facbreak C:358, O:92

factest C:359

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

PACE UII:2047

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

Files

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

Fill

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

Filter

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

Find

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

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

Flatten

spools UI:849

flatten O:710

FMOLS See Fully modified OLS (FMOLS)

@folderexist C:767

Folders

check for existence of C:767

Fonts

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

Forecast

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

Format

number C:59

tables UI:832

Formula

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

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

Freq

field in database query UI:346

freq O:9, O:365, O:621

Frequency

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

F-test

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

@-functions

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