize columns of matrix
submatrix
submatrix assign
subtract submatrix
sweep operator
trace
trend coef for columns
unique values
upper triangular
vertical concatenation
views
1
,
2
,
3
Matrix commands and functions
column means
column scaling
column summaries
commands
descriptive statistics
difference
element
functions
matrix algebra
missing values
utility
1
,
2
Matrix concatenation
Matrix operators
addition (+)
and loop operators
comparison operators
division (/)
multiplication (*)
negation (-)
order of evaluation
subtraction (-)
Maximization
See also Optimization (user-defined).
Maximization See Optimization (user-defined).
Maximization See Optimization (user-defined).
Maximum
backwards cumulative
by category
cumulative
index
matrix columns
matrix columns index
matrix element by element
n-largest number indices
n-largest numbers
number of observations
Maximum absolute correlation
Maximum likelihood
1
,
2
factor
full information
logl
quasi-generalized pseudo-maximum likelihood
1
,
2
quasi-maximum likelihood
1
,
2
See also Logl.
See also Optimization (user-defined).
1
,
2
,
3
state space
user specified
McFadden R-squared
MD file
save text object to file
Mean
1
,
2
backwards cumulative
by category
cumulative
equality test
1
,
2
,
3
,
4
,
5
,
6
geometric
harmonic
hypothesis test of
matrix columns
trimmed
Mean absolute error
1
,
2
,
3
Mean absolute percentage error
1
,
2
,
3
Mean equation (GARCH)
Mean square error
1
,
2
,
3
,
4
means
Measurement equation
Measurement error
1
,
2
Median
1
,
2
backwards cumulative
by category
Cumulative
equality test
1
,
2
equality test
1
,
2
,
3
,
4
hypothesis test of
matrix columns
Median function
members
Memory allocation
Memory, running out of
Menu
objects
merge
1
,
2
Merge
graph objects
1
,
2
,
3
graphs
1
,
2
into model
1
,
2
into panel workfiles
panel data
See Match merge.
store option
using links
Messages
model solution
M-estimation
1
,
2
,
3
performing in EViews
tuning constants
1
,
2
weight functions
1
,
2
Meta data
See Attributes
Metafile
save graph as Windows metafile.
Micro TSP
opening workfiles
Microsoft Excel
See Excel.
Microsoft PowerPoint
pasting graphs and data into
Microsoft Word
pasting graphs and data into
MIDAS
Almon weighting
beta weighting
1
,
2
,
3
example
exponential Almon weighting
PDL weighting
regression
1
,
2
,
3
step weighting
VAR
Minimization
See also Optimization (user-defined).
Minimization See Optimization (user-defined).
Minimization See Optimization (user-defined).
Minimum
backwards cumulative
by category
cumulative
index
matrix columns
matrix columns index
matrix element by element
n-smallest number indices
n-smallest numbers
Minimum discrepancy
Minute
Minute of hour
Missing value comparison
matrix element by element
Missing values
1
,
2
code for missing
forecasting
handling in estimation
in frequency conversion
in models
in observation graphs
interpolate
1
,
2
number of
recoding
1
,
2
relational comparisons involving
test
misspecification test
Misspecification test
conditional variance
sign bias
mixed
Mixed data sampling
regression
1
,
2
,
3
Mixed frequency
VAR
Mixed frequency graph
Mixed frequency VAR
Mixed line graph
1
,
2
ml
1
,
2
,
3
MLE
See Logl
MM-estimation
performing in EViews
Mode
model
Model
E-Newton solver
E-QNewton solver
excluding variables
forward solution
future values
overriding variables
scenario list
Model (object)
data members
declare
procs
See Models.
views
Model averaging
1
,
2
Model consistent expectations
Model selection
ARIMA models
ARIMA using X-13
1
,
2
,
3
,
4
ETS smoothing
1
,
2
graphs
table
TAR estimation
1
,
2
,
3
Models
add factor assignment and removal
add factor initialization
add factors
1
,
2
,
3
adding equations
aliasing
1
,
2
append specification line
attribute setting
binding variables
block structure
1
,
2
boundaries
break all model links
Broyden solution
Broyden solver
1
,
2
coefficient uncertainty
1
,
2
,
3
comparing solutions
1
,
2
convergence test
creating
definition
demonstration
dependency graph
1
,
2
derivatives
diagnostic messages and iteration history
display model check boundaries view
dropping endogenous variables
dropping linked objects
dynamic solution
dynamic solve
editing scenario data
editing scenarios
endogenous variables
E-Newton
1
,
2
E-QNewton
1
,
2
equation view
1
,
2
estimating equations
exclude variables from solution
excluding variables
exogenous variable
exogenous variable uncertainty
1
,
2
Fair-Taylor solution
1
,
2
fit option for solution
forecasting with
future values
Gauss-Seidel solution
Gauss-Seidel solver
1
,
2
handling of ARMA terms
identities
initialize excluded variables
inline equations
intercept shift add factor
linked equations
MA error terms
make from equation object
make from logl object
make from pool object
make from sspace object
make from system object
make from var object
make graph of model series
make group of model series
merge into
1
,
2
missing value handling
Newton solution
Newton’s method
1
,
2
options for solving
options for stochastic simulation
options for stochastic solving
override add factors
overrides in model solution
overriding variables
1
,
2
,
3
print view
properties of equations
reincluding variables
replacing endogenous variables
replacing linked objects
replacing variables
reverting variables to initial values
roundoff of solution
scenarios
1
,
2
,
3
,
4
,
5
scenarios (example)
simultaneous and recursive blocks
solution messages
solution methods
1
,
2
solve
1
,
2
solve (dynamic)
solve (static)
solve controls to match targets
solving
1
,
2
solving to match target
specify new set of endogenous variables
starting values
static solution
static solve
stochastic equations
stochastic simulation
stochastic solution
text description of
1
,
2
text keywords
1
,
2
text representation
1
,
2
trace endogenous
trace iteration history
track
tracking variables
update specification
updating links
variable dependencies
variable shift add factor
variable view
1
,
2
modelselgraph
modelseltable
Modulus
Moment condition
Moment selection criteria
Month of year
Moody’s Economy.com
Moody’s Economy.com data
Moore-Penrose inverse of matrix
move
movereg
1
,
2
MoveReg decomposition
movetitle
Moving average (ARMA)
Moving statistics
functions
geometric mean
MP4
save graph as
msa
MSAR
1
,
2
MSE
1
,
2
,
3
msg
MSI
MSM
mtos
multibreak
Multicollinearity
coefficient variance decomposition
test of
1
,
2
Multiple processors
Multiplication
Multiplication operator (*)
Multiresolution analysis
Multivariate ARCH
N
na
NA See NAs and Missing data.
Nadaraya-Watson
name
1
,
2
Name
get next available object name
make a valid object name
object
reserved
test for valid object name
Name field in database query
Naming objects
spool
NAs
comparisons
forecasting
inequality comparison
See also Missing data
test
testing
NAs, number of
backwards cumulative
by category
cumulative
matrix columns
National Oceanic and Atmospheric Administration
National Oceanic and Atmospheric Administration data
Near singular matrix
1
,
2
binary models
logl
1
,
2
,
3
nonlinear models
1
,
2
polynomial distributed lag
RESET test
Nearest neighbor regression
1
,
2
,
3
Negation operator (-)
Negative binomial count model
1
,
2
,
3
Network proxy server
Newey-West automatic bandwidth
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
system GMM
Newey-West consistent covariance
cointegrating regression
GLM estimation
GMM estimation
panel cointegrating regression
robust standard errors
system GMM
newsimpact
News-impact graph
Newton’s method
1
,
2
,
3
,
4
Newton-Raphson
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
next
nnfit
NOAA
NOAA data
Noninvertible MA process
1
,
2
Nonlinear ARDL
Symmetry test
Nonlinear coefficient restriction
Wald test
Nonlinear least squares
coefficient covariance
convergence criterion
forecast standard errors
iteration option
optimization method option
pool estimation
single equation estimation
1
,
2
,
3
,
4
specification
starting values
system estimation
two stage
two stage with AR specification
var estimation
1
,
2
,
3
weighted
weighted two stage
1
,
2
with AR specification
1
,
2
Non-missing value comparison
matrix element by element
Nonnested tests
Nonparametric kernel
technical details
Non-unique identifiers
Norm of a matrix
Normal distribution
random number
1
,
2
,
3
Normality test
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
System
VAR
1
,
2
Normalize formula
Normal-Wishart prior
Not equal to comparison
matrix element by element
1
,
2
Nowcasting
1
,
2
,
3
nrnd
N-step forecast test
N-step GMM
single equation
1
,
2
,
3
,
4
Null hypothesis
Number format
See Display format
Number of periods
annuity
Numbers
converting from strings
1
,
2
formatting in tables
formatting in tables See also Display format
relational comparison
N-way table
1
,
2
,
3
chi-square tests
nyblom
Nyblom
Nyblom stability test
Nyblom test
O
Object
_this type
active
active type
allow multiple untitled
assignment
basics
closing untitled
command
containers
copy
1
,
2
,
3
create
create using freeze
data
1
,
2
declaration
delete
1
,
2
,
3
display name See Display name.
1
,
2
,
3
,
4
display output in window
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
fetch from database or databank
1
,
2
,
3
freeze
get next available object name
icon
label See Label object
make a valid name
naming
open
output display
placeholder
preview
1
,
2
,
3
print
1
,
2
procedure
rename
1
,
2
sample
save
show
store
1
,
2
,
3
store pool
test for existence
test for valid name
type
window
Object linking and embedding
See OLE.
Objects menu
Observation
after date
before date
date
day of month
day of week
during date interval
end date of
event indicator
holiday (multiple) event indicator
holiday event indicator
hour of day (floating point)
hour of day (integer)
identifier
identifier series
in list of values
is period first matching
minute
minute of hour
month of year
number of days in
quarter of year
seasonal dummy
second of minute
weekday
within range of values
year
Observation equation
1
,
2
Observation graphs
1
,
2
missing values
Observation identifiers
Observation number
Observation scale
Observations
number in sample
number in workfile
Observations, number of
backwards cumulative
by category
cumulative
matrix columns
maximum
observed
ODBC
1
,
2
OECD
OLE
copy special
embedding (definition)
linking (definition)
paste EViews object
pasting graphs
pasting numerical data
pasting with the workfile sample
push updates from alpha
push updates from coef
push updates from equation
push updates from factor
push updates from graph
push updates from group
push updates from link object
push updates from logl
push updates from matrix object
push updates from model
push updates from pool
push updates from rowvector
push updates from sample object
push updates from scalar object
1
,
2
push updates from series
push updates from spool
push updates from sspace
push updates from string object
push updates from svector
push updates from sym
push updates from system
push updates from table
push updates from text object
push updates from user object
push updates from valmap
push updates from VAR
push updates from vector
using
OLEDB Driver
olepush
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
,
24
,
25
,
26
,
27
,
28
OLS (ordinary least squares)
adjusted R-squared
coefficient standard error
coefficient t-statistic
coefficients
1
,
2
pool estimation
See also Equation.
single equation estimation
1
,
2
standard error of regression
sum of squared residuals
system estimation
1
,
2
,
3
var estimation
1
,
2
,
3
variable selection
1
,
2
Omitted variables test
1
,
2
,
3
,
4
,
5
panel
OneDrive
1
,
2
,
3
,
4
Ones matrix
One-step forecast test
One-step GMM
single equation
1
,
2
,
3
,
4
One-way frequency table
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
open
Open
database
1
,
2
,
3
foreign data as import
foreign data as matrix
1
,
2
,
3
,
4
,
5
,
6
foreign data as rowvector
foreign data as sym
foreign data as table
1
,
2
,
3
foreign source data
1
,
2
multiple objects
object
options
text or program files
workfile
1
,
2
Operator
arithmetic
conjunction (and, or)
difference
lag
lead
parentheses
relational
1
,
2
Optimization
methods
1
,
2
,
3
,
4
,
5
Optimization (user-defined)
analytical gradients
1
,
2
controls
1
,
2
examples
gradients
1
,
2
Hessian
1
,
2
,
3
least squares
maximization
maximum likelihood
method
minimization
numeric derivatives
objective
1
,
2
parameters
1
,
2
starting values
status messages
step method
1
,
2
technical details
termination
Optimization algorithms
BHHH
1
,
2
first derivative methods
Gauss-Newton
1
,
2
,
3
,
4
,
5
Goldfeld-Quandt
grid search
Marquardt
Newton-Raphson
1
,
2
,
3
,
4
,
5
second derivative methods
starting values
step size
optimize
1
,
2
,
3
Option settings
allow only one untitled
backup workfiles
1
,
2
date notation
default fonts
EViews sessions on open
external program interface
fonts
frequency conversion
keyboard focus
messages
network proxy server
print setup
program execution mode
replace
save to new location
series auto label
snapshots
spreadsheet data display
spreadsheet view defaults
start page
warn on close
1
,
2
window appearance
options
1
,
2
,
3
,
4
Options
in programs
Optmization (user-defined)
1
,
2
optsave
optset
or
Or operator
1
,
2
Order condition
2sls
GMM
Order of evaluation
logl
Order of stacked data
ordered
1
,
2
Ordered dependent variable
error messages
estimating models with
1
,
2
estimation
expectation-prediction tables
forecasting
limit points
log likelihood
make vector of limit points from equation
variable frequencies
1
,
2
views
Ordinary residual
binary models
censored models
count models
GLM
truncated models
Orientation
Orthogonal regression
Orthogonality condition
1
,
2
orthogtest
Ourlier analysis
Outer product
Outlier detection
wavelets
1
,
2
,
3
outliers
Outliers
detection of
1
,
2
,
3
,
4
detection of in X-13
1
,
2
robust estimation in presence of
output
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
Output
display estimation results
1
,
2
,
3
display factor results
display logl results
display pool results
display system results
display VAR results
printing
redirection
1
,
2
,
3
Over identification
Overdispersion
1
,
2
,
3
specification test
override
Override variables in model solution
P
pace
PACE
1
,
2
details
Pack database
Packable space
1
,
2
Page
check for existence of
contract
copy from
create new
1
,
2
define structure
delete page
1
,
2
,
3
,
4
frequency
frequency of
list
name of active
number in workfile
number of
observation identifier series
observation index vector
order
range specification
rename
1
,
2
reorder
resize
retrieve current sample
retrieve ID series
retrieve name of
retrieve names of
sample index vector
sample specification
save or export
set active
sorting
stack
subset from
test for existence
Page breaks
pageappend
pagecontract
pagecopy
pagecreate
pagedelete
1
,
2
,
3
pageload
pagerename
pagesave
pageselect
pagestack
pagestruct
pageunlink
pageunstack
Pairwise graphs
Pairwise maximum
Pairwise minimum
Pane and tab interface
Panel
cross-section identifier
random components test
1
,
2
residual cross section dependence test
1
,
2
residual cross-section dependence test
1
,
2
test workfile
unit root tests
1
,
2
,
3
,
4
within cross-section identifier
Panel cointegrating regression
equation specification
examples
performing in EViews
PMG models
1
,
2
technical details
1
,
2
Panel cross-section identifier
Panel data
analysis
balanced
cell identifier
1
,
2
cointegration testing
1
,
2
convert to pool
covariance analysis
create workfile of
cross-section identifiers
cross-section summaries
dated
duplicate identifiers
1
,
2
dynamic panel data
estimation See Panel estimation.
1
,
2
,
3
,
4
fixed effects test
frequency conversion
functions
GMM estimation
graphs
group identifier
1
,
2
Hausman test
identifiers
instrumental variables estimation
irregular
lags
1
,
2
lags and leads
least squares estimation
merging data into
nested
period summaries
pool comparison
regular
samples in panel workfiles
See also Panel workfile.
statistics
testing
time trend
1
,
2
,
3
trends
1
,
2
unbalanced
undated
unit root tests
1
,
2
,
3
,
4
,
5
,
6
within-group identifier
1
,
2
workfile structure
1
,
2
Panel estimation
1
,
2
,
3
,
4
examples
GLS weights
GMM
GMM (example)
GMM details
least squares
PMG
TSLS
view effectseffects
Panel unit root See Panel data - unit root tests.
Panel vs. pool
Panel workfile
create
dated
display
functions
nested
See also Panel data.
structure
1
,
2
undated
undated with ID
panelcov
panpcomp
Parallel analysis
param
Param (command)
1
,
2
,
3
Parameters
logl
PARCH
1
,
2
,
3
Park added variable test
1
,
2
Parks estimator
partcor
Partial analysis
Partial autocorrelation
1
,
2
,
3
,
4
,
5
,
6
Partial correlation
1
,
2
,
3
,
4
,
5
Partial covariance analysis
1
,
2
from group
Partitioned covariance estimation
Parzen kernel
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Parzen-Cauchy kernel
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Parzen-Geometric kernel
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Parzen-Riesz kernel
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Paste
data as new workfile
existing series
into Excel, Word See OLE.
new series
Paste special
EViews object
graphs
See also OLE.
spreadsheets
tables
Paste special See OLE.
Path
default workfile
retrieve workfile path
paths
Payment amount
PDF
export coef as
export matrix as
export svector as
export sym as
export vector as
1
,
2
save graph as
1
,
2
,
3
save spool as
save table as
PDF file
save text object to file
pdl
PDL
mixed frequencies
PDL (polynomial distributed lag)
1
,
2
,
3
far end restriction
forecast standard errors
instrumental variables
near end restriction
specification
Pearson correlation
from group
1
,
2
from matrix
from sym
from vector
Pearson covariance
1
,
2
from group
from matrix
from sym
panel data
Pedroni panel cointegration test
1
,
2
,
3
,
4
Percent change
one-period
1
,
2
one-period annualized
1
,
2
one-year
1
,
2
Percentile
Period
dummy variable
summaries
SUR
Period-to-date
Permute
columns of a matrix using vector of ranks
rows of a matrix using vector of ranks
rows of matrix
Perron unit root test
1
,
2
Pesaran scaled LM test
1
,
2
,
3
,
4
Pesaran, Shin and Smith
1
,
2
,
3
pf
Phillips-Ouliaris cointegration test
1
,
2
Phillips-Perron test
1
,
2
,
3
,
4
,
5
Pi
logarithm of 2 times
pie
Pie graph
1
,
2
Pilot bandwidth
plot
PMG
1
,
2
similarity test
pmghausmantest
PNG
poff
Point
frequency conversion method
1
,
2
,
3
Poisson count model
1
,
2
,
3
Polynomial distributed lags, See PDL.
pon
pool
Pool
1
,
2
? placeholder
add cross section member
1
,
2
and cross-section specific series
AR specification
attribute setting
balanced data
1
,
2
balanced sample
base name
coefficient covariance
coefficient test
cointegration
common coefficients
1
,
2
convergence criterion
convert to panel
1
,
2
copy
creating
cross-section
cross-section IDs
cross-section specific coefficients
1
,
2
,
3
data members
declare
defining
defining groups of identifiers
delete using identifiers
descriptive statistics
dummy variable
editing definitions
estimation
estimation details
export data
fixed effects
1
,
2
generate series
generate series using identifiers
group
identifier comparison with “?” wildcard
import
import data
import stacked data
instrumental variables
1
,
2
make group
1
,
2
make group of pool series
1
,
2
make system
members
naming series
object
options
order
period-specific coefficients
pool series
procedures
procs
random effects
1
,
2
residuals
restructure
series
setup
special group identity series
specification
stacked data
tests
unstacked data
views
workfile
Pool data
panel comparison
Pool vs. panel
Pooled Mean Group estimation
1
,
2
Portmanteau test
VAR
1
,
2
Portrait (print orientation)
postdraws
postresidcov
PostScript
save graph as PostScript file
Power
1
,
2
,
3
Power (raise to)
matrix element by element
PowerPoint
pasting graphs and data into
Prais-Winsten
Precedence of evaluation
1
,
2
Predetermined variable
predict
Prediction table
binary models
ordered models
Present value
Presentation table
preview
Preview objects
1
,
2
Prewhitening
cointegrating regression
GMM estimation
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
system GMM
1
,
2
technical details
Principal components
1
,
2
,
3
,
4
,
5
make scores
panels
Principal factors
1
,
2
,
3
iterated
print
1
,
2
Print
and display
automatic printing
1
,
2
graphs
landscape
mode
objects
portrait
settings
setup options
spool
1
,
2
spool by command
tables
tables by command
to a spool
turn off in program
printview
Probability response curve
probit
1
,
2
Probit models
1
,
2
,
3
Procedures
documentation
Process graphs (quantile regression)
Processors
multiple
Product
backwards cumulative
cumulative
matrix columns
program
Program
abort
arguments
1
,
2
,
3
,
4
auto indent
backup files
1
,
2
basics
break
call subroutine
1
,
2
clearing execution errors
command capture
counting execution errors
create
create new file
debugging
dependencies
encrypt
equals option
errors
example
exec
execution
execution error code
execution error string
execution option
1
,
2
,
3
exit loop
file location
for
if
if statement
include file
1
,
2
ini file
1
,
2
line comment character
1
,
2
line continuation character
line numbers
location of file
log See Program log.
maximum number of execution errors
modes
multiple programs
number of execution errors
1
,
2
open
option
1
,
2
Options
place subroutine
run
running
save
1
,
2
snapshots
stop
1
,
2
stop execution
string object
1
,
2
strings
1
,
2
syntax coloring
tab settings
user-defined dialogs
variables
version 4 compatibility
1
,
2
while
Program evaluation
1
,
2
Program log
1
,
2
add message
clear
1
,
2
save
send to log
set log settings
Programming language command entries
Programming See Program.
prophet
Proxy server
Pseudoinverse
P-value
for coefficient t-statistic
Pyramid algorithm
Python
Q
QML
1
,
2
,
3
qqplot
QQ-plot
1
,
2
,
3
save data
1
,
2
,
3
,
4
,
5
,
6
QR decomposition
qreg
1
,
2
qrprocess
1
,
2
,
3
qrslope
qrsymm
Q-statistic
1
,
2
,
3
,
4
,
5
Ljung-Box
residual serial correlation test
serial correlation test
qstats
1
,
2
Quadratic
frequency conversion method
1
,
2
,
3
Quadratic form
Quadratic hill-climbing
Quadratic spectral kernel
1
,
2
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Qualitative dependent variable
Quandt breakpoint test
1
,
2
Quantile
1
,
2
,
3
backwards cumulative
by category
Cumulative
Quantile function
Quantile method
1
,
2
Quantile process coefficients
technical details
Quantile process views
technical details
Quantile regression
1
,
2
,
3
example
output
performing in EViews
process coefficients
process estimation
1
,
2
,
3
quantile process views
slope equality test
1
,
2
symmetric quantiles test
1
,
2
technical details
Quantile-Quantile
Quantile-Quantile graph
Quantiles
from series
1
,
2
Quarter
Quasi-generalized pseudo-maximum likelihood
Quasi-likelihood ratio test
1
,
2
Quasi-maximum likelihood
1
,
2
robust standard errors
Queries on database
advanced query
easy query
examples
logical expressions
wildcard characters
Query
database
Quiet mode
1
,
2
R
R
1
,
2
R project
1
,
2
Ramsey RESET test
1
,
2
,
3
Random components test
1
,
2
Random effects
LM test for
1
,
2
panel estimation
pool
pool descriptions
test for correlated effects (Hausman)
1
,
2
,
3
view
Random number
generator for normal
1
,
2
,
3
generator for uniform
1
,
2
integer
seed
Random walk
range
Range of integers
ranhaus
1
,
2
Rank (matrix)
Rank condition for identification
Ranks
observations in series or vector
Rate for annuity
Ratio to moving-average
Rational expectations
RATS data
4.x native format
importing
open
rcomptest
read
1
,
2
,
3
,
4
,
5
,
6
,
7
Read
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
data from foreign file
1
,
2
data from foreign file as matrix
1
,
2
,
3
data from foreign file as rowvector
data from foreign file as svector
data from foreign file as sym
data from foreign file as table
1
,
2
,
3
data from foreign file as vector
1
,
2
data from foreign file into coef vector
data from foreign file into matrix
data from foreign file into pool
data from foreign file into rowvector
data from foreign file into sym
data from foreign file into vector
Reading EViews data (in other applications)
1
,
2
Rebuild database
Recession shading
Reciprocal
Recode
matrix element by element
Recode values
1
,
2
Recording user actions
Rectangles
adding to a graph
Recursive coefficient
save as series
Recursive estimation
least squares
using state space
Recursive least squares
1
,
2
CUSUM
CUSUM of squares
Recursive residual
1
,
2
CUSUM
CUSUM of squares
n-step forecast test
one-step forecast test
save as series
Redirect output to file
1
,
2
equation
logl
pool
sspace
system
var
reduced
Reduced covariance
1
,
2
Redundant fixed effects test
pool
Redundant variables test
1
,
2
,
3
,
4
panel
Regime probabilities
1
,
2
outputting
1
,
2
,
3
,
4
,
5
,
6
Regime switching
Registry
regression
Regression
adjusted R-squared
breakpoint estimation
1
,
2
,
3
coefficient standard error
coefficients
collinearity
forecast
F-statistic
functional coefficients
line on graph
log likelihood
quantile
residuals from
See also Equation.
standard error of
sum of squared residuals
1
,
2
t-statistic for coefficient
Regressors
make group containing from equation
Regular data
reinclude
Relational operators
and missing values
Remainder
floating point
Remarks
field in database query
remove
Removing data
rename
Rename
database
1
,
2
object
1
,
2
objects in database
page
1
,
2
workfile page
1
,
2
reorder
Reorder
columns of a matrix using vector of ranks
group
page
rows of a matrix
rows of a matrix using vector of ranks
Repair database
replace
replacelink
Replacement variable
naming objects
replacevar
Representations view
equation
1
,
2
pool
system
VAR
Reproduced covariance
resample
1
,
2
,
3
,
4
Resample
observations
1
,
2
,
3
,
4
rows from matrix
Reserved names
reset
1
,
2
RESET test
1
,
2
,
3
Reset timer
Reshaping a workfile
1
,
2
residcor
1
,
2
,
3
,
4
residcov
1
,
2
,
3
,
4
resids
1
,
2
,
3
,
4
,
5
,
6
Residuals
binary models
censored dependent variable models
correlation matrix of
1
,
2
system
VAR
count models
covariance matrix (pool)
covariance matrix of
1
,
2
covariance matrix of in system
covariance matrix of in VAR
default series RESID
display of in equation
1
,
2
display of in pool
display of in sspace
display of in system
display of in VAR
estimation in presence of large
from estimated equation
from two stage least squares
generalized
1
,
2
,
3
,
4
GLM
make series or group containing
make series or group containing
1
,
2
,
3
,
4
,
5
of equation
ordinary
1
,
2
,
3
,
4
plot
plots of
1
,
2
pool
recursive
1
,
2
standardized
1
,
2
,
3
,
4
,
5
studentized
1
,
2
sum of squares
symmetrically trimmed
system
tests of
truncated dependent variable
unconditional
resize
1
,
2
,
3
,
4
,
5
,
6
Resize
coef
page
spools
table columns and rows
workfile
1
,
2
Restricted estimation
Restricted log likelihood
Restricted VAR
clear restriction text
set restriction text
Restructuring
1
,
2
results
1
,
2
,
3
,
4
,
5
,
6
Results
display or retrieve
1
,
2
,
3
,
4
,
5
,
6
,
7
return
Reverse sweep operator
revert
rgmprobs
1
,
2
Rich Text Format
See RTF.
Ridge regression
coefficient lambda path matrix
1
,
2
coefficient path graphs
cross-validation graph
lambda path estimation table
lambda path fit table
lambda path graphs
model selection graphs
model selection table
rls
RMSE
1
,
2
rmvnorm
rnd
rndint
rndseed
Rn-squared statistic
definition
Robust least squares
1
,
2
,
3
Andrews function
Bisquare function
Cauchy function
covariance
example
Fair function
Huber function
Logistic function
1
,
2
Median function
M-estimation
1
,
2
MM-estimation
S-estimation
Talworth function
weight functions
Welsch function
Robust regression
See also Robust least squares.
1
,
2
Robust regression See Robust least squares.
Robust standard errors
Bollerslev-Wooldridge for GARCH
cluster
clustered
GLM
1
,
2
GMM
Huber-White (QML)
1
,
2
robustls
1
,
2
Robustness iterations
1
,
2
Rolling regression
user object example
Root mean square error
1
,
2
,
3
Roots of the AR polynomial in VAR
rotate
Rotate
factors
1
,
2
,
3
graphs
rotateclear
rotateout
Rotation of factors
1
,
2
details
Round
upward
Round downward
Roundoff error in for loops
Row
functions
height
1
,
2
matrix headers
matrix labels
1
,
2
numbers
place in matrix
rowvector headers
sort
svector labels
1
,
2
,
3
sym labels
vector labels
1
,
2
Rowector
export to disk
resize
rowplace
rowvector
Rowvector
1
,
2
,
3
attribute setting
column labels
1
,
2
data members
declare
extract from matrix
filled rowvector function
graph views
indentation
procs
1
,
2
row headers
views
1
,
2
R-squared
adjusted
for regression
from two stage least squares
McFadden
negative
retrieve from equation
retrieve from system
retrieve from VAR
uncentered
1
,
2
with AR specification
RTF
1
,
2
,
3
,
4
create
export coef to file
export matrix to file
export svector to file
export sym to file
export vector to file
1
,
2
redirecting print to
save table to file
save text object to file
run
1
,
2
Run program
1
,
2
application in batch mode
multiple files
Rw-squared statistic
definition
S
SAIC
sample
Sample
@all
1
,
2
@day
@first
1
,
2
,
3
@hour
@hourf
@last
1
,
2
@month
@quarter
@weekday
@year
adjustment in estimation
all observations
1
,
2
attribute setting
balanced
breaks
change
change using for loop
command
common
current
data members
date pairs
declare
display sample specification in
earliest of first panel obs
earliest of last panel obs
first observation
1
,
2
if condition
index vector
individual
intraday data
last observation
1
,
2
latest of first panel obs
latest of last panel obs
local
number of observations
number of observations in
procs
range pairs
retrieve current default
selection and missing values
set current
set sample specification in
specifying sample object
specifying samples in panel workfiles
used in estimation
using sample objects in expressions
views
with expressions
workfile
Samples
local
sar
SAR specification
1
,
2
,
3
SAR(p)
estimation
SARMA
1
,
2
SAS file
1
,
2
save
1
,
2
,
3
,
4
,
5
Save
backup workfile
commands in file
graphs
objects to disk
options
save as new workfile
spool
tables
1
,
2
workfile
1
,
2
workfile as foreign file
1
,
2
workfile precision and compression
saveprgini
scalar
Scalar
1
,
2
attribute setting
data members
declare
initialize matrix
procs
spreadsheet view
views
scale
Scale factor
Scale rows or columns of matrix
Scaled coefficients
1
,
2
Scaling
factor analysis
scat
scatmat
scatpair
Scatterplot
1
,
2
categorical
matrix of
1
,
2
pairs graph
with confidence ellipse
with kernel fit
with kernel regression fit
with nearest neighbor fit
1
,
2
with orthogonal regression line
with regression line
with regression line fit
scenario
Scenarios
1
,
2
simple example
scenlist
Schwarz criterion
1
,
2
,
3
equation data member
for equation
pool data member
system data member
VAR data member
Score coefficients
Score vector
scores
1
,
2
Scores
Scree plot
SDMX data
SDMX_ML format
seas
1
,
2
Seasonal
ARMA terms
1
,
2
,
3
,
4
difference
1
,
2
dummy variable
graphs
1
,
2
Seasonal adjustment
additive
Census X-11 (historical)
Census X-12
Census X-13
1
,
2
daily
movereg
MoveReg decomposition
moving average
1
,
2
multiplicative
STL
STL decomposition
Tramo/Seats
1
,
2
weekly
X-11
X-12
Seasonal dummy
Seasonal unit root test
1
,
2
Seasonal unit roots
seasplot
seasuroot
Second derivative methods
Second of minute
Second-generation panel unit r oot tests
1
,
2
,
3
,
4
Seed random number generator
Seemingly unrelated regression
1
,
2
Seemingly unrelated regression See SUR.
Select
all
object
Selection model
Heckman selection equation
1
,
2
Selection model See Heckman selection
Sensitivity of binary prediction
Sequence
arithmetic
1
,
2
multiplicative
Sequential breakpoint
estimation with
tests
1
,
2
Sequential LR tests
Serial correlation
ARIMA models
Breusch-Godfrey LM test
1
,
2
Durbin-Watson statistic
1
,
2
first order
higher order
multivariate VAR LM test
nonlinear models
switching models
theory
two stage regression
Serial correlation test
equations
1
,
2
panels
1
,
2
VARs
series
Series
1
,
2
,
3
adjust values
1
,
2
alpha formula
attribute setting
auto-series
auto-updating
1
,
2
,
3
auto-updating and databases
auto-updating and forecasting
bin recoding
1
,
2
binning
categorize
1
,
2
classification
comparison
convert to matrix
1
,
2
convert to matrix (keep NAs)
create
1
,
2
cross-section specific
data members
declare
delete observation
description of
descriptive statistics
1
,
2
,
3
,
4
,
5
difference
display format
display type
duplicate observations
1
,
2
dynamic assignment
edit in differences
edit mode default
editing
1
,
2
element function
extract observation
fill (background) color for cells
fill values
1
,
2
,
3
formula
1
,
2
frequency conversion default method
functions
generate by command
graph
1
,
2
graph views
implicit assignment
in pool objects
indentation
initialize
insert observation
interpolate
1
,
2
lag
lead
pooled
preview
previewing contents
procs
1
,
2
,
3
properties
ranking
resample
setting graph axis
smoothing
1
,
2
smpl+/-
sort
spreadsheet view
spreadsheet view defaults
text color for cells
unique values
using expressions in place of
value maps
views
S-estimation
1
,
2
performing in EViews
tuning constants
weight function
set
Set column labels
coef
Set row labels
coef
1
,
2
SETAR
1
,
2
setattr
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
,
24
,
25
,
26
,
27
,
28
setbpelem
setcell
setcollabels
1
,
2
,
3
,
4
,
5
,
6
setcolwidth
setconvert
setelem
seterrcount
1
,
2
setfillcolor
1
,
2
,
3
,
4
setfont
1
,
2
,
3
,
4
setformat
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
setglobalc
setheight
setindent
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
setjust
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
setline
setlines
setmaxerrs
setmerge
setobslabel
setpilotbw
setrowlabels
1
,
2
,
3
,
4
,
5
,
6
,
7
setshapelabel
settextcolor
1
,
2
,
3
setupdate
setwidth
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
setzoom
Shade region of graph
1
,
2
by command
Shadowing of object names
Shape
background color
Shape labels
1
,
2
Shapefile
link to series
load from disk
Sharing violation
sheet
alpha
coef
group
matrix
pool
rowvector
scalar
series
svector
sym
table
valmap
vector
shell
Shell
show
1
,
2
Show labels
coef
matrix
rowvector
svector
sym
vector
Show object view
1
,
2
showlabels
1
,
2
,
3
,
4
,
5
,
6
Siddiqui difference quotient
1
,
2
Siegel-Tukey test
1
,
2
,
3
Sign bias test
Sign of number
Sign test
1
,
2
,
3
,
4
Signal equation
Signal variables
display graphs
saving
views
signalgraph
signbias
Sign-bias misspecification test
Silverman bandwidth
Simple switching
regime probabilities
Sims-Zha prior
Simultaneous equations See systems.
Sine
Singular matrix
error in binary estimation
error in estimation
1
,
2
,
3
error in logl
1
,
2
,
3
error in PDL estimation
error in RESET test
test for
Singular value decomposition
Singular value decomposition (full)
Skewness
1
,
2
by category
sleep
Slope equality test
Slope equality test (quantile regression)
technical details
sma
SMA specification
1
,
2
smooth
1
,
2
Smooth threshold autoregression
1
,
2
Smooth transition regression
transition functions
Smoothed AIC weights
Smoothing
ETS model
1
,
2
exponential smooth series
1
,
2
likelihood based
1
,
2
Markov switching
1
,
2
methods
parameters
signal series
state series
state space
smpl
Smpl command
Smpl+/-
Snapshots
defaults
solve
1
,
2
Solve
Broyden
1
,
2
Gauss-Seidel
linear system
Newton-Raphson
See also Models.
simultaneous equations model
1
,
2
solveopt
sort
1
,
2
,
3
,
4
,
5
,
6
Sort
1
,
2
,
3
,
4
display
observations in a graph
1
,
2
spreadsheet display
table rows
valmaps
vector
workfile
workfile page
1
,
2
Source
field in database query
Sparse label option
1
,
2
spawn
Spawn process within EViews
Spearman covariance
panel data
Spearman rank correlation
from group
from matrix
from sym
from vector
Spearman rank covariance
from group
from matrix
from sym
Spearman rank-order
theory
spec
1
,
2
,
3
,
4
,
5
Specification
by formula
by list
of equation
1
,
2
,
3
of nonlinear equation
of pool
of system
of systems
of VAR
Specification test
for binary models
for overdispersion
for tobit
of equation
RESET (Ramsey)
White
Specification view
logl
model
sspace
system
Specificity of binary prediction
Spectrum estimation
1
,
2
spike
Spike graph
1
,
2
Spool
1
,
2
add folder
add objects
add objects by command
add to
add/append objects
appending
attribute setting
comment setting
comments
1
,
2
comments by command
copying to
create
create by command
customization
data members
declare spool object
delete objects
display contents
display mode
1
,
2
,
3
display name
display name by command
embedding
extract
1
,
2
extract by command
flatten tree hierarchy
1
,
2
font setting
graph display mode
hide objects
hiding objects
horizontal indentation
indentation
insert object
left margin
management
move object
name object
naming objects
naming objects by command
object comments
object names
options
order
print
print by command
print object
print size
print to
printing
procs
properties
rearrange
redirecting print to
remove object
removing objects
resize
saving
1
,
2
show objects in spool
table and text display mode
title
top margin
vertical indentation
vertical spacing
views
widths
zoom level
Spreadsheet
file export
file import
1
,
2
,
3
file import as matrix
1
,
2
,
3
file import as rowvector
file import as svector
file import as sym
file import as table
1
,
2
,
3
file import as vector
1
,
2
series
sort display default
sort display order
1
,
2
,
3
,
4
view option
1
,
2
Spreadsheet view
alpha
1
,
2
coef
display type
group
1
,
2
matrix
pool
rowvector
scalar
series
svector
sym
table
vector
SPSS file
1
,
2
sqr
Square root
1
,
2
Squared multiple correlation
srcoefs
SSAR
SSCP
sspace
Sspace
append specification line
attribute setting
coefficient covariance
data members
declare
display signal graphs
make Kalman filter from
method
procs
specification display
state graphs
views
stability test
Stability test
1
,
2
,
3
Bai Perron tests
1
,
2
Chow breakpoint
1
,
2
,
3
Chow forecast
factor
1
,
2
Quandt-Andrews
RESET
smooth transition
unknown breakpoint
with unequal variance
Stack
matrix by column
sym matrix by lower column triangle
workfile page
Stacked data
1
,
2
balanced
descriptive statistics
order
Stacking data
Standard deviation
backwards cumulative
1
,
2
,
3
by category
1
,
2
,
3
cumulative
1
,
2
,
3
matrix columns
1
,
2
,
3
population
sample
1
,
2
Standard error
for estimated coefficient
forecast
1
,
2
of the regression
retrieve from equation
retrieve from system
retrieve from VAR
See also Robust standard errors.
Standard errors
cluster-robust
Standardize
1
,
2
population
matrix columns
Standardized coefficients
1
,
2
Standardized residual
binary models
censored models
count models
GLM
truncated models
STAR
1
,
2
Start
field in database query
field in workfile details
Start page
Starting values
(G)ARCH models
binary models
for ARMA estimation
1
,
2
for coefficients
1
,
2
for nonlinear least squares
1
,
2
for systems
logl
param statement
1
,
2
state space
user defined optimization
user supplied
1
,
2
Stata file
1
,
2
statby
1
,
2
State equation
1
,
2
State space
@mprior
@vprior
estimation
1
,
2
filtering
forecasting
interpreting
observation equation
representation
specification
1
,
2
,
3
specification (automatic)
starting values
state equation
views
State variables
display graphs of
final one-step ahead predictions
initial values
smoothed series
State views
statefinal
stategraphs
stateinit
Static forecast
1
,
2
,
3
Static OLS
1
,
2
Stationary time series
Statistics
compute for subgroups
1
,
2
pool
Statistics Canada
stats
coef
group
1
,
2
rowvector
series
1
,
2
,
3
,
4
sym
valmap
Status line
1
,
2
statusline
step
Step size
logl
Step weights
Stepwise
Stepwise regression
1
,
2
stl
STL
STL decomposition
stochastic
Stochastic equations
in model
stom
stomna
stop
Stop program execution
1
,
2
,
3
store
1
,
2
Store
as .DB? file
from pool
1
,
2
in database
merge objects
object in database or databank
1
,
2
string
String
1
,
2
add quotes
1
,
2
as replacement variable
assign to table cell
attribute setting
change case
1
,
2
comparison
concatenation
convert date string to observation
1
,
2
convert date value into
convert date value to string
convert from a number
convert into date value
convert number to string
convert to date number
1
,
2
convert to number
1
,
2
,
3
convert to numbers
current date as a string
data members
declare
display list view
display view of string
extract portion
1
,
2
,
3
find substring
1
,
2
find substring from end
for loop
1
,
2
functions
in programs
insert string into another string
1
,
2
insert string into another string at word
left substring
length
1
,
2
,
3
,
4
lowercase
missing value
1
,
2
null string
operators
1
,
2
ordering
program arguments
1
,
2
,
3
relational comparison
relational comparisons with empty strings
replace portion of a string with new string
1
,
2
right substring
string lists
strip commas
strip parentheses from ends
1
,
2
strip quotes from ends
1
,
2
substring from location
test for blank
test for empty string
test for equality
test for inequality
test for missing
test two strings for equality
test two strings for inequality
trim spaces
1
,
2
trim spaces from ends
1
,
2
trim spaces from left end
trim spaces from right end
uppercase
variable
1
,
2
vectors
views
String (variable)
1
,
2
String list
compare strings
1
,
2
count
1
,
2
create from svector
1
,
2
create svector
1
,
2
cross lists
1
,
2
delimiters
1
,
2
drop string
1
,
2
extract string
1
,
2
find element
1
,
2
,
3
,
4
find last string word
find last string
find string
1
,
2
,
3
interleave lists
1
,
2
intersect strings
1
,
2
left substring
1
,
2
replace string
1
,
2
right substring
1
,
2
sort
1
,
2
substring from location
1
,
2
union of strings
1
,
2
unique string
1
,
2
String object
1
,
2
String series
1
,
2
String vector
1
,
2
row count
Structural breaks
Structural change
estimation in the presence of
1
,
2
,
3
See also Breakpoint test.
1
,
2
tests of
1
,
2
,
3
Structural forecast
Structural solution of models
Structural VAR
1
,
2
estimation
factorization matrix
structure
Structuring a workfile
1
,
2
Studentized residual
1
,
2
Submatrix
assign
subroutine
Subroutine
arguments
call
1
,
2
declare
define
global
local
mark end
optimization
placement
return from
1
,
2
Substring
1
,
2
,
3
,
4
,
5
Subtitle
Breusch-Pagan LM test
Friedman test
Pearson CD test
Subtraction operator (-)
Sum
backwards cumulative
by category
cumulative
cumulative sum of negative (below threshold) differences
cumulative sum of positive (above threshold) differences
cumulative sum of zero (at threshold) differences
difference of the cumulative sum of negative (below threshold) differences
difference of the cumulative sum of positive (above threshold) differences
difference of the cumulative sum of zero (at threshold) differences
matrix columns
Sum of squared residuals
for regression
Sum of squared values
backwards cumulative
cumulative
Sum of squares
by category
matrix columns
Summarizing data
See Dated data table.
1
,
2
Summary statistics
for regression variables
sur
SUR
1
,
2
,
3
estimating by command
Survivor
Survivor function
log
save data
1
,
2
,
3
,
4
svar
svector
Svector
1
,
2
attribute setting
column labels
1
,
2
create from string list
create from strings
create string list
1
,
2
data members
declare
export to disk
fill values
initialize
make from text object
resize
row label
1
,
2
row labels
spreadsheet view
views
1
,
2
,
3
Sweep operator
reverse
Switching regression
1
,
2
,
3
dynamic models
1
,
2
estimation in EViews
expected durations
1
,
2
,
3
,
4
,
5
,
6
,
7
filtering
initial probabilities
1
,
2
regime probabilities
1
,
2
,
3
,
4
,
5
,
6
,
7
serial correlation
transition probabilities
1
,
2
,
3
,
4
,
5
,
6
,
7
transition results
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
views available
1
,
2
Switching VAR
1
,
2
expected durations
regime probabilities
1
,
2
transition probabilities
transition results
SwitchingVAR
switching intercept likelihood
switchreg
1
,
2
sym
Sym
1
,
2
attribute setting
column labels
1
,
2
create from lower triangle of square matrix
create from scalar function
create from upper triangle of square matrix
create square matrix from
data members
declare
descriptive statistics
export to disk
graph views
indentation
initialize
lower triangular matrix
procs
row labels
scale rows and columns
spreadsheet view
stack columns
upper triangular
views
Symbol graph
Symmetric matrix
See Sym.
Symmetric mean absolute percentage error
Symmetric quantiles test
technical details
Symmetrically trimmed residuals
Symmetry test
1
,
2
symmtest
Symr
resize
Syntax coloring
system
System
1
,
2
3SLS
append specification line
ARCH
attribute setting
coefficient covariance
covariance matrix
create
1
,
2
create from group
create from pool
create from var
cross-equation weighting
data members
1
,
2
declare
definition
derivatives
1
,
2
display gradients
estimation
1
,
2
estimation covariance
estimation methods (technical)
FIML
FIML estimation
forecast
full information maximum likelihood
GMM
1
,
2
gradients
Instruments
make system from group
methods
OLS
1
,
2
options
procs
residuals
specification
specify
specify from VAR
SUR
1
,
2
three stage least squares
1
,
2
two stage least squares
1
,
2
views
1
,
2
weighted least squares
1
,
2
,
3
System options
T
Tab settings
table
Table
1
,
2
add comment to cell
assigning numbers to cells
assigning strings to cells
assignment with formatting
attribute setting
background color
borders and lines
1
,
2
cell annotation
cell format
1
,
2
,
3
cell merging
cells
color
1
,
2
column resize
column width See Column width.
1
,
2
column width See Column width.
command entries
comments
conditional cell selectoin
convert from matrix
copy
1
,
2
copy range of cells
copy table to new table
copy to other windows programs
create using freeze
creating
creating by freezing a view
customization
1
,
2
data members
1
,
2
decimal format code
declare
1
,
2
delete cells from a table
delete column
delete row
display format for cells See Display format
edit
editing
export
extract from spool
fill (background) color for cells
find cell with contents
1
,
2
fix row and column in display
fix rows and columns in display
fix rows in display
1
,
2
font
1
,
2
,
3
,
4
,
5
formatting
gridlines
horizontal line
indentation for cells See Indentation
insert cells into a table
insert column
insert in spool
insert row
1
,
2
insert table in new table
justification for cells See Justification
merging
1
,
2
paste as unformatted text
print
1
,
2
procs
read data from foreign source
row heights
1
,
2
row resize
save to disk
1
,
2
,
3
,
4
save to diskExcel
save table to file
search cells
selecting cells
1
,
2
set and format cell contents
set column width See Column width.
sort rows
1
,
2
text color for cells
1
,
2
title
1
,
2
transpose
views
write to file
tablemode
tabplace
Tabs
See Page
Tabulation
n-way
1
,
2
,
3
one-way
1
,
2
,
3
,
4
Talworth function
Tangent
TAR
1
,
2
TARCH
See ARCH.
1
,
2
template
Template
by command
1
,
2
dated data tables
1
,
2
graphs
1
,
2
Test
adding variables
ARCH
1
,
2
Arrelano-Bond serial correlation
1
,
2
breakpoint
1
,
2
,
3
,
4
Chow
1
,
2
coefficient
correlated random effects
1
,
2
cross-section dependence
1
,
2
,
3
,
4
CUSUM
CUSUM of squares
Durbin-Wu-Hausman
1
,
2
Engle-Granger
exogeneity
for equality of matrix values
1
,
2
for inequality of matrix values
1
,
2
for serial correlation
1
,
2
for serial correlation in VAR
Goodness-of-fit
Granger causality
1
,
2
,
3
,
4
Hansen instability
1
,
2
heteroskedasticity
1
,
2
heteroskedasticity in VAR
Johansen cointegration
1
,
2
,
3
Johansen cointegration from a VAR
lag exclusion (Wald)
mean, median, variance equality
1
,
2
,
3
mean, median, variance equality by classification
1
,
2
multiple breakpoint
1
,
2
omitted variables
1
,
2
,
3
Park added variable
Park added variable test
Phillips-Ouliaris
pooled
redundant fixed effects
pool
redundant variables
1
,
2
,
3
RESET
1
,
2
,
3
residual
seasonal unit root
See also Hypothesis tests, Specification test and Goodness of fit
simple mean, median, variance hypotheses
1
,
2
,
3
stability tests
unit root
1
,
2
,
3
,
4
unit root (seasonal)
unit root with break
1
,
2
variance ratio
1
,
2
Wald
1
,
2
,
3
,
4
,
5
White
1
,
2
testadd
1
,
2
,
3
testbtw
1
,
2
,
3
testby
1
,
2
testdrop
1
,
2
,
3
testexog
testfit
testlags
teststat
1
,
2
,
3
TEX file
save text object to file
text
1
,
2
Text
1
,
2
append
attribute setting
clear
data members
declare
1
,
2
extract from spool
insert in spool
procs
views
Text color
1
,
2
Text file
import
import as matrix
1
,
2
,
3
import as rowvector
import as svector
import as sym
import as table
1
,
2
,
3
import as vector
1
,
2
open as workfile
1
,
2
save workfile as
Text object
save to disk
Text series
1
,
2
textdefault
Theil inequality coefficient
1
,
2
,
3
Themes
then
Theoretical distribution graph
save data
1
,
2
,
3
,
4
Three stage least squares See 3sls (Three Stage Least Squares)
1
,
2
threshold
Threshold autoregression
1
,
2
Threshold GARCH (TARCH)
Threshold regression
smooth
1
,
2
Thresholding
1
,
2
,
3
Thresold regression
tic
Time
current
current as string
Time series functions
Time trend
Time trend (calendar)
Time trend with break
Time zone
Time zone list
Time zone specification
Timer
1
,
2
,
3
title
1
,
2
Title bar
1
,
2
,
3
to
To (lag range)
Tobit
1
,
2
,
3
toc
TOC ini
1
,
2
Toolbar
1
,
2
topmargin
trace
1
,
2
Trace
of matrix
track
Tracking model variables
Trading Economics
Tramo/Seats
1
,
2
TRAMO/SEATS
in X-13
1
,
2
tramoseats
Transition equation
Transition results
Markov switching
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
outputting
1
,
2
switching regression
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
transpose
Transpose
matrix
transprobs
1
,
2
Trend
coefficient from regression
1
,
2
intercept from trend regression
panel data
panel functions
See also @trend.
Trend function
calendar
with break
Trimmed mean
matrix columns
Truncated dependent variable
1
,
2
,
3
estimation
fitted index
forecasting
log likelihood
residuals
Truncation point
tsls
pool
single equation
1
,
2
,
3
system
TSP portable data format
t-statistics
retrieve from equation
1
,
2
retrieve from pool
retrieve from system
ttom
Tukey
1
,
2
Tukey-Hamming kernel
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Tukey-Hanning kernel
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Tukey-Parzen kernel
cointegrating regression
1
,
2
,
3
,
4
,
5
,
6
,
7
GMM estimation
1
,
2
,
3
long-run covariance estimation
1
,
2
panel cointegrating regression
robust standard errors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
technical details
Tuning constants
M-estimation
1
,
2
S-estimation
Two-stage least squares
See 2sls (Two-Stage Least Squares).
1
,
2
,
3
Type
field in database query
U
U.S. Energy Administration
1
,
2
,
3
ubreak
uls
UMP random effects test
1
,
2
UN
Unconditional residual
Undo
undoflip
Uniform distribution
random number
1
,
2
Uniit roots
seasonal
unique values
Unique values
Unit root
seasonal
Unit root test
1
,
2
,
3
,
4
,
5
,
6
,
7
augmented Dickey-Fuller
Dickey-Fuller
Dickey-Fuller GLS detrended
Elliot, Rothenberg, and Stock
1
,
2
,
3
KPSS
1
,
2
,
3
panel data
1
,
2
Phillips-Perron
1
,
2
,
3
pooled data
seasonal
trend assumption
with breakpoints
1
,
2
Unit root tests
panel dependent
1
,
2
,
3
,
4
Unit vector
Units
field in database query
Unknown breakpoint test
unlink
1
,
2
unmask
Unstack
vector into matrix
vector into sym matrix
Unstacked data
1
,
2
Unstacking data
1
,
2
Unstacking identifiers
Untitled
1
,
2
,
3
Unweighted least squares
UOPZ file
update
1
,
2
Update
automatic
coefficient vector
1
,
2
from Database
graphs
group
updatecoefs
1
,
2
,
3
,
4
,
5
Updating graphs
1
,
2
Upper triangular matrix
Uppercase
uroot
1
,
2
,
3
,
4
Urzua factorization matrix
US Census
1
,
2
US Census data
usage
User defined menus
See Add-ins.
1
,
2
User interface
dialog
1
,
2
edit
1
,
2
file dilaog
1
,
2
listbox
1
,
2
multiple-list box
1
,
2
pane and tab
prompt
1
,
2
radio button
1
,
2
User objects
1
,
2
adding
adding data members
attribute setting
clearing data members
creation
1
,
2
data members
1
,
2
definition
definition file
downloading
drop a data member
examples
extract data members
installer
installing
list data members
management
register
registered
registration
TOC ini
unregistered
using
User specified GMM weight matrix
User supplied starting values
1
,
2
User-defined dialogs
User-defined optimization
See Optimization (user-defined).
1
,
2
User-defined optimization See Optimization (user-defined).
userobj
Userobj
UTC
V
valmap
Valmap
1
,
2
append specification line
apply to alpha series
apply to series
attribute setting
cautions
data members
declare
definitions
descriptive statistics
find label for value
find numeric value for label
find series that use map
find string value for label
functions
make from alpha series
procs
properties
sorting
views
Value map See Valmap.
Values
number of matching
1
,
2
Van der Waerden
1
,
2
Van der Waerden test
1
,
2
,
3
,
4
var
VAR
1
,
2
,
3
append specification line
AR roots
attribute setting
autocorrelation LM test
1
,
2
autocorrelation test
clear restrictions
coefficients
companion matrix
1
,
2
,
3
correlograms
data members
declare
estimate factorization matrix
estimation
1
,
2
,
3
estimation output
1
,
2
factorization matrix in normality test
forecasting
1
,
2
Granger causality test
1
,
2
historical decomposition
impulse
impulse response
1
,
2
Jarque-Bera normality test
lag coefficient matrices
1
,
2
,
3
lag coefficient matrix
1
,
2
lag coefficient matrix sum
1
,
2
,
3
lag exclusion test
1
,
2
,
3
lag length
lag length choice
lag length test
lag structure
linear restrictions
methods
mixed frequency
Mixed frequency
multivariate autocorrelation test
1
,
2
posterior coefficient distriibution
posterior error distriibution
procs
See also Impulse response, Structural VAR.
switching
variance decomposition
1
,
2
views
1
,
2
VARHAC
technical details
Variable
program
Variable selection
1
,
2
auto-search/GETS
1
,
2
Lasso
1
,
2
Variance
backwards cumulative
1
,
2
,
3
by category
1
,
2
,
3
cumulative
1
,
2
,
3
equality test
1
,
2
,
3
,
4
,
5
,
6
hypothesis test of
matrix columns
1
,
2
,
3
populatioin
population
sample
wavelet decomposition
1
,
2
,
3
Variance decomposition
1
,
2
,
3
,
4
,
5
Variance equation
See ARCH and GARCH.
1
,
2
Variance equation See ARCH and GARCH.
Variance factor
Variance inflation factor (VIF)
1
,
2
Variance proportion
Variance ratio test
1
,
2
example
technical details
varinf
vars
varsel
1
,
2
vdecomp
VEC
estimating
1
,
2
exogenous variables
vector
Vector
1
,
2
,
3
attribute setting
column labels
1
,
2
copy to global C vector
data members
declare
export to disk
fill
fill values
1
,
2
graph views
grid
1
,
2
indentation
initialize
integer range
outer product
procs
1
,
2
ranks of the elements of the matrix
resize
row label
row labels
sequence
1
,
2
spreadsheet view
unit
unstack into matrix
unstack into sym matrix
update from global C vector
views
1
,
2
Vector autoregression
See VAR.
1
,
2
Vector error correction model
See VEC and VAR.
Verbose mode
1
,
2
Version number
1
,
2
Vertical matrix concatenation
vertindent
vertspacing
View
default
Vogelsang-Perron unit root tests
1
,
2
Volatility
W
wald
1
,
2
,
3
,
4
,
5
Wald test
1
,
2
,
3
,
4
,
5
,
6
coefficient restriction
demonstration
formula
F-statistic
joint restriction
nonlinear restriction
structural change with unequal variance
Warning on close option
Watch window
Watson test
1
,
2
,
3
,
4
waveanovat
wavedecomp
Wavelet
anova
1
,
2
,
3
denoising
1
,
2
,
3
multiresolution analysis
outlier detection
1
,
2
,
3
save results
1
,
2
thresholding
1
,
2
,
3
thresholding rule
transformation
variance confidence intervals
variance decomposition
1
,
2
,
3
Wavelet transforms
boundary conditions
Wavelets
discrete transform
1
,
2
waveoutlier
wavethresh
Weak instruments
1
,
2
,
3
weakinst
Weekday
Weight functions
M-estimation
1
,
2
S-estimation
Weighted least squares
1
,
2
cross-equation weighting
nonlinear
nonlinear two stage
1
,
2
pool
system estimation
two stage in systems
1
,
2
weight scaling
weight type
Weighted two-stage least squares
Weighting matrix
GMM
1
,
2
heteroskedasticity and autocorrelation consistent (HAC) in system GMM
heteroskedasticity and autocorrelation consistent (HAC) robust standard errors
kernel options (system)
system GMM
White (cointegrating regression)
White (GMM)
White (panel cointegrating regression)
White (robust standard errors)
White (system GMM)
Welsch function
wend
wfclose
wfcompare
wfcreate
wfdetails
wfdir
wffilter
wfopen
wforder
wfsave
wfselect
wfsnapshot
wfstats
wfunlink
wfuse
while
While loop
1
,
2
abort
end of
exit loop
start of
white
1
,
2
White heteroskedasticity consistent covariance matrix
cointegrating regression
GMM
panel cointegrating regression
robust standard errors
system GMM
White heteroskedasticity test
1
,
2
,
3
VAR
Whitening
1
,
2
,
3
,
4
WHO
width
Width of table column
Wilcoxon test
1
,
2
,
3
rank sum
1
,
2
,
3
signed ranks
1
,
2
,
3
,
4
Wildcard characters
1
,
2
,
3
in easy query
Windmeijer standard errors
1
,
2
,
3
Window
active
database
docking and moving
EViews main
object
placement
remember position
Windows
command shell
environment variables
Windows shell
Within deviations
1
,
2
Within factors
identification
wls
Word
pasting graphs and data into
Work area
workfile
Workfile
1
,
2
activate
active page name
append to
1
,
2
applying structure to
attributes
1
,
2
,
3
automatic backup
1
,
2
close
1
,
2
common structure errors
comparing
1
,
2
contract
1
,
2
convert repeated obs to repeated series
convert repeated series to repeated obs
copy from
1
,
2
create
1
,
2
,
3
create page in
date strings
1
,
2
,
3
define structured page
delete page
1
,
2
,
3
description of
details
details display
directory
1
,
2
,
3
display statistics view
end date of observation interval
export
1
,
2
filter display
filtering objects
find objects
1
,
2
frequency
functions
1
,
2
,
3
import
import foreign source into
information
list of pages
load existing from disk
load workfile pages into
multi-page
name of default
number of observations in
number of pages
observation date functions
1
,
2
observation identifier series
observation index vector
observation numbers
1
,
2
open existing
1
,
2
open foreign source into
order
page frequency
panel
panel structured
panel to pool
path of default
period indicators
pool
1
,
2
pool to panel
range
range specification
remove structure
1
,
2
rename page
reshape
resize
1
,
2
,
3
retrieve name of
retrieve path of
sample
sample index vector
sample specification
save
1
,
2
,
3
save individual page
seasonal indicators
set active workfile and page
1
,
2
snapshot
sorting
1
,
2
stacking
1
,
2
start date of observation interval
statistics
storage defaults
storage precision and compression
structure settings
structuring
summary view
test for page existence
test for panel
time trend
1
,
2
,
3
time trend (calendar based)
undated
unstacking
1
,
2
window
World Bank
World Bank data
World Health Organization
Wrapping text
write
1
,
2
,
3
,
4
rowvector
sym
vector
Write
coef vector to file
data to text file
matrix to text file
pool data to text file
rowvector to text file
sym to text file
vector to text file
wtsls
X
x11
X-11
using X-12
using X-13
1
,
2
,
3
x12
X-12
x13
X-13
1
,
2
,
3
ARIMA estimation
ARIMA forcasting
1
,
2
automatic outliers
1
,
2
example
manual ARIMA
output options
seasonal adjustment method
TRAMO based ARIMA
transformations
1
,
2
user defined regressors
variable options
X-11 based ARIMA
1
,
2
,
3
xclose
xget
xlog
xoff
xon
xopen
xpackage
xput
xrun
XY (area) graph
1
,
2
XY (bar) graph
1
,
2
XY (error bar) graph
XY (line) graph
1
,
2
XY (pairs) graph
xyarea
xybar
xyerrbar
xyline
xypair
Y
Yates’ continuity correction
Year
Year-to-date
Z
Zeros matrix
Zivot-Andrews unit root test
1
,
2
Symbols
! (exclamation) control variable
% (percent sign)
program arguments
1
,
2
,
3
string variable
1
,
2
,
3
,
4
* (asterisk) multiplication
.DB? files
.EDB file
.RTF file
.WF1 file
/ (slash) division
@abs
@acos
@addinspath
@addquotes
1
,
2
@after
1
,
2
@all
1
,
2
@asc
@asin
@atan
1
,
2
@attrnames
@attrvals
@axismax
@axismin
@axispos
@before
1
,
2
@beta
@betainc
@betaincder
@betaincinv
@betalog
@between
1
,
2
@binom
@binomlog
@bounds
@bridge
@cagr
@capplyranks
1
,
2
@cbeta
@cbinom
@cbvnorm
@cchisq
@ceil
@cellid
1
,
2
,
3
,
4
@cexp
@cextreme
@cfdist
@cfirst
@cgamma
@cged
@chisq
@cholesky
@chr
@cifirst
@cilast
@cimax
@cimin
@cintercept
@claplace
@clast
@clear
@clogistic
@cloglog
@clognorm
@cmax
@cmean
@cmedian
@cmin
@cnas
@cnegbin
@cnorm
@cobs
@colcumprod
@colcumsum
@coldemean
@coldetrend
@colpctiles
@colranks
@colsort
@colstdize
@colstdizep
@columnextract
@columns
@commute
@cond
@convert
1
,
2
@cor
@cos
@count
@cov
@covp
@covs
@cpareto
@cpoisson
@cprod
@cquantile
@crossid
1
,
2
,
3
@crossidest
@crossids
@cstdev
@cstdevp
@cstdevs
@csum
@csumsq
@ctdist
@ctrendcoef
@ctrmean
@cumbmax
@cumbmean
@cumbmedian
@cumbmin
@cumbnas
@cumbobs
@cumbprod
@cumbquantile
@cumbstdev
@cumbstdevp
@cumbstdevs
@cumbsum
@cumbsumsq
@cumbvar
@cumbvarp
@cumbvars
@cumdn
@cumdp
@cumdz
@cummax
@cummean
@cummedian
@cummin
@cumnas
@cumobs
@cumprod
@cumquantile
@cumstdev
@cumstdevp
@cumstdevs
@cumsum
@cumsumsq
@cumvar
@cumvarp
@cumvars
@cunif
@cvalcount
@cvar
@cvarp
@cvars
@cweib
@datapath
@date
1
,
2
,
3
@dateadd
1
,
2
@dateceil
@datediff
1
,
2
@datefloor
1
,
2
@datenext
@datepart
1
,
2
@datestr
1
,
2
@dateval
1
,
2
,
3
@day
1
,
2
,
3
,
4
@daycount
1
,
2
@dbeta
@dbinom
@dbname
@dbvnorm
@dchisq
@dcumdn
@dcumdp
@dcumdz
@demean
@demeanby
@det
@detrend
@dexp
@dextreme
@dfdist
@dgamma
@dged
@digamma
@diwish
@dlaplace
@dlogistic
@dlognorm
@dmvnorm
@dnegbin
@dnorm
@dpareto
@dpoisson
@dtdist
@dtoo
@dunif
@duplic
@duplicinv
@dupselem
@dupsid
@dupsobs
@during
1
,
2
@dweib
@dwish
@ebtw
@ediv
@eeq
@eeqna
@ege
@egt
@eigenvalues
@eigenvectors
@einv
@eisna
@ele
@elem
1
,
2
@elimin
@elt
@emax
@emin
@emult
@enddate
1
,
2
@eneq
@eneqna
@enisna
@env
@epow
@eqna
1
,
2
,
3
@eqnq
@equaloption
1
,
2
@erecode
@erf
@erfc
@errorcount
@event
1
,
2
@evpath
@exp
@expand
1
,
2
,
3
@explode
@expm1
@fact
@factlog
@fdist
@fileexist
@fill
@filledmatrix
@filledrowvector
@filledsym
@filledvector
@first
1
,
2
,
3
,
4
@firstmax
1
,
2
@firstmin
1
,
2
@firstsby
@floor
@folderexist
@fracdiff
@-functions
workfile
@fv
@gamma
@gammader
@gammainc
@gammaincder
@gammaincinv
1
,
2
@gammalog
@getmaindiagonal
@getnextname
@getthistype
@gmean
@grid
@groupid
@hasoption
1
,
2
@hcat
@hmean
@holiday
1
,
2
@holidayset
1
,
2
@hour
1
,
2
,
3
,
4
@hourf
1
,
2
,
3
,
4
@identity
@idname
@idnameest
@iff
@ifirst
@ilast
@imax
@imaxes
@imin
@imins
@implode
@implodeu
@incr
@ingrp
@inlist
1
,
2
@inner
@insert
1
,
2
@instr
1
,
2
@intercept
@inv
@inverse
@isempty
1
,
2
@isna
1
,
2
@isobject
@ispanel
1
,
2
@isperiod
1
,
2
@issingular
@isvalidgroup
@isvalidname
@kronecker
@kurt
@kurtsby
@lag
@last
1
,
2
,
3
,
4
,
5
@lasterrnum
@lasterrstr
@lastmax
1
,
2
@lastmin
1
,
2
@lastsby
@left
1
,
2
@len
@length
1
,
2
@linepath
@loadprgini
@localt
@log
@log10
@log1mexp
@log1p
@log2pi
@logcnorm
@logit
@logx
@lower
1
,
2
@ltrim
1
,
2
@lu
@mae
@makedate
1
,
2
@makediagonal
@makevalidname
@map
@mape
@mav
@mavc
@max
@maxerrcount
@maxes
@maxsby
@mcor
@mcov
@mcovp
@mcovs
@mean
@meansby
@median
@mediansby
@mid
1
,
2
@min
@minner
@mins
@minsby
@minute
1
,
2
,
3
@minuter
@mkurt
@mmax
@mmedian
@mmin
@mnas
@mnrnd
@mobs
@mod
@month
1
,
2
,
3
,
4
@movav
@movavc
@movcor
@movcov
@movcovp
@movcovs
@movinner
@movkurt
@movmax
@movmedian
@movmin
@movskew
@movstdev
@movstdevp
@movstdevs
@movsum
@movsumsq
@movvar
@movvarp
@movvars
@mrnd
@mse
@mskew
@mstdev
@mstdevp
@mstdevs
@msum
@msumsq
@mvar
@mvarp
@mvars
@nan
@nas
@nasby
@neqna
1
,
2
,
3
,
4
@ngroups
@norm
@now
1
,
2
@nper
@obs
@obsby
@obsid
1
,
2
,
3
@obsnum
panel observation numbering
@obsrange
1
,
2
@obssmpl
1
,
2
@ones
@option
@optiter
@optmessage
@optstatus
@otod
1
,
2
,
3
,
4
@otods
1
,
2
@outer
@pagecount
1
,
2
@pageexist
1
,
2
@pagefreq
1
,
2
@pageid
@pageids
@pageidx
@pageinidx
@pagelist
1
,
2
@pagename
1
,
2
@pagerange
@pagesmpl
1
,
2
@pagesmplidx
@pc
@pca
@pccagr
@pch
@pcha
@pchy
@pctiles
@pcy
@periodtodate
@permute
@pi
@pinverse
@pmax
@pmin
@pmt
@pow
@pow1pm1
@powm1
@prod
@psi
@pv
@qbeta
@qbinom
@qchisq
@qexp
@qextreme
@qfdist
@qform
@qgamma
@qged
@qlaplace
@qlogistic
@qlognorm
@qnegbin
@qnorm
@qpareto
@qpoisson
@qr
@qtdist
@quantile
@quantilesby
@quarter
1
,
2
,
3
,
4
@qunif
@qweib
@range
@rank
@ranks
1
,
2
@rate
@rbeta
@rbinom
@rchisq
@recode
@regress
@replace
1
,
2
@resample
@rexp
@rextreme
@rfdist
@rfirst
@rgamma
@RGB specification of colors
1
,
2
,
3
,
4
,
5
,
6
,
7
,
8
,
9
,
10
,
11
,
12
,
13
,
14
,
15
,
16
,
17
,
18
,
19
,
20
,
21
,
22
,
23
@rged
@rifirst
@right
1
,
2
@rilast
@rimax
@rimin
@rinstr
@riwish
@rlaplace
@rlast
@rlogistic
@rlognorm
@rmax
@rmean
@rmedian
@rmin
@rmse
@rmvnorm
@rnas
@rnegbin
@rnorm
@robs
@round
@rowextract
@rowranks
@rows
1
,
2
@rowsort
@rpareto
@rpoisson
@rprod
@rquantile
@rstdev
@rstdevp
@rstdevs
@rsum
@rsumsq
@rsweep
@rtdist
@rtrim
1
,
2
@runif
@runpath
@rvalcount
@rvar
@rvarp
@rvars
@rweib
@rwish
@scale
@seas
1
,
2
@second
1
,
2
,
3
@seq
@seqm
@seriesname
1
,
2
@sfill
@sign
@sin
@skew
@skewsby
@smape
@solvesystem
@sort
@sqrt
@stdev
@stdevp
@stdevpsby
@stdevs
@stdevsby
@stdevssby
@stdize
@stdizep
@str
1
,
2
@strdate
1
,
2
,
3
,
4
@stripcommas
@stripparens
1
,
2
@stripquotes
1
,
2
@strlen
@strnow
1
,
2
@subextract
@sum
@sumsby
@sumsq
@sumsqby
@svd
@svdfull
@sweep
@tablenames
@tan
@tdist
@temppath
@theil
@time
@toc
@trace
@transpose
@trend
1
,
2
,
3
in panel
@trendbr
@trendc
1
,
2
,
3
@trendcoef
@trigamma
@trim
1
,
2
@trmean
@tz
@tzlist
@tzspec
@uidialog
1
,
2
@uiedit
1
,
2
@uifiledlg
1
,
2
@uilist
1
,
2
,
3
@uimlist
@uiprompt
1
,
2
@uiradio
1
,
2
@uniquevals
@unitvector
@unmap
@unmaptxt
@unvec
@unvech
@upper
1
,
2
@utc
@val
1
,
2
@valcount
@var
@varp
@varpsby
@vars
@varsby
@varssby
@vcat
@vec
@vech
@vernum
@verstr
@wcount
1
,
2
@wcross
1
,
2
@wdelim
1
,
2
@wdir
1
,
2
@wdrop
1
,
2
@weekday
1
,
2
,
3
,
4
,
5
@wexpand
@wfattrnames
@wfattrvals
@wfind
1
,
2
@wfindnc
@wfname
1
,
2
@wfpath
1
,
2
@winsert
@winterleave
1
,
2
@wintersect
1
,
2
@wjoin
1
,
2
@wkeep
1
,
2
@wleft
1
,
2
@wlookup
1
,
2
@wmid
1
,
2
@wnotin
1
,
2
@word
1
,
2
@wordq
1
,
2
@wquery
@wread
@wreplace
1
,
2
@wrfind
@wrfindnc
@wright
1
,
2
@wsort
1
,
2
@wsplit
1
,
2
@wunion
1
,
2
@wunique
1
,
2
@xgetnum
@xgetstr
@xputnames
@xtype
@xvernum
@xverstr
@year
1
,
2
,
3
,
4
@ytd
@zeros
_ (continuation character)
_this
+ (plus)
addition