Object Reference : Object Command Summary : A
Abort key UI:98
@abs C:569, C:605
abs C:569, C:605
Absolute value C:569, C:605
abtest O:42
@acos C:592, C:605
Across factors UI:775
workfile C:553
Active window UI:113
add O:334, O:513, 0:889
Add arrow to graph O:273
Add ellipse to graph O:277
Add factor UII:1779, UII:1792
assign O:473
initialize O:474
Add rectangles to graph O:279
Add text to graph UI:795, 0:248, O:282
addarrow O:273
addassign O:473
addellipse O:277
addin C:292, C:760
Adding data UI:299
addinit O:474
Add-ins I:861, 1:193
adding 1:208
creating 1:207, 1:211
definition 1:193
directory 1:207, C:762
downloading 1:193
examples 1:200
installation 1:193
installer file 1:213
management 1:204
naming 1:210
register C:292, C:760
registration 1:208
removing 1:206
table of contents file 1:212
TOC ini 1:212
using 1:193, 1:197
@addinspath C:762
Addition operator (+) C:273
addover O:475
@addquotes C:87, C:643
addrect O:279
addtext C:50, 0:248, O:282
adduo C:294
See also Unit root tests.
adjust O:476, O:593
Adjusted R-squared
for regression UII:907
Advanced database query UI:343
@after C:626
AIC UII:2147
See also Akaike criterion.
AIPZ file 1:211
Akaike criterion UII:909, UII:2147
equation data member O:37
for equation UII:909
pool data member O:512
system data member O:807
VAR data member O:907
Alias UII:1781
database UI:340
object UI:349
align O:285
Align multiple graphs O:285
@all UI:138, C:493
Almon lag UII:918
Almon weights II:1211
sort O:17
alpha O:6
Alpha series UI:216, O:4
additional views UI:223
attribute setting O:14
auto-updating O:10
create O:12
data members O:4
declare O:6
declaring and creating UI:217
element functions O:5
genr O:12
indentation O:15
make valmap O:13
maximum length UI:218, UI:2096
procs O:4
spreadsheet view UI:223, O:16
truncation UI:218, UI:2096
unique values C:752
views UI:60, O:4
Alphabetizing C:79
Analysis of variance UI:436, O:401, O:670
by ranks UI:439, O:670
Analytical derivatives UII:2142
logl UII:1500
user defined optimization 1:246, C:433
Analytical graphs UI:723
and C:568, C:605
And operator UI:139, UI:190
Anderson-Darling test UI:441, O:612
Andrew’s automatic bandwidth UII:2156
cointegrating regression UII:1173, C:325, C:327, C:328, O:74, O:77, O:78
GMM estimation UII:984, O:112
long-run covariance estimation UI:635
panel cointegrating regression 1:1977
robust standard errors C:307, C:424, C:510, O:56, O:131, O:184
system GMM UII:1625
Andrews function 1:1318
Andrews test UII:1238, UII:1285, O:180
Andrews-Quandt breakpoint test UII:1102, O:191
ANOVA UI:436, O:401, O:670
by ranks UI:439, O:670
anticov O:201
Anti-image covariance O:201
logl O:419
model O:477
spool O:706
sspace O:733
system O:809
valmap O:898
var O:909
Append specification line. See append.
Appending data UI:299
ar C:631
AR roots
inverted UII:1020
AR Roots (VAR) UII:1646
AR specification
autoregressive error C:631
forecast UII:1056
in 2SLS UII:967
in ARIMA models UII:994, UII:1006
in nonlinear 2SLS UII:971
in nonlinear least squares UII:952
in pool UII:1864
in systems UII:1594
inverse roots of polynomial in VAR O:912
seasonal C:638
coefficient UII:994
Durbin-Watson statistic UII:1001
estimation UII:1006
AR(p) UII:995
estimation UII:1007
Arc cosine C:592, C:605
Arc sine C:592, C:605
Arc tangent C:592, C:605
See also GARCH.
correlogram test UII:1088
LM test UII:1092, O:119
multivariate UII:1592
system UII:1592
arch O:810
ARCH test UII:1092, O:119
ARCH-M UII:1139, C:296, O:43
archtest C:299, O:46
ARDL C:300
bounds testing II:1191
cointegrating relation O:71
cointegrating relationships II:1191
cointegration form O:80
long-run coefficients O:80
long-run relationships II:1190
panel UII:1922
pooled mean group estimation UII:1922
ardl C:300, O:47
area O:994
Area band graph UI:710
Area graph UI:708, O:994
Arellano-Bond serial correlation test UII:1962, O:42
AREMOS data UI:356
data banks UI:355
ARFIMA UII:999, UII:1010
ARFIMA models UII:998
ARFIMA specification C:632
in programs C:141
in subroutines C:155
ARIMA models UII:998
automatic forecasting UI:524, O:596
automatic selection UI:524, O:596
automatic selection using X-13 UI:479, UI:482, O:693, O:696
Box-Jenkins approach UII:1000
correlogram UII:1023
diagnostic checking UII:1021
difference operator UII:1009
frequency spectrum UII:1025, O:49
identification UII:1000
impulse response UII:1024, O:49
roots UII:1022, O:49
specification UII:1006
starting values UII:1012, UII:1018
structure UII:1022, O:49
X-13 UI:478
arlm O:911
arma O:49
ARMA terms
in models UII:1821
seasonal UII:997
testing UII:1089
using state spaces models for UII:1762
Array expressions 1:2115
arroots O:912
adding to a graph UI:797, O:273
Artificial regression UII:1093, UII:1130
@asc C:644
ASCII code C:644
ASCII file
import UI:150
open as workfile UI:36
open file as workfile C:530
save table to file O:858
save text object to file O:885
@asin C:592, C:605
Assign values to matrix objects C:262
by element C:262
converting series or group C:269
copy C:266
copy submatrix C:267
fill procedure C:263
Asymptotic test UII:1069
@atan C:592, C:605
attr 0:251
Attributes UI:50, C:529
adding UI:53
importing C:398
replacing UI:55
setting in alpha series O:14
setting in coef O:27
setting in equations O:171
setting in factor objects O:238
setting in geomaps 0:261
setting in graphs O:314
setting in groups O:383
setting in links O:415
setting in logls O:430
setting in matrices O:462
setting in models O:500
setting in pools O:541
setting in rowvectors O:570
setting in samples O:581
setting in scalars O:586
setting in series O:647
setting in spools O:721
setting in state spaces O:750
setting in string objects O:763
setting in svectors O:769
setting in syms O:797
setting in systems O:837
setting in tables O:860
setting in text objects O:886
setting in user objects 0:894
setting in valmaps O:901
setting in VARs O:954
setting in vectors O:984
viewing UI:50, C:529
Augmented Dickey-Fuller test UII:1524, C:517, O:401, O:549, O:675
See also Unit root tests.
Augmented regression UII:1118
auto C:302, O:51
Auto tab indent UI:2102
autoarma O:596
command UI:15, C:9
object name UI:14, C:8
Autocorrelation UI:448, UII:908
compute and display O:81, O:347, O:608, O:817, O:919
multivariate VAR residual test O:834, O:949
robust standard errors UII:926
Autocorrelation test See Serial correlation test
Automatic bandwidth selection
cointegrating regression UII:1173, C:325, C:327, C:328, O:74, O:77, O:78
GMM estimation UII:984, O:112
long-run covariance estimation UI:635, O:372
panel cointegrating regression 1:1977
robust standard errors UII:939, C:307, C:424, C:510, O:56, O:131, O:184
technical details UII:2155
Automatic forecast
ARIMA UI:524, O:596
ETS smoothing UI:554, UI:556, O:616
using X-13 UI:483, O:701
Automatic variable selection UII:954
Automation C:181
See Programs.
Autoregressive conditional heteroskedasticity
Autoregressive distributed lag C:300
Autoregressive distributed lag models
Autoregressive error. See AR.
Autoregressive spectral density estimator UII:1529
database UI:341
Auto-series UI:201
forecasting UII:1062
generate new series UI:201, UI:338
in estimation UI:205
in groups UI:205
in regression UI:338
with database UI:337
autospec O:814
Auto-updating graph UI:790, O:323
Auto-updating series UI:211
and databases UI:215
convert to ordinary series C:465, C:517, C:552
converting to ordinary series UI:214
Autowrap C:119
Auxiliary commands C:26
summary C:285
Auxiliary graphs UI:742
Auxiliary regression UII:1089, UII:1092
Average log likelihood UII:1232
Average shifted histogram UI:728, O:1007
Axis UI:689
assignment UI:690
characteristics UI:692, UI:695
custom obs labels UI:811
customization by command C:42
data ticks and lines UI:693
date labels UI:699
date ticks UI:699
duplicating UI:694
format UI:694
labels UI:692, UI:693, UI:694
location by command C:45
remove custom date labels UI:813
rename label O:305
scale UI:695
set scaling in graph O:314
axis O:286
@axismax O:272
@axismin O:272
@axispos O:272