Estimation by linear or nonlinear least squares regression.

Syntax

system_name.ls(options)

Options

General options

m=integer | Set maximum number of iterations. |

c=scalar | Set convergence criterion. The criterion is based upon the maximum of the percentage changes in the scaled coefficients. The criterion will be set to the nearest value between 1e-24 and 0.2. |

s | Use the current coefficient values in “C” as starting values for equations with AR or MA terms (see also
param). |

numericderiv / ‑numericderiv | [Do / do not] use numeric derivatives only. If omitted, EViews will follow the global default. |

fastderiv / ‑fastderiv | [Do / do not] use fast derivative computation. If omitted, EViews will follow the global default. |

showopts / ‑showopts | [Do / do not] display the starting coefficient values and estimation options in the estimation output. |

prompt | Force the dialog to appear from within a program. |

p | Print basic estimation results. |

Examples

sys1.ls(m=100)

estimates SYS1 using least squares, with the maximum number of iterations set at 100.

Cross-references

“Basic Regression Analysis” and
“Additional Regression Tools” discuss the various regression methods in greater depth.

See
“Special Expression Reference” for special terms that may be used in system ls specifications.