Object Reference : Object Command Summary : F
facbreak C:358, O:92
@fact C:569, C:610
factest C:359
@factlog C:569, C:610
factnames O:205
factor O:205
Factor analysis UII:2043, O:197
background UII:2074
communalities UII:2048
creation UII:2044
data members UII:2059
details UII:2074
eigenvalues UII:2057
example UII:2059
goodness of fit UII:2055, UII:2079
graph scores UII:2053
Kaiser’s measure of sampling adequacy UII:2058
loading views UII:2056
method UII:2045, UII:2047
method details UII:2076
model evaluation UII:2079
procedures UII:2058
reduced covariance UII:2056
residual covariance O:233
rotation UII:2050
rotation (theory) UII:2081
scaling UII:2049
score estimation UII:2051
See also Factor object.
specification UII:2044
theory of UII:2074
views UII:2054
Factor and graph layout options UI:779
Factor breakpoint test UII:1085, C:358, O:92
Factor display settings UI:775
Factor object O:197
anti-image covariance O:201
attribute setting O:238
command for estimation C:359
data members O:198
declare O:205
eigenvalue display O:203
estimation output O:225
factor names O:205
fitted covariance O:206
generalized least squares O:207
goodness of fit O:206
iterated principal factors O:211
Kaiser’s measure of sampling adequacy O:223
loadings O:216
maximum absolute correlation O:219
maximum likelihood O:220
model O:197
number of observations O:224
observed covariance O:224
partial correlation O:228
partitioned covariance estimation O:225
principal factors O:229
reduced covariance O:232
See also Factor rotation.
See also Factor scores.
squared multiple correlation O:242
structure matrix O:242
unweighted least squares O:243
Factor rotation O:233
clear O:237
display rotation output O:238
Factor scores O:239
saving results O:217
Factorial C:569, C:610
log of C:569, C:610
FactSet C:349
Factset data UI:390
Fair function 1:1318
Fair-Taylor model solution UII:1816
FAME database UI:390, C:349
F-distribution function C:594
CDF C:606
density C:608
inverse CDF C:616
random number generator C:617
Federal Reserve Economic Data UI:391, C:349
Fetch UI:120
from database UI:331
from pool UII:1860
object C:31, C:360, O:522
fetch UI:171, C:360, O:522
Fields in database UI:344
description UI:347
display_name UI:347
end UI:346
expressions UI:345
freq UI:346
history UI:347
last_update UI:347
last_write UI:347
name UI:345
remarks UI:347
source UI:347
start UI:346
type UI:345
units UI:347
@fileexist C:767
check for existence of C:767
default locations UI:2107
directory list C:91, C:792
open program or text file C:430
open session on double click UI:2092
opening/saving on a cloud location UI:84, C:310, C:533, C:550
temporary location C:781
matrix C:263, C:720
object O:559, O:617, O:786
row vector C:720
symmetric matrix C:721
vector C:263, C:719, C:721
@fill C:719
fill O:445, O:559, O:617, O:786, O:973
@filledmatrix C:720
@filledrowvector C:720
@filledsym C:721
@filledvector C:721
Hodrick-Prescott UI:566, C:389, O:624
Markov switching 1:1438
state space models UII:1754
switching regression 1:1437
workfile objects UI:61
FIML UII:1592, O:822
system UII:1622
fiml O:822
Financial function C:572
future value C:572, C:610
number of periods C:573, C:614
payment amount C:573, C:615
present value C:573, C:616
rate for annuity C:573, C:616
workfile objects C:91, C:793
@first UI:138, C:493, C:721, C:723
First derivative methods UII:2132
First non-missing
matrix columns C:695
matrix columns index C:695
vector or series C:721
vector or series index C:723
First obs
row-wise C:587, C:617
row-wise index C:587, C:617
@firstmax UII:1902, C:493
@firstmin UII:1902, C:493
@firstsby C:588
Fisher-ADF UII:1567, C:517, O:675
Fisher-Johansen UII:2041, C:320, O:341
Fisher-PP UII:1567, C:517, O:675
fit C:364, O:93
Fit lines (graph) UI:678
fitted O:206
Fitted covariance O:206
Fitted index C:365, O:94
binary models UII:1241
censored models UII:1259
truncated models UII:1265
Fitted probability
binary models UII:1241
Fitted values C:364, O:93
of equation UII:912
Fixed effects
panel estimation UII:1916
pool UII:1865
pool description UII:1880
test UII:1945
test of joint significance in panel O:95
test of joint significance in pool O:525
view O:88
Fixed variance parameter
negative binomial QML UII:1278
normal QML UII:1277
fixedtest O:95, O:525
spools UI:849
flatten O:710
@floor C:569, C:610
FMOLS See Fully modified OLS (FMOLS)
@folderexist C:767
check for existence of C:767
defaults UI:2094
graph O:320
selection in geomap 0:268
selection in tables O:863
tables UI:833
text in graph UI:795, UI:820
for C:767
For loop C:146
accessing elements of a series C:148
accessing elements of a vector C:147
changing samples within C:147
define using control variables C:146
define using scalars C:148
define using string variables C:149
exit loop C:153
mark end C:773
nesting C:148
roundoff error in C:779
start loop C:767
step size C:779
upper limit C:782
forcavg O:618
forceval O:619
AR specification UII:1056
ARIMA UI:524, O:596
ARIMA using X-13 UI:483, O:701
automatic with ARIMA models UI:524, O:596
automatic with ETS smoothing UI:554, UI:556, O:616
auto-series UII:1062
averaging UI:533, O:618
backcasting UII:1057
binary models UII:1241
by exponential smoothing UI:545
censored models UII:1259
Chow test UII:1116
combination testing UI:453
combining UI:533, O:618
conditional variance UII:1148
count models UII:1278
demonstration UI:22
dynamic UII:1054, UII:1756
dynamic (multi-period) C:366, O:96, O:737
equations with formula UII:1061
error UII:1049
ETS smoothing UI:554, UI:556, O:616
evaluation UI:452, UII:1051, O:619
example UII:1044
expressions and auto-updating series UII:1061
fitted values UII:1048
from estimated equation UII:1041
GLM UII:1302
innovation initialization in models UII:1817
interval UII:1051
lagged dependent variables UII:1054
MA specification UII:1057
missing values UII:1049
models UII:1788
nonlinear models UII:1067
n-step ahead UII:1756
n-step test UII:1122
one-step test UII:1122
ordered models UII:1252
out-of-sample UII:1048
PDLs UII:1067
smoothed UII:1757
standard error UII:1050, UII:1064
state space UII:1756
static UII:1055
static (one-period ahead) C:364, O:93
structural UII:1056
system UII:1606
truncated models UII:1265
VAR/VEC UII:1656, UII:1672, O:928
variance UII:1049
with AR errors UII:1057
forecast C:366, O:96, O:737, O:928
Foreign data
import into workfile UI:150
open as workfile UI:5, C:530
save workfile data as C:546
Foreign file
retrieve table/sheet names C:780
number C:59
tables UI:832
forecast UII:1061
implicit assignment UI:199
normalize UI:200
specify equation by UII:901
Formula series C:369, O:622
alpha O:10
Forward solution for models UII:1815
@fracdiff C:571, C:610
Fractional difference C:571, C:610
Specification UII:1010
Fractional differencing parameter C:632
Fractional integration UII:999
Frame UI:687
size UI:688
FRED UI:391, C:349
Freedman-Diaconis UI:724
Freeze UI:119, C:368
create graph from view UI:789
table C:57
freeze C:368
field in database query UI:346
freq O:9, O:365, O:621
retrieving from a workfile or page C:622
Frequency (Band-Pass) filter UI:567, O:599
Frequency conversion UI:118, UI:170, UI:2094, C:331, O:409, O:522
Chow-Lin UI:173, UI:176, C:334
constant match UI:173
cubic UI:173, UI:174
data bases C:360
dated data table UI:589, O:353, O:357
default method for series O:647
default settings UI:177
Denton UI:173, C:334
DRI database UI:419
high to low split observations UI:172
linear UI:173, UI:174, C:334
links UI:262
Litterman UI:173, UI:176, C:334
low to high UI:173
methods UI:171
panel data C:335, O:410
panels UI:253
point UI:173, UI:175, C:334
propagate NAs UI:172
quadratic UI:174, C:334
quandratic UI:173
undated series UI:177
using links UI:251, O:409
Frequency spectrum UII:1025
Frequency table
one-way O:9, O:365, O:621
Frequency weights UII:1291
Frequency zero spectrum estimation UII:1528
frml C:369, O:10, O:622
F-statistic UII:1078, UII:1083
for regression UII:909
for variance equality UI:440
Full Information Maximum Likelihood UII:1622
Full information maximum likelihood UII:1592, O:822
Fully modified OLS (FMOLS) UII:1163, UII:1165, C:323, O:72
panel 1:1974, 1:1985
funbias O:98
funbw O:98, O:101, O:102
funci O:101
funcor O:102
funcov O:102
Functional coefficients O:103
bandwidth O:98
bias O:98
confidence interval O:101
correlation O:102
covariance O:101, O:102
make results O:137
testing O:103
Functional coefficients regression UI:1423
by-group statistics C:587
cumulative statistics functions C:578
descriptive statistics C:573
financial functions C:572
group row functions C:585
informational C:599
integrals and other special functions C:589
mathematical functions C:569
moving statistics functions C:581
special p-value functions C:597
statistical distribution functions C:592
time series functions C:570
trigonometric functions C:592
workfile C:599, C:621
funresults O:103
funtest O:103
Future value C:572, C:610
@fv C:572, C:610