Object Reference : Object Command Summary : V
@val C:90, C:671
Valmap UI:227, O:897
append specification line O:898
apply to alpha series O:14
apply to series O:633
attribute setting O:901
cautions UI:238
data members O:897
declare O:903
descriptive statistics O:902
find label for value UI:236
find numeric value for label UI:237
find series that use map O:902
find string value for label UI:237
functions UI:236, C:603
make from alpha series O:13
procs O:897
properties UI:232
sorting UI:231
views O:897
valmap O:903
Value map See Valmap.
Van der Waerden UI:734
Van der Waerden test UI:434, UI:439, O:670
VAR O:905
append specification line O:909
AR roots UII:1646
attribute setting O:954
autocorrelation LM test UII:1648
autocorrelation test UII:1648
clear restrictions O:916
coefficients UII:1672
cointegration UII:2023
companion matrix UI:59, O:907, O:908
correlograms UII:1647
data members O:906
declare O:963
estimate factorization matrix O:954
estimation UII:1633, UII:1639, C:521
estimation output UII:1635, UII:1643
factorization matrix in normality test UII:1649
forecasting UII:1656, UII:1672, O:928
Granger causality test UII:1646
historical decomposition UII:1655
impulse O:907
impulse response UII:1651, O:932
Jarque-Bera normality test UII:1648
lag coefficient matrices UI:59, O:907, O:908
lag coefficient matrix O:907
lag coefficient matrix sum UI:59, O:907, O:908
lag exclusion test UII:1646, O:960
lag length UII:1647
lag length choice UII:1647
lag length test O:937
lag structure UII:1646
linear restrictions UII:1637
mathematical model UII:1631
methods O:905
Mixed frequency UI:1711
mixed frequency O:947
multivariate autocorrelation test O:834, O:949
posterior coefficient distriibution O:924
posterior error distriibution O:925
procs O:906
response standard errors UII:1652
See also Impulse response, Structural VAR.
switching O:956
variance decomposition UII:1654, O:920
views O:905
@var C:578, C:620
var O:963
technical details UII:2158
program C:130
Variance C:578, C:620
by category C:588, C:620
cumulative C:579, C:580, C:607
equality test UI:440, O:401, O:670
hypothesis test of UI:433
matrix columns C:709, C:710
moving C:582, C:584, C:614
row-wise C:586, C:587, C:618
Variance decomposition UII:1074, UII:1654, O:84, O:920
Variance equation
Variance equation See ARCH and GARCH.
Variance factor UII:1284
Variance inflation factor (VIF) UII:1073, O:192
Variance proportion UII:1053
Variance ratio test UII:1569, O:680
example UII:1571
technical details UII:1576
varinf O:192
@varp C:578, C:620
@varpsby C:588, C:620
@vars C:578, C:620
vars O:509
@varsby C:588, C:620
@varssby C:588, C:620
@vcat C:754
VEC UII:1670
estimating UII:1670, C:521, O:922
@vec C:755
@vech C:755
Vector C:752, O:967
attribute setting O:984
copy to global C vector O:985
data members O:968
declare O:989
fill C:719
fill values C:721, O:973
graph views O:967
indentation O:986
initialize O:973
outer product C:732
procs O:967
ranks of the elements of the matrix C:735
spreadsheet view O:988
unit C:753
unstack into matrix C:753
unstack into sym matrix C:754
update from global C vector O:974
views O:967
vector O:988, O:989
Vector autoregression
See VAR.
Vector error correction model
See VEC and VAR.
Vector error correction model See VEC and VAR.
Verbose mode UI:2103, C:138
@vernum C:791
Version number C:791, C:792
@verstr C:792
Vertical matrix concatenation C:754
vertindent O:725
vertspacing O:726
default UI:106
Vogelsang-Perron unit root tests UII:1531, O:602
Volatility UII:1138