Object Reference : Object View and Procedure Reference : Group
Create system from a group.
group_name.makesystem(options) [x1 x2 x3 ...] [@eqreg w1 w2 ...] [@inst z1 z2 ...] [@eqinst z3 z4 ...]
Creates a system of equations out of the variables in the group. Each series in the group will be used as the dependent variable in an equation. The [x1 x2 x3 ...] list consists of regressors with common coefficients in the system. The @eqreg list consists of regressors with different coefficients in each equation. The list of variables that follow @inst are the common instruments. The list of variables that follow @eqinst are the equation specific instruments.
Specify name for the system object.
Dependent variable transformation: none (default), log (“log”), difference (“d”), difference of logs (“dlog”), one percentage change in decimal (“pch”), one-period percentage change—annualized, in percent (“pcha”), one-year percentage change in decimal (“pchy”).
Force the dialog to appear from within a program.
grp1.makesystem(name=sys1) c x1 x2 @inst z1 z2 z3
creates a system named SYS1 with the series in GRP1 as the dependent variables and a common intercept and coefficients on X1 and X2, with common instruments Z1, Z2, and Z3.
grp1.makesystem(name=sys2) x1 @eqreg c x2 @inst z1 z2 @eqinst z3
creates a system named SYS2 with a common coefficient for X1 and a different intercept and coefficient for X2 for each equation. There are common intercepts Z1 and Z2, and an equation specific instrument Z3.
See “System Estimation” for a discussion of system objects in EViews.