Automatically create system specification text.
Syntax
system_name.autospec(options) y1 y2 y3 ... @reg x1 x2 x3 ... [@eqreg w1 w2 ...] [@inst z1 z2 ...] [@eqinst z3 z4 ...]
Defines the specification of the system. The @reg 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.
Options
ytrans=arg | 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”). |
prompt | Force the dialog to appear from within a program. |
Examples
system sys1
sys1.autospec @regs y1 y2 y3 @regs x1 x2 c @inst z1 z2 z3
creates a system named SYS1 with the series Y1, Y2 and Y3 as the dependent variables and a common intercept and coefficients on X1 and X2, with common instruments Z1, Z2, and Z3.
Cross-references
See
“System Estimation” for a discussion of system objects in EViews.