@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 O:963

VARHAC UI:632

technical details UII:2158

Variable

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

See ARCH and GARCH.

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

vars O:509

@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

View

default UI:106

Vogelsang-Perron unit root tests UII:1531, O:602

Volatility UII:1138