Matrixer 5.1 help file

Before starting with Matrixer it is worthwhile to understand it's important feature. The data which are accessible by the program at any specific moment are situated in a single directory (working directory).
    On exit from the program all of the matrices which has been created (except temporary) are automatically stored into the working directory as files with extension .mat.
    On start of the program all of the files previously saved in the working directory are automatically opened and are visible in the Menu of matrices.
    This feature explains why the program lacks traditional Open and Save menu items.

After the data are prepared you can start working with them, for example, estimate a linear regression or draw a diagram.

How to import data

The easiest way is to import data through Windows clipboard.

Suppose your data are in Excel table (or in any other table editor of a Windows program). In this case see How to import data through clipboard from Excel table.

It's a little more complex to import data through Windows clipboard not from table editor (WordPad, web page and the like). Such data could be separated not by tab symbols, but by spaces or commas, and can also contain some text. If you have such data then see How to import nonstandard data through clipboard.

It is also possible to import such kind of data from text file. See How to import text file.

See also
Quick start

How to import data through clipboard from Excel table

Select a rectangular block of numbers in Excel table.

Copy data to Windows clipboard (Usually one can use the following shortcuts Ctrl-INS or Ctrl-C).

Create a new matrix in Matrixer by pressing in the menu of matrices INS key and providing an appropriate name.

In Matrixer table editor insert data from clipboard by pressing Shift-INS.

Close table editor saving created matrix.

Remarks:

You can find table editors in most of statistic and econometric Windows programs. The procedure just described let you import data from any such program.

Either comma or point can be a decimal separator symbol (separatrix). Matrixer will convert them to points.

If the first line of copied block contains names of variables then Matrixer would name variables (columns of matrix) accordingly.

It is possible to insert a block from clipboard into an existing matrix. If pasted block does not contain names then cells would be moved downward to create free space for the block. If the block contains names then new variables (columns of matrix) would be created with these names. Existing columns would be moved to the right.

See also
Quick start

How to import nonstandard data through clipboard

Select in your program a fragment with the data.

Copy the fragment to Windows clipboard.

In Matrixer select menu item:
Matrix > Import > from Windows clipboard
or press Alt-M key in menu of matrices.

Provide appropriate name for the matrix to which the data will be imported.

Remarks:

Read carefully the remarks to the page How to import text file.

          See also
       How to import data
       Quick start

How to import text file

In Matrixer select menu item
Matrix > Import > from file
or press Shift-Alt-M in menu of matrices.

Select a file from which you want to import data.

Provide an appropriate matrix name to import data.

Remarks:

Use options
Matrix > Import > Options
to control how data would be imported.

The most important option is "Presume columns of fixed width". It permits to import formatted data separated by spaces. An example is
Animal                            Y        X
Rhesus monkey                 6.800 179.003
Kangaroo                     34.998   56.003
   If this option is not checked (which is the default) then data fields are assumed to be separated by some separator symbol like comma, TAB, space, etc. An example is
"ARGENTINA","Machinery",480,703,599
"ARGENTINA","Business Construction",1403,2057,"NA"
   If commas are used as separators this format is often called CSV (Comma Separated Value) format. Variants of this format can also use ; or | as separators.

Depending on options commas could be interpreted as separators between numbers or as decimal points.

Use "Substitutions 'Text->Number'" option to provide numerical values for nonnumeric fields like "Male"/"Female". For missing values (like NA) use 8934567.

Text will be placed in comments. Uncheck the corresponding checkbox to prevent this.

In order to import variables names press Ctrl-N in table editor and paste variables names from clipboard (you should copy them to clipboard beforehand).

Use table editor to edit created matrix. Delete from the matrix everything that program inserted into it by mistake. As a result of import, non-numerical data would be replaced by missing values, which in the table editor would look like *-**-*.

Don't expect good result if data are too nonstandard.

Often it is useful to edit data before importing them.

The program can not import data directly from non-text (binary) file, for example, from an Excel file. Use CSV format to export data from Excel.

          See also
       How to import data
       How to import nonstandard data through clipboard
       Quick start
       Import

How to type in data

Open an existing matrix in the table editor or create a new matrix by pressing INS key in the menu of matrices and providing an appropriate name.

After entering your data close table editor and save the matrix.

Hints:

It may be useful to switch on insert mode (Ctrl-I key) when typing numbers inside an existing matrix.

When typing numerical data it is convenient to use numerical keypad at the right of a keyboard. Num Lock must be on.

Missing value can be typed using "*" symbol.

Before entering data using keyboard think of import possibility.

When entering huge data set don't forget to save it from time to time (Ctrl-S key).

See also
Quick start

Missing values

By missing values we mean gaps in data. Matrixer is able to treat data with missing values in most procedures. Internally and in the text format of a matrix the number 8934567 is used for representing a missing value. A missing value is shown on the screen as "*-**-*". In order to write a missing value in formulas scalar @missing (or @na) is used.

Observations with missing values are dropped from models and plots.

In time series models (like ARMA) only adjacent observations without missing values are used.

If function argument does not belong to it's domain (for example: sqrt(-1), ln(0), 1/0) then the result would be a missing value.

The result of the operation in which one of the arguments is missing value will also be a missing value. For example:
100/0+200.

In the table editor missing values could be typed using "*" symbol.

How to estimate a linear regression

There are several different ways to estimate a linear regression. Choose what you like:

Use interface with buttons and menus.

Quick and efficient estimation of a regression.

See also
Quick start

How to estimate a linear regression - 1

Select in the main menu
Panels > Linear regression .

Press the first button "Choose" and choose dependent variable.
(See How to choose a variable)

Press the second button "Choose" and choose regressors.

Press "Run" button (the button with triangle).

Remarks:

"Weights" input line is used when estimating weighted regression. Leave it empty to estimate ordinary regression.

Corresponding command would be written to the command window. You can use it to make changes and estimate regression again quickly.

Write the command to history of commands if you want to estimate the same regression again later.

       See also
   Quick start
   How to estimate regressions quickly and efficiently.
   Estimation of linear regressions

How to choose a variable

    This page explains how to choose a variable or a group of variables in "Choose variables" window.

    At the left side of this window there is a list of variables (vectors) in the working directory. Near each variable there is a number indicating it's length. (When speaking about variables we mean both columns of matrices and one-column matrices).
    At the right side there is a list of selected variables (vectors). To add the variable to the right list drag it using mouse or press the button with arrow.
    To delete a variable press the button with cross.

Input line at the bottom of the window is used for typing formulas. The rules of typing formulas are given in the Formulas section.

You can add a constant term or a time trend by pressing the corresponding button.

See also
Quick start

How to estimate a linear regression - 2

This section explains how to run regressions from the command window.

If command window is not empty you can clear it using F10 key or by pressing the button with cross to the left of the command window.

Drag dependent variable from the menu of matrices (or variables) to the command window using mouse. You could also press Ctrl-ENTER in the matrices (or variables) menu and the name of selected variable would be inserted into the command window.

In the command window type ":" symbol after the dependent variable. This symbol separates left-hand side and right-hand side of linear regression. There may be spaces before this separator or after it.

Type one ("1") in the command window after the ":" symbol. One corresponds to the constant (intercept) term of a linear regression. If you do not need a constant then do not type one (but are you really sure that you don't need a constant in your regression?)

Add to the command window names of regressors (explanatory variables). You can do it using mouse or Ctrl-ENTER key.

After that you will get in the command window something like this:
y : 1 x1 x2 x3
Now run the command by pressing the button with triangle to the left of the window or press Shift-ENTER key.

If the program responds with an error message, reread this page and try to understand what you've done wrong.

Remarks:

You can use formulas in regression commands, for example,
ln(y)+10 : 1 exp(x1)/2 x2+x3

Regressors are separated by space characters so be careful when using spaces in formulas.

Matrixer keeps previously started commands. To return a previous command invoke the history of commands using the corresponding button to the left of the command window or Alt - <- key. Often it is easier to edit an old command then to create a new one.

          See also
       Quick start
       How to estimate a linear regression - 1.

How to draw a diagram

There are three different ways to draw a diagram in the program Matrixer.

Use command window. (Details)

Use menu item Show. (Details)

Use menu item Panels. (Details)

          See also
       Quick start
       Graphs

How to draw a diagram using command window

If command window is not empty you can clear it using F10 key or by pressing the button with cross to the left of the command window.

Write in the command window one of the commands plot!, scatter!, xyplot!, timeplot! depending on the type of the diagram which is required to draw (see Graphs).

If command scatter! or xyplot! is used then drag X-axis variable from the menu of matrices (or variables) to the command window using mouse. You can also press Ctrl-ENTER in the matrices (or variables) menu and the name of selected variable would be inserted into the command window.

Add to the command window names of Y-axis variables. It could also be done using mouse or Ctrl-ENTER key.

Variables are separated by spaces.

          See also
       Quick start
       How to draw a diagram
       Graphs

How to draw a diagram using menu item "Show"

Choose a variable in the menu of matrices (or variables).

Choose one of the following menu items
   Show > Plot
   Show > Scatter
   Show > XY plot

A small panel will appear which is used for adding other variables.

To add another variable, drag it from the menu of matrices (or variables) to the panel using mouse.

The other way to add variable is to choose it in the menu of matrices (or variables) and press "Add" button on the panel.

Press ENTER or "OK" button on the panel.

          See also
       Quick start
       How to draw a diagram
       Graphs

How to draw a diagram using menu item "Panels"

Choose menu item
Panels > Plot

Choose the type of X-axis, that is, "Observation number", "Variable" or "Time".

If the type of X-axis is "Variable" then press "Choose" button and select X-axis variable.
(See How to choose a variable)

Press "Choose" button at the right part of the panel and choose Y-axis variables.

Press "Run" button (the button with triangle).

Remarks:

Corresponding command would be written to the command window. You can use it to make changes and draw a diagram again quickly.

Write the command to history of commands if you want to draw the same diagram again later.

The scale of Y-axis (and X-axis as well) can be chosen to be logarithmic. In order to do this, check the corresponding checkbox.

It is possible to choose the appearance of any Y-axis variable. By default the points are connected by lines. Also "Stars" and "Bars" can be chosen. In order to do this, check the corresponding checkboxes.

          See also
       Quick start
       How to draw a diagram
       Graphs

Program Matrixer

   The program could be used for data analysis, econometric and statistical calculations.
   With the program you can estimate (and test hypothesis about) the following models

linear regression,

non-linear regression,

binomial logit and probit,
      and other models.
   Matrixer works with the objects of the following types:

matrices

variables (columns of matrices)

scalars

strings

models
Matrixer is operated using

menus and hot-keys (for example, "Panels" menu)

commands started from command window

macros (blocks of commands).

Matrices

    Numerical data in the program Matrixer are stored as matrices. Every matrix has a name.
    Columns of matrices are called variables and also can have names. A matrix consisting of one column can be treated as a variable and, conversely, a variable can be treated as a matrix consisting of one column.
    Matrix may contain text along with numerical data (comments).
    Menu of matrices is used for working with matrices. This menu lists names of matrices available in the current working directory along with their dimensionality. Table editor is used for viewing and editing data contained in matrices.
    A matrix could be either temporary or permanent. Names of temporary matrices start with "#" character. Temporary matrices are automatically erased after program termination. One can use matrix names starting with "#" to be able to clear current directory of unnecessary files quickly. To erase temporary files press Alt-E in the menu of matrices or command window.
    A matrix can be kept on disk (as a file) or in RAM. While the program is running all newly created matrices are kept in RAM because this is faster. It is possible to convert a matrix from one format to the other by pressing Shift-SPACE in the menu of matrices. This helps to preserve data in case of possible program failure. When the program is terminated all files are automatically saved to disk. (See Text format of a matrix)
    There is also a special kind of matrices called model matrices.

          See also
   Variables
   Scalars

<Comments>

Comments are a text, which explains the nature of numerical data contained in the matrix. Comments are saved and edited together with the matrix and are actually its part.

Variables

    Variables are the columns of matrices. A variable is fully specified as follows
         <name of matrix>[<name of variable>].
    It is also possible to use a column number ( [<number>]) instead of variable name. For example, data[3] means "the 3-d column of the matrix "data" ".
    Menu of variables is used for handling variables. Handling variables in similar to handling matrices (see, for example, section Assignment commands).
      A matrix consisting of one column can be treated as a variable and, conversely, a variable can be treated as a matrix consisting of one column.

          See also
   Matrices
   Scalars

Scalars

    Scalars (along with matrices) contain numerical data with which the program operates. Scalars are stored only during operation of the program.
    Scalars can replace constants in scalar expressions, formulas and matrix expressions. Scalar names start with symbol @. Scalar can be created as a result of assignment command.
    There is a "Scalars" window to look through and edit the scalars created during the work or create new scalars (the hot key is Ctrl-S).
    Scalar @pi denotes the number "pi"; scalars @missing and @na denote missing value. Scalar @timer contains current value of time counter in seconds.

   Example:
    @A := 16; @n := 4;
    x{1..100} := @A*sin(2*@pi*$i/@n);
    y := if(x>=0,x,@missing);

    There is also a special kind of scalars called model scalars.

          See also
   Scalar expressions
   Matrices
   Variables
   Parameters

Text format of matrix

   Matrix in the text (human-readable) format is a file with extension .mat. It can be viewed and edited in ordinary text editor. So a simple way to import Matrixer data into other program is to take data from .mat file.
   The file has the following form

The first line contains matrix dimensionality, that is, number of rows and columns separated by space.

After this comment lines may follow. Each comment line starts with // . The comments may be absent.

The line, which follows after the comments, contains variables names separated by spaces. If a variable has no name then # character is placed instead of its name. If the line is empty the variables are treated as unnamed. However the line must be present, otherwise the first row of numbers would be treated by the program as a string of names.

The file is finished by the data matrix itself. Each row of the matrix is one separate line of the file. The numbers in each line are separated by spaces. The format is free. Missing data are represented by the number 8934567 (missing value).

An example of file contents:
-----------------------------------
2 3
// Here may be comments
x y z
2.3 4.2 -99
1E-10 8934567 5
-----------------------------------

Menu of matrices (variables)

    Menu of matrices lists the names of matrices in the current working directory. The number of rows and the number of columns for each matrix are shown beside the matrix name. The number of rows and the number of columns are separated by a symbol, which indicate the format of the matrix.

    Menu of variables lists the names of variables for the matrix, which is selected in the menu of matrices (switch to variables menu to see the list of variables).

    To handle matrices (variables) from the menu of matrices (variables), use the main menu or hot keys. Below the most important hot keys are listed.

ENTER - view and edit current matrix (See table editor for matrix)
-> switch from menu of matrices to menu of variables
<- switch from menu of variables to menu of matrices
TAB switch to command window
INS insert a new matrix
DEL delete current matrix (variable)
Alt-N rename current matrix (variable)
Alt-C copy current matrix (variable)

    Hot key Ctrl-ENTER inserts the name of current matrix (variable) into command window
   To edit current matrix press ENTER or double-click using mouse.

See also
Description of the program Matrixer

<Working directory>

    The files with the data, which the program currently works with, are stored in the working directory: files of matrices, files of macros, history of commands etc.
   Working directory could be selected from the main menu:
   Preferences> Directory

Models

   Model as an object is created after estimation of some econometric model.
   Tables and plot could be viewed calling menu "Estimation results" from upper menu "View" or running results! command. Window "Estimates and statistics" is called from menu "Estimation results" or running esttable! command.
   Model includes model matrices and model scalars. These could be saved in window "Model data" (menu "View").

Model matrices

   Model matrices is a special kind of matrices. They are created as a result of model estimation. Name of model matrix begins with \ symbol. Some typical model matrices:
   \Thetas parameters vector,
   \Resids residuals,
   \Fitted fitted values.

     Example:
    b == \Thetas

Model scalars

   Model scalars is a special kind of scalars. They are created as a result of model estimation. Name of model scalar begins with \@ symbols. Some typical model scalars:
   \@LL loglikelihood,
   \@RSS residual sum of squares.

     Example:
    @RSS1 := \@RSS

Strings

    Matrixer has some string handling capabilities. Strings are stored only during operation of the program.
    String names start with symbols s_. String can be created as a result of assignment command.
    String expression is a mixture of text and scalar expressions. The text is marked out by quotation marks ("<text>"). Individual ASCII symbols could be addressed as s_<n>, where n is code of a symbol. Space is used as divider in string expressions.

   Example:
    s_a := "Factorials: ";
    s_path := "C:\Windows\Temp\";
    for! @i 1 5;
    s_f := @i "!=" exp(lngamma(@i+1));
    s_a := s_a s_f s_32 " ";
    print! (s_path "tempfile.txt") s_f;
    endfor!;
    wait! s_a;

    There is a "Strings" window to look through and edit the strings created during the work or create new strings (the hot key is Ctrl-T).

     See also
   Scalars
   Messages and signals in macros
   Other commands
   File names

File names

    File names are used in several commands (print!, list!, import!, esttable!, logfile!, external!).
    File name could be given either as a sequence of symbols without spaces, or as a sequence of symbols in quotes, or as a string expression in parentheses.

   Examples:
    esttable! outputfile.txt;
    import! pr2 "C:\Program Files\Matrixer\Examples\prime.mat";
    s_path := "C:\Windows\Temp\";
    print! (s_path "tempfile.txt") "Test message";

     See also
   Strings
   Other commands
   Import

Command window

    Command window is used for editing and running a single command or a block of commands (macro).

    Some commands:

    Element-by-element assignment (see Formulas):
    <matrix assignment result> := <formula>
    Matrix assignment (see Matrix expressions):
    <matrix assignment result> == <matrix expression>
    (See also Assignment commands)

       Linear regression estimation:
    <dependent variable> : <list of regressors>
      (See also How to estimate a linear regression - 2)

       Non-linear regression estimation:
    nls! <dependent variable> : <formula>
      (See Econometric models estimation)

        Plot:
    plot! <variables list>
        Histogram:
    hist! <variable>
      (See Graphs and How to draw a diagram using command window)

   Remarks:

If program does not recognize some other command then the contents of command window would be considered as scalar expression. The resultant number is shown to user. This is a calculator mode. For example, one may write 2*2 in the command window and run this as a command. The result would be 4.

Note that often an error message is a result of incorrect arrangement of spaces.

Double-click symbol or word to see a hint for it.

Commands, functions and other special identifiers are highlighted. Use this to check spelling.

   Hot keys:
   Shift-Enter Run the command from the command window
   Alt - <- History (previous commands)
   F10 Clear window
   TAB Switch to menu of matrices

     See also
   Commands
   Macros (blocks of commands)
   Description of the program Matrixer

Assignment commands

Element-by-element assignment:
<matrix assignment result> := <formula>
or
<matrix assignment result> <coverage of observations> := <formula>

Matrix expression assignment:
<matrix assignment result> == <matrix expression>
or
<scalar name> == <matrix expression>

Scalar expression assignment:
<scalar name> := <scalar expression>

String expression assignment:
<string name> := <string expression>

     See also
   Commands
   Formulas
   Coverage of observations
   Matrix expressions
   Matrix assignment result
   Scalars
   Scalar expressions
   Strings

Functions

Functions are used in formulas, scalar expressions and matrix expressions.

There are following types of functions in Matrixer.

Matrix functions

Ordinary (element-by-element) functions

Scalar functions of matrices

Dynamic functions

Submatrix functions-2

Functions for evaluating formula and its derivatives with respect to parameters

Ordinary (element-by-element) functions

Ordinary (element-by-element) functions are used both in formulas, and in matrix expressions.

The major categories of ordinary functions are

Elementary functions

Special functions

Indicator and logical functions

Distribution functions

Additional distribution functions

Random number generation

     See also
   Matrix functions
   Scalar functions of matrices
   Formulas
   Assignment commands
   Commands
   Macros (blocks of commands)

Matrix functions

Matrix functions are used in matrix expressions. The major categories of matrix functions are

Matrix algebra

Submatrix functions

Various transformations

Creation of some special matrices

Other matrix functions

     See also
   Matrix decompositions
   Ordinary (element-by-element) functions
   Scalar functions of matrices
   Formulas
   Assignment commands
   Commands
   Macros (blocks of commands)

Formulas

Formulas are similar to scalar expressions, but are used for different purposes:

Make calculations element-by-element and dynamically and assign the result to matrix (variable).

Specify variables in models.

Specify nonlinear functions with parameters (when estimating nonlinear models, testing hypotheses).

   Formulas are also similar to matrix expressions. The difference is that in ordinary formulas calculations are made only element-by-element. For example, the result of operation max(x,y) where x and y are two vectors (not necessarily of the same length) would be a vector with elements equal to max(x(i),y(i)).

   Examples:
        ln(xx[income])+5;
        div(x,y)*y;

Quasi variables in formulas could be created automatically using artificial variables (like $i or $m1,...,$m12) and random numbers (like ~n01 and ~u01, normal and uniform distributions)

To include lag of a variable use <variable> [<positive integer number with '+' or '-' sign>]

For complex formulas and dynamic modelling use substitutions and dynamic functions

To include matrix expression in formula use any matrix function. In particular, "void" matrix function m() could be useful.

   Examples:
        x-x[-1]; (usage of lags, x[-1] is the 1-st lag of variable x)
        TRADE<50; (create a dummy variable, which assumes the value of 1 if TRADE(i) is less then 50, and 0 otherwise)
        exp(~n01); (generate lognormal random variable)
        sin(@omega*$i); (sinusoid; $i is observation number)
        m(X.b)+~n01; (include matrix expression in formula)

    Element-by-element assignment command with formula:
    <matrix assignment result> := <formula>
or
    <matrix assignment result> <coverage of observations> := <formula>
(See Coverage of observations)

   Example (generate random walk):
         x{1..1000}:=$l1+~n01

    It is possible (see Submatrix functions-2) to refer to matrix elements using
     <matrix name>@(<row>,<column>)
construct where row number and column number are specified as formulas (not as, e.g., scalar expressions). This feature could be used to manipulate matrix elements.

   Example (turn over matrix A, i.e. flip it horizontally and vertically):
          A {1..rows(A)}{1..cols(A)}
          := A@(rows(A)+1-$i,cols(A)+1-$j)

    Remarks:

Spaces in formulas must used carefully. Particularly, if space is before addition or subtraction sign then put space after the sign too. (This restriction arises because in models lists of variables consist of formulas separated by spaces). That is, use either
1+2
or
1 + 2

If assignment y:=x is made where y is an existent vector of length 100 and x is a vector of length 10 then the assignment results is a vector of length 100 with the first 10 elements replaced by the corresponding elements of vector x.

          See also
   Parameters
   Assignment commands
   Matrix expressions
   Functions
   Matrices
   Variables
   Commands

Coverage of observations

    Coverage of observations indicates which rows and/or columns are used to make calculations according to formula. The syntax is
     {rows coverage}
or
     {rows coverage} {columns coverage}

    Both rows coverage and columns coverage consist of ranges separated by commas. Each range is either a single number (scalar expression), or two numbers, left bound and right bound, separated by two points. Left and right bounds are scalar expressions.

   Examples:
        GB[del_GDP]{1..99} := GB[GDP][+1]-GB[GDP]
        x{1..2,4,@n+1} := 0;
        A{1..10}{1..20} := $i/$j;

          See also
   Assignment commands
   Scalar expressions
   Formulas

Substitutions

    Substitutions are used in formulas to substitute for repeating expressions. Syntax of substitution is
         >> <substitution variable> = <formula>
Substitutions follow the main formula.

   Example:
         p := exp(z)/(1+exp(z))
         >> z = @a0+@a1*x;

    Substitutions are also very useful for specifying dynamic models (see dynamic functions).

   Example (generate ARCH(1) series):
         x{1..100} := arch1
         >> arch1 = sqrt(h)*~n01
         >> h = if($i>1,
         @omega+@alpha*$lag(sqr(arch1)),
         @omega/(1-@alpha));

    Remarks:

Do not put semicolon before >>.

          See also
   Assignment commands
   Maximum likelihood method
   Non-linear regression

Dynamic functions

Dynamic functions are used in formulas. Dynamic functions together with substitutions allows to work with dynamic models.

Lag $lag or $lag<n>

Differences $diff or $diff<n>

Differences of logarithms $diffln or $diffln<n>

Cumulative sum $csum or $csum<n>

Self lag $l or $l<n> without brackets

   Example (generate AR(1) series):
         x{1..100} := ar1
         >> ar1 = if($i>1,@phi*$lag(ar1)+~n01,0);
or
         x{1..100} := @phi*$l1+~n01;

          See also
   Assignment commands
   Maximum likelihood method
   Non-linear regression

Artificial variables in formulas

Artificial variables are used in formulas to denote seasonal dummies, trends, etc.

Observation number (row number) and its power $i, $i<n>.

Column number and its power $j, $j<n>.

Linear trend and its power $t, $t<n>.

Monthly dummies $m1,...,$m12

Quarterly dummies $q1,$q2,$q3,$q4

Weekly dummies $w1,...,$w7

Submatrix functions-2

Submatrix functions are used in formulas, scalar expressions � matrix expressions. Rows and columns are specified as scalar expressions (apart from function "element of a matrix" in formula where they are specified as formulas).

Element of a matrix (analog of el() )
<matrix name>@(<row>,<column>)

Row of a matrix (analog of row() )
<matrix name>@r(<row>)

Column of a matrix (analog of col())
<matrix name>@c(<column>)

Submatrix (analog of submat())
<matrix name>@sub(<top row>,<bottom row>, <left column>,<right column>)

Diagonal of a matrix (analog of diag())
<matrix name>@d()

Vectorized matrix (analog of vec())
   <matrix name>@v()

    Examples:
      A@(3,1)
      A@c(3)
      A@d()

          See also
   Matrix functions
   Submatrix functions
   Functions
   Matrices
   Matrix assignment result

Functions for evaluating formula and its derivatives with respect to parameters

fu(<formula>,<vector of parameters values>) evaluate formula as function of its parameters

deriv(<formula>,<vector of parameters values>) evaluate formula derivatives

dderiv(<formula>,<vector of parameters values>,<direction vector>) evaluate formula directional derivative

dderiv2(<formula>,<vector of parameters values>,<direction vector>) evaluate formula second directional derivatives

   Examples:
        FuVal == fu(%a+%b*X,-1|7)
        DD2 == dderiv2(exp(%a+%b*X^%c),0|1|2,1|2|3)

          See also
   Formulas
   Parameters
   Functions

Matrix expressions

Matrix expressions have basically the same syntax as scalar expressions. Also in many situations matrix expressions are similar to formulas and could be used to some extent for element-by-element operations. But their main role is to do various matrix operations such as matrix inversion and transposition (see Matrix functions).

Unary operations:
      ' transpose
      ~ inverse

Binary operations:
      + sum
      - difference
      . matrix product
      * direct (element-by-element) product
      / direct division
      ' matrix product with transposition of the first matrix
      ~ matrix product with inversion of the first matrix
      & or space horizontal concatenation
      | vertical concatenation
      : estimated coefficients for linear regression
      ? sorting matrix using vector

Functions
      inv matrix inverse
      diag diagonal matrix
      inner inner product
      sort sorting
      onesvec vector of ones
      acov autocovariance function
      (See Matrix functions, and also Scalar functions of matrices) ,

The format of matrix assignment command:
     <name of resultant matrix>==<expression>

    Matrix assignment:
    <matrix assignment result> == <matrix expression>
(see Matrix assignment result).
    Matrix expression could also be assigned to scalar:
    <scalar name> == <matrix expression>

    Examples:
      b == (x'x)~x'y;
      d == A.c+d|e-v[1]&w[xx];
      x == x1 x2 x3;
      @rss == inner(e);

    To include lag of a variable use <variable> [<positive integer number with '+' or '-' sign>]

    Remarks:

In matrix expressions spaces are used as matrix concatenation operators so in other cases use them carefully. Particularly, if space is before addition or subtraction sign then put space after the sign too. That is, use either
1+2
or
1 + 2

When binary arithmetic operations or element-by-element functions are used then requirements to matrix dimensions are stricter than for formulas.

           See also
   Matrix decompositions
   Formulas
   Assignment commands
   Functions
   Matrices
   Variables

Matrix assignment result

Matrix assignment result is used in assignment commands. Rows and columns are specified as scalar expressions.

Entire matrix
<matrix name>

Variable
<matrix name>@(<row>,<column>)
or
el(<matrix name>,<row>,<column>)

Row of a matrix
<matrix name>@r(<row>)
or
row(<matrix name>,<row>)

Column of a matrix
<matrix name>@c(<column>)
or
col(<matrix name>,<column>)

Submatrix
<matrix name>@sub(<top row>,<bottom row>, <left column>,<right column>)
or
submat(<matrix name>,<top row>,<bottom row>, <left column>,<right column>)

Diagonal of a matrix
<matrix name>@d()
or
diag(<matrix name>)

Vectorized matrix
   <matrix name>@v()
or
   vec(<matrix name>)

    Examples:
      A == onesmat(2,2);
      vec(A) == trend(4);
      A@(3,1) := 11;
      el(A,rows(A),2) := 17;
      A@c(3) := 1/$i;
      col(A,4) == trend(3);
      row(A,4) := -$j;
      A@d() := diagonal(A)+0.01;
      A[5] == A[1]-A[4];

           See also
   Assignment commands
   Matrix functions
   Submatrix functions
   Submatrix functions-2
   Matrices
   Variables

Scalar expressions

Arithmetic operations:
     + summation
     - subtraction
     * multiplication
     / division
     ^ raising to power

Relational operators:
    = equal
    < less then
    > greater then
    <= less then or equal
    >= greater then or equal
    <> not equal
The result of relational operation is: 1 (true), 0 (false)

Some functions:
     ln natural logarithm
     exp exponent
     sqrt square root
     sqr square
     abs absolute value
(see Functions).

   Examples:
    @omega := 2*@pi*~u01;
    @y := if(@omega<@pi,cos(@omega),1/cos(@omega));
    @sum := 0;
    @n := rows(x);
    for! @i 1 @n-1;
    @sum := @sum+exp(x@(@i,1));
    endfor!;

           See also
   Matrix expressions
   Formulas
   Scalars

Table editor for matrix

The table editor is used for typing data into newly created matrices and to edit already existing matrices.
The table editor is like table editors of other programs, e.g., Excel. But unlike Excel, the table editor of program Matrixer is designed specially for editing numerical data. I.e. only numbers are placed in the cells of the table (one number in each cell).

Remarks:

Windows clipboard could be used for copying data from table editor of some other program to Matrixer table editor and from Matrixer table editor to another program.

Please, read hints about entering data. See How to type in data.

It is also possible to view and edit matrix comments in the table editor. In order to do this, switch to appropriate window using tabs below the table or F3 hot key.

   Hot keys:

    ESC Close
    Ctrl <- -> Move quickly horizontally
    ENTER, F2 or symbol Edit cell

       While editing cell:
         "*" Enter missing value
         ESC Quit without saving
         ENTER Save changes and quit

     DEL Delete cell
     INS Insert cell
     Ctrl-Y Delete row
     Alt-DEL Delete variable (column)
     Alt-INS Add variable (column)
     Alt-N Rename variable
     Ctrl-N Rename all variables
     Ctrl-I Switch insert mode
     F3 Switch to comments window

       See also
   How to type in data
   How to import data through clipboard from Excel table.
   Matrices
   Variables

<Insert mode>

Insert mode allows to input data continuously in the interior of the matrix in the table editor. After finishing with editing one cell another cell is inserted etc. To stop such continuous data input press ESC.
Insert mode is switched by Ctrl-I hot key.

Econometric models estimation

Linear regression

Non-linear regression

Binomial logit and probit

Regression with count dependent variable

Regression with ordered dependent variable

Tobit (censored regression)

Truncated regression

Regression with multiplicative heteroskedasticity

Regression with ARMA error

Box-Jenkins model (ARIMA)

GARCH regression

(Generalized) instrumental variables method

Nonlinear instrumental variables method

Maximum likelihood method

Nonparametric estimation

Quantile regression

Simultaneous equations

Vector autoregression

ARFIMA-FIGARCH

Forecasting

Nonlinear function minimization

     See also
   Estimation results
   Statistical procedures

Statistical procedures

Descriptive statistics

Correlation matrix

Autocorrelation function

Histogram

Spectral density, Spectrogram

Dickey-Fuller test (ADF)

Normal PP-diagram

Other statistical and mathematical commands

Matrix decompositions

Some statistical procedures are implemented as functions. See, for example,

Matrix functions: matrix algebra

Distribution functions

Scalar functions of matrices

     See also
   Econometric models estimation
   Commands
   Estimation results

Estimation of linear regressions

    The easiest and fastest way to estimate linear regression in Matrixer is to start corresponding command from the command window.
    The command has the following form
    <dependent variable> : <list of regressors>

    Intercept term in the list of regressors could be indicated as '1'.
    Regressor could be specified as a formula (see Formulas).
    Weighted regression could be estimated by adding &/ <weights>. It is assumed that the weights are proportional to the square root of variance.

    Examples:
     y : 1 x1 x2 x2[-1];
     ln(data[cons]) : 1 ln(data[gnp]*10) ln(data[gnp])^2;
     A[y] : 1 A[x] &/ A[w];

    After regression estimation user gets to a menu, which allows to view and analyze the results. Afterwards this menu can be called using Alt-R hot key.

    OLS coefficients could also be calculated as a result of : operation in matrix expression.
    Example:
        b==Y:X
Here Y is the dependent variable, X is a matrix of regressors.
    The same result could be achieved using the following matrix expression
         b==(X'X)~X'Y

Non-linear regressions estimation

    Non-linear regression can be estimated by running from the command window a command, which has the following form
      nls! <dependent variable> : <formula>
    The names of estimated parameters begin with % character.

    Options:
   &method <gnr|newton|gnrn|simplex|bfgsa|bfgsn|sa>
    numerical algorithm
   &start <variable>
    vector of initial values for parameters
   &deltas <variable>
    vector of parameters precision
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations

    Default numerical algorithm is Gauss-Newton. A handful of other algorithms are also available such as Newton method, simplex method, etc.

    Examples:
     nls! D[Y] : %cnst + %a*D[Y] - %cnst*%a*z
     nls! usa[labor] : %c1 + exp(-%c2 + usa[unempl])

       See also
   Linear regression estimation
   Econometric models estimation
   Estimation results

Parameters

Parameters are used in non-linear models (mle!, nls!, nliv!, min!) to denote the scalar variables to be estimated. Parameter name begins with symbol %

Other uses:

Functions for evaluating formula and its derivatives with respect to parameters

Restrictions (functions of parameters)

       See also
   Formulas
   Econometric models estimation

<Gauss-Newton method>

Gauss-Newton method is used for obtaining least squares estimates in a non-linear regression. Its basic principle is linearization of regression function.

Logit and probit

    Matrixer is able to estimate binomial logit or probit.
    Command for estimating logit has the following form
    logit! <dependent variable> : <list of regressors>

    Example:
    logit! y: const x1 x2

    Command for probit has the following form
    probit! <dependent variable> : <list of regressors>

The dependent variable in these models must consist of zeros and ones.

     See also
   Linear regression estimation
   Econometric models estimation
   Estimation results

<Logit and probit>

Logit and probit are kinds of regression model with discrete (qualitative) dependent variable. Binomial probit and logit are models in which dependent variable assumes two values (0 and 1).
Logit corresponds to logistic distribution.
Probit corresponds to normal distribution.

Maximum likelihood method

    Command for maximum likelihood estimation has the following form
    mle! <formula>
    The formula must contain a contribution of one typical observation to the loglikelihood function. The names of estimated parameters start with % character.

    Options:
   &method <newton|bfgsa|bfgsn|simplex|bhhha|bhhhn|sa>
    numerical algorithm
   &start <variable>
    vector of initial values for parameters
   &deltas <variable>
    vector of parameters precision
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations

    Default numerical algorithm is Newton. A handful of other algorithms are also available such as BHHH (OPG), simplex method, etc.
   Example:
    mle! -1/2 * (ln(2*@pi) + %ls2)
       - sqr(y - %a - %b*x) / 2 / exp(%ls2)

    Example shows how a simple regression y(i) = a + b x(i) could be estimated by maximum likelihood. Parameter %ls2 here corresponds to logarithm of variance. @pi is number pi.

See also
Econometric models estimation

<BHHH (OPG) method>

The method BHHH (OPG) is used for obtaining maximum likelihood estimates. Its main principle is linearization of the loglikelihood function. It uses the matrix of contributions of observations to the gradient of loglikelihood function and requires only first derivatives.
Usually BHHH is slow and give an inaccurate estimate of variance-covariance matrix of parameters.

<Newton method>

Newton's method is a general method for unconstrained nonlinear optimization. It uses the gradient (vector of the first derivatives) and the Hessian (vector of the second derivatives) of the objective function.

<Simulated annealing>

Simulated annealing is a general method for unconstrained nonlinear optimization. It does not require derivatives. SA is a brute force extensive random search method and is recommended for nonsmooth functions and functions with multiple local optima. It is generally too slow.
Matrixer uses a version of SA algorithm due to Goffe et al. (Goffe, Ferrier and Rogers, "Global Optimization of Statistical Functions with Simulated Annealing," Journal of Econometrics, vol. 60, no. 1/2, Jan./Feb. 1994, pp. 65-100). The algorithm was modified by allowing temperature to grow after successful iterations. This makes SA much more robust and self-adjustable.

Regression with multiplicative heteroskedasticity

   The command for estimating a regression with multiplicative heteroskedasticity has the following form
    mhetero! <dependent variable> : <list of regressors> : <heteroskedasticity regressors list>
     Example:
    mhetero! y : 1 x1 x2 x3 : 1 z1 z2

   See also
   Linear regression estimation
   Econometric models estimation

<Regression with multiplicative heteroskedasticity>

   In a regression with (linear) multiplicative heteroskedasticity the error variance is equal to exp(Z(i)a).
   Here Z is a matrix made of the variables, which influence error variance (generally this matrix should contain a column of ones), a is a vector of heteroskedasticity parameters.
   Otherwise regression with multiplicative heteroskedasticity is the same as linear regression.

Regression with count dependent variable

   The command for estimating regressions with count dependent variable has the following form
Poisson regression    poisson! <dependent variable> : <list of regressors>
negative binomial regression (NegBin-2)    negbin! <dependent variable> : <list of regressors>
     Example:
    poisson! count : 1 x1 x2 ln(x3)

   See also
   Linear regression estimation
   Econometric models estimation

<Regression with count dependent variable>

Regression with count dependent variable is a variant of regression model for count data. Dependent variable in this regression is discrete (non-negative integer). The simplest regression of this kind is Poisson regression based on Poisson distribution. To take into account overdispersion (variance greater than mean) negative binomial regression based on negative binomial distribution is used, which is an extension of Poisson regression. In negative binomial model heterogeneity is introduced into Poisson distribution with the help of Gamma distributed multiplier.

Regression with ordered dependent variable

   The command for estimating probit regression with ordered dependent variable has the following form
    ordered! <dependent variable> : <list of regressors>

    Options:
   &method <newton|bfgsa|bfgsn|simplex|bhhha|bhhhn|sa>
    numerical algorithm (newton is default)
   &start <variable>
    vector of initial values for parameters
   &deltas <variable>
    vector of parameters precision
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations

     Example:
    ordered! label : 1 income sex

   See also
   Linear regression estimation
   Econometric models estimation

<Regression with ordered dependent variable>

Regression with ordered dependent variable is a variant of regression model with qualitative dependent variable. Only ordering is important in the dependent variable, not it's value.

Tobit (censored regression)

   The command for estimating tobit regression model has the following form
    tobit! <dependent variable> : <list of regressors>
   By default zero is used as the left limit.

    Options:
   &llimit <number>
    left limit
   &rlimit <number>
    right limit

     Example:
    tobit! y_cens : 1 x1 x2
    tobit! y_2cens : 1 x &llimit 1 &rlimit 100

    Parameter %h in "Estimates and statistics" table equals 1/se where se is regression standard error.

   See also
   Linear regression estimation
   Econometric models estimation
   Truncated regression

<Tobit (censored regression)>

   Tobit (censored regression) is a regression model in which dependent variable is censored, that is, dependent variable is not observed if it is less than (or greater than) some limit. Regressors for the limited observations are observed (unlike truncated regression model).
   A typical example is a model with left censoring at zero. Initial model is
   y*(i) = X(i)b + e(i)
Variable y(i) is observed instead of y*(i), where
   y(i)=0 if y*(i)<0
and
   y(i)=y*(i) if y*(i)>=0.

Truncated regression

   The command for estimating truncated regression model has the following form
    truncreg! <dependent variable> : <list of regressors>
   By default zero is used as the left limit.

    Options:
   &llimit <number>
    left limit
   &rlimit <number>
    right limit
   &method <newton|bfgsa|bfgsn|simplex|bhhhn|sa>
    numerical algorithm (newton is default)
   &start <variable>
    vector of initial values for parameters
   &deltas <variable>
    vector of parameters precision
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations

     Example:
    truncreg! y_trunc : 1 x1 x2
    truncreg! y_2trunc : 1 x &llimit 1 &rlimit 100

    Parameter %h in "Estimates and statistics" table equals 1/se where se is regression standard error.

   See also
   Linear regression estimation
   Econometric models estimation
   Tobit (censored regression)

<Truncated regression>

Truncated regression is a regression model in which observation is missing if dependent variable is less than (or greater than) some limit. Both dependent variable and regressors for the limited observations are not observed (unlike tobit model).

Regression with ARMA error

   The command for estimating regression with ARMA error has the following form
    arma! (<p>,<q>) <dependent variable> : <list of regressors>
   Here (p,q) is the order of the ARMA process for error term.

    Options:
   &estimator <css|mle>
    estimator: conditional sum of squares or (default) exact maximum likelihood
   &method <gnr|gnrn|bfgsn|simplex|sa>
    numerical algorithm (gnr|gnrn for css only)
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations
   &irfhorizon <positive integer number>
    number of values of impulse responce function

     Example:
    arma! (1,1) y : 1 x

   See also
   Linear regression estimation
   Box-Jenkins model (ARIMA)
   Econometric models estimation

<Regression with ARMA error>

   Regression with ARMA(p,q) error is given by the following equations

   y0(t)=mu+phi_1*y0(t-1)+...+phi_p*y0(t-p)+eps(t) +theta_1*eps(t-1)+...+theta_q*eps(t-q),
y0(t)=D(d)y(t),

   Here p is the order of autoregression, q is the order of moving average.

Box-Jenkins model (ARIMA)

   The command for estimating ARIMA model has the following form
    boxjen! (<p>,<q>) <variable>
   Here (p,q) is the order of ARMA process.

    Options:
   &d <integer number>
    order of integration
   &estimator <css|mle>
    estimator: conditional sum of squares (default) or exact maximum likelihood
   &method <gnr|gnrn|bfgsn|simplex|sa>
    numerical algorithm (gnr|gnrn for css only)
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations
   &fhorizon <positive integer number>
    forecast horizon
   &irfhorizon <positive integer number>
    number of values of impulse responce function

     Example:
    boxjen! (1,1) yield

   See also
   Linear regression estimation
   Regression with ARMA error
   Econometric models estimation

<Box-Jenkins model (ARIMA)>

   ARIMA(p,d,q) process is given by the following equations

   y0(t)=mu+phi_1*y0(t-1)+...+phi_p*y0(t-p)+eps(t) +theta_1*eps(t-1)+...+theta_q*eps(t-q),
y0(t)=D(d)y(t),

   Here D(d) is d-th difference operator, p is the order of autoregression, q is the order of moving average, d is the order of integration.

GARCH regression

   The command for estimating GARCH regression has the following form
    garch! (<p>,<q>) <dependent variable> : <list of regressors>
or
    garch! (<p>,<q>) <dependent variable> : <list of regressors> & <list of heteroskedasticity regressors>
   Here (p,q) is the order of GARCH process. In most cases it is enough to take p=1 and q=1.

    Options:
   &distr <normal|tstud>
    distribution of disturbances
   &garchm <none|log>
    variance in mean
   &hetff <var|logvar>
    variance functional form
   &stabpar <number>
    stabilization parameter
   &method <scoring|bfgsa|bfgsn|simplex|bhhha|bhhhn|sa>
    numerical algorithm
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations

     Example:
    garch! (1,1) price : 1 price[-1] price[-2]

   See also
   Linear regression estimation
   Econometric models estimation

<GARCH regression>

GARCH regression is a kind of regression in which the error term constitute a random process of GARCH type (autoregressive conditional heteroskedasticity). In such a regression the variance of error for the i-th observation depends on squared errors of previous observations (i-1, i-2, etc.)

(Generalized) instrumental variables estimator

    The command for estimating regression by the instrumental variables method has the following form
    iv! <dependent variable> : <list of regressors> : <list of instruments>
     Example:
    iv! p : 1 q : 1 q[-1] p[-1] z

Nonlinear instrumental variables method

   The command for estimating regression by the nonlinear instrumental variables method has the following form
     nliv! <left-hand side formula> : <right-hand side formula> : <list of instruments>

     Example (nonlinear consumption function):
    nliv! C : %a+%b*Y^%c : 1 C[-1] Y[-1] C[-2] Y[-2]
   The lags of consumption C and income Y serve as instruments here.

     Example (Box-Cox regression):
    nliv! boxcox(Wage/exp(mean(ln(Wage))),%lambda)
   : %c+%c_ed*Ed+%c_ex*Ex+%c_exsq*Ex^2+%c_race*Race+%c_sex*Fe
   : 1 Ed Ex Ex^2 Race Fe Ed^2 Ex^4 Ed*Ex Ed*Ex^2
   All regressors and some of their cross-products serve as instruments here.

Nonparametric estimation

Kernel regression

Polynomial regression

Cubic spline

Kernel density estimation

SNP density estimation (Hermite series)

See also
Econometric models estimation

Kernel regression

   The command for estimating kernel regression has the following form
    kernelreg! <dependent variable> : <explanatory variable>

    Options:
   &kernel <epanechnikov|gaussian|rectangular|
     triangular|quartic>
    type of kernel (default is epanechnikov)
   &smoothing <number>
    smoothing parameter, bandwidth

     Examples:
    kernelreg! y : x

    kernelreg! DATA[speed] : DATA[distance]
    &kernel gaussian &smoothing 1E-2

   See also
   Econometric models estimation
   Nonparametric estimation

Polynomial regression

   The command for estimating polynomial regression has the following form
    polynom! <dependent variable> : <explanatory variable>

    Options:
   &smoothing <number>
    smoothing parameter, degree of polynomial plus one

     Examples:
    polynom! y : x

    polynom! DATA[speed] : DATA[distance]
    &smoothing 6

   See also
   Econometric models estimation
   Nonparametric estimation

Cubic spline

   The command for estimating regression using cubic spline has the following form
    spline! <dependent variable> : <explanatory variable>

    Options:
   &smoothing <number>
    smoothing parameter
   &smoothing0 <number>
    starting smoothing parameter

     Examples:
    spline! y : x

    spline! DATA[speed] : DATA[distance]
    &smoothing0 10

   See also
   Econometric models estimation
   Nonparametric estimation

Kernel density estimation

   The command for kernel density estimation has the following form
    kernel! <variable>

    Options:
   &kernel <epanechnikov|gaussian|rectangular|
     triangular|quartic>
    type of kernel (default is epanechnikov)
   &smoothing <number>
    smoothing parameter, bandwidth

     Examples:
    kernel! x

    kernel! ln(SPAIN[Income])
    &kernel quartic &smoothing 1E-2

   See also
   Econometric models estimation
   Nonparametric estimation

SNP density estimation (Hermite series)

   The command for seminonparametric density estimation has the following form
    hermite! <variable>

    Options:
   &smoothing <number>
    smoothing parameter, degree of polynomial plus one

     Examples:
    hermite! x

    hermite! ln(BONDS[Yield]) &smoothing 4

   See also
   Econometric models estimation
   Nonparametric estimation

Quantile regression

   The command for estimating quantile regression has the following form
    qreg! (<p>) <dependent variable> : <list of regressors>

    Options:
   &prob <p>
    p from (0,1) interval is the probability for the quantile

     Example:
    qreg! demand : 1 income &prob 0.75

    Regression for 0.5 quantile (which corresponds to the median) could be estimated by dropping &prob option

   See also
   Linear regression estimation
   Econometric models estimation

Simultaneous equations

    The command for estimating simultaneous equations has the following form
fiml! <list of endogenous variables> : <list of exogenous variables>

    This command is used for estimating simultaneous equations by the full information maximum likelihood method (FIML). Two-stage least squares and three-stage least squares could also be used. To do this one have to replace fiml! in the command given above by 2sls! and 3sls! respectively.
    After running the command a screen would be shown were user can mark those variables, which appear in the equations. The program would automatically check whether the system is identified and show a warning if it is not.

    Options:
   &ypatt <pattern matrix>
    inclusion/exclusion of endogenous variables
   &xpatt <pattern matrix>
    inclusion/exclusion of exogenous variables

   In pattern matrix 0 means excluded variable

<Quantile regression>

Quantile regression is said to be a robust estimation technique. Unlike the ordinary regression quantile regression estimates one of the quantiles of dependent variable, not it's mean.
0.5 quantile corresponds to the median. Median regression coincides with the method of least distances. The estimates are obtained by minimizing the sum of absolute deviations (not the sum of squared deviations as in the method of least squares).

Vector autoregression

    The command for estimating vector autoregression has the following form
var! (<order>) <list of endogenous variables> : <list of exogenous variables>

   After running the command a screen would be shown were user can mark those variables, which appear in the equations.

    Options:
   &ypatt <pattern matrix>
    inclusion/exclusion of endogenous variables
   &xpatt <pattern matrix>
    inclusion/exclusion of exogenous variables
   &covpatt <pattern matrix>
    restrictions on error covariance matrix
   &irfhorizon <positive integer number>
    number of values of impulse responce function
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations

   In pattern matrix 0 means excluded variable (zero coefficient)

   See also
   Simultaneous equations
   Regression with ARMA error
   Box-Jenkins model (ARIMA)
   Econometric models estimation

ARFIMA-FIGARCH

   The command for estimating ARFIMA(p1,d1,q1)-FIGARCH(p2,d2,q2) model has the following form
    arfimafigarch! (p1,q1,p2,q2) <variable>

    Options:
   &d1fix <number>
    fix differencing parameter for mean
   &d2fix <number>
    fix differencing parameter for volatility
   &hygarch
    add this option to estimate HyGARCH
   &distr <normal|tstud|skewt>
    distribution of disturbances
   &method <bfgsn|simplex|bhhhn|sa>
    numerical algorithm
   &start <variable>
    vector of initial values for parameters
   &deltas <variable>
    vector of parameters precision
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations

     Example:
    arfimafigarch! (0,0,1,1) DowJ &d1 0 &distr tstud
    This is an example for FIGARCH(1,d,1) with innovations distributed as Student t.

     Literature:
   Laurent, S. and J.P.Peters, "G@RCH 2.2: an Ox Package for Estimating and Forecasting Various ARCH Models," Journal of Economic Surveys, 16 (2002, No.3), 447-485.

   See also
   Box-Jenkins model (ARIMA)
   Econometric models estimation

Descriptive statistics

   The command for calculating descriptive statistics has the following form
    descript! <variable>

    Example:
     descript! x

   The procedure calculates standard descriptive statistics such as minimum, maximum, mean, median, standard deviation, asymmetry, excess kurtosis, 1st order autocorrelation, etc.

See also
Statistical procedures

Correlation matrix

   The command for calculating correlation matrix has the following form
    corr! <list of variables>

    Options:
   &spearman
    calculate Spearman's rank correlations
   &kendall
    calculate Kendall's rank correlations (Kendall's tau)

    Examples:
     corr! x data[z]/1000 ln(y)
     corr! x1 x2 x3 &kendall

See also
Statistical procedures

Autocorrelation function

   The command for calculating autocorrelation function has the following form
    acf! <variable>

    Options:
   &nlags
    lag length
   &pacf
    calculate partial autocorrelation function

    Example:
     acf! inflation
     acf! ln(X)-ln(X[-1]) &nlags 30 &pacf

   This procedure calculates both autocorrelation function and partial autocorrelation function, as well as various statistics for them.
   By default the lag length is chosen to be n/5. (Not more then 150 values are shown in the table)

See also
Statistical procedures

Histogram

   The command for calculating histogram has the following form
    hist! <variable>

    Example:
     hist! x

   The command shows a density estimate (histogram) as a graph. A plot of kernel density estimate and a plot of normal density are also shown (for comparison).

See also
Statistical procedures

Spectral density

   The command for calculating spectral density has the following form
    spectrum! <variable>

    Options:
   &window <parzen|hanning|hamming|daniell|quad|bartlett|trunc>
   window type, Parzen is the default
   &npoints
    number of intervals
   &bandwidth
    bandwidth (lag)

    Example:
     spectrum! y

   Spectral density is estimated using lag window.

     See also
   Statistical procedures
   Spectrogram

Spectrogram

   The command for plotting spectral density has the following form
    spectrogram! <variable>

    Example:
     spectrogram! series[x]

   The command shows a spectral density estimate (spectrogram, periodogram) as a graph. Average line is also shown. The spectral density estimate is calculated for frequencies from 0 to 0.5 and is normalized in such a way that the integral of density over frequencies [0;1] is equal to 1 (so it is 1 on average). By default Parzen window is used for the estimation (see Spectral windows).

     See also
   Statistical procedures
   Spectral density

<Spectral windows>

Types of lag spectral windows (x in [0;1]):

Parzen:
1-6*x^2+6*x^3, x<=1/2,
2*(1-x)^3, x>=1/2

Tukey-Hanning (Tukey-Hann):
(1+cos(pi*x))/2

Tukey-Hamming:
0.54+0.46*cos(pi*x)

Daniell:
sin(pi*x)/(pi*x)

Quadratic Parzen:
1-x^2

Bartlett (triangular):
1-x

Truncated (rectangular):
1

Normal PP-diagram

Normal probability-probability diagram compares empirical cumulative distribution function with cumulative distribution function of normal distribution with the sample mean and variance. If the line is far from diagonal then the sample is not from normal distribution. Straight lines are 95% confidence bounds based on Lilliefors critical value for Kolmogorov-Smirnov statistic.

See also
Statistical procedures

Normal PP-diagram

Normal probability-probability diagram compares empirical cumulative distribution function with cumulative distribution function of normal distribution with the sample mean and variance. If the line is far from diagonal then the sample is not from normal distribution. Dashed lines are confidence bounds based on Lilliefors quantiles for Kolmogorov-Smirnov statistic.

See also
Statistical procedures

Normal PP-diagram

Normal probability-probability diagram compares empirical cumulative distribution function with cumulative distribution function of normal distribution with the sample mean and variance. If the line is far from diagonal then the sample is not from normal distribution. Dashed lines are based on Lilliefors confidence bounds for Kolmogorov-Smirnov statistic.

See also
Statistical procedures

Normal PP-diagram

See also
Statistical procedures

Normal PP plot

See also
Statistical procedures

Dickey-Fuller test (ADF)

   The command for calculating Dickey-Fuller statistic has the following form
    adftau! (<kind>,<difference>) <variable>

   "Kind":

0 No constant

1 Constant only

2 Constant and trend

3 Constant, trend and trend squared

"Difference":

0 Levels

1 1-st differences
    and so on.

    Example:
     adftau! (2,0) gdp[gr_rate]

    Remark:

To use this procedure you have to install J.MacKinnon's files on your computer.

     See also
   Dickey-Fuller test summary table
   Dickey-Fuller test panel
   Statistical procedures

How to install tables for ADF

   Matrixer can calculate P-values for augmented Dickey-Fuller test. Actually, Matrixer subroutine for ADF is a shell for the files that are due to James MacKinnon (James G. MacKinnon, "Numerical Distribution Functions for Unit Root and Cointegration Tests," Journal of Applied Econometrics, 11, 1996, 601-618). The files are available from
    qed.econ.queensu.ca/pub/faculty/mackinnon/numdist/ .

   One have to download the file tabs-dos.zip and unzip it into directory
          "...\urcdist\"
(relative to Matrixer directory). Only probs.tab and urc-1.tab are needed.

   Matrixer P-values are not the same as those calculated by the original MacKinnon's MS DOS program (urcdist.zip), but the difference is not very large.

     See also
   Dickey-Fuller test (ADF)
   Dickey-Fuller test summary table
   Dickey-Fuller test panel

Dickey-Fuller test panel

To invoke a panel for Dickey-Fuller test choose menu item
Show > Dickey-Fuller test (ADF)

At the panel you can set options for Dickey-Fuller test.

"Constant and trend" determines whether intercept term and time trend must be included in ADF test.

"Difference" determines whether the series must be differenced before doing ADF test.

0 Levels

1 1-st differences
and so on.

"Number of lags" sets the order of ADF test.

0 DF (no lags)

1 ADF(1) (augmented DF test of order 1)
and so on.

"AR(p)" sets the order of autocorrelation test.

"Start" and "End" determine the start and the end of the series

   Press "Calculate" button (the one with black triangle) to see the results of the test. It will show results for both tau and z variants of ADF test.
   The null hypothesis for DF test is that the series has a unit root. If the test statistic is insignificant (say, significance level is greater than 5%) then the null hypothesis should be accepted.

   Press "Summary" button to see summary of results for different orders of ADF test. In this case "Number of lags" sets the largest order of ADF test to be shown.

    Remark:

To use this procedure you have to install J.MacKinnon's files on your computer.

     See also
   Dickey-Fuller test (ADF)
   Dickey-Fuller test summary table

Dickey-Fuller test summary table

Summary table for the ADF test shows results for different orders of the test. The results could be used to select the most appropriate order (lag length). There are three main approaches to this problem.

One approach is to make the residuals of the ADF test regression be close to white noise. This can be tested using an autocorrelation test. Matrixer uses Godfrey autocorrelation test. If the test statistic is significant then the choice of lag is inappropriate.

Another method is to start from some maximum lag length and "test down" using t- or F-statistics for the significance of the farthest lags. Process stops when t-statistic/F-statistic is significant.

Also it is possible to use information criteria, AIC and BIC. Lag length with minimal value of information criterion is preferable.

The null hypothesis for DF test is that the series has a unit root. If the test statistic is insignificant (say, significance level is greater than 5%) then the null hypothesis should be accepted.

Remark:

To use this procedure you have to install J.MacKinnon's files on your computer.

     See also
   Dickey-Fuller test (ADF)
   Dickey-Fuller test panel

Estimation results

After regression estimation user gets to a menu, which allows viewing and analyzing the results. Afterwards this menu can be called using Alt-R hot key.

See the following topics

Estimates and statistics

Histogram of standardized residuals

Outliers

Influential observations

Second order effects

Variables deletion test

Restrictions (functions of parameters)

Diagnostics

See also
Econometric models estimation

Estimates and statistics

The table shows estimation results for an econometric model. Information shown depends on the model. Below are comments, which relate primarily to linear regression.

In columns

variable (or parameter) name,

parameter estimate (coefficient of corresponding variable in a linear model),

estimate of standard error for the parameter,

t statistic for a hypothesis that parameter equals zero

significance level (P-value) of the t statistics in square brackets (if significance level is small, say, less than 5%, then the variable is said to be statistically significant)

    R2 is the coefficient of determination (in percent).
    R2adj. is the coefficient of determination adjusted for degrees of freedom.
    AIC is Akaike information criterion.
    BIC is Bayesian information criterion.
    DW is Durbin-Watson statistics for first order autocorrelation in error term.
    F is Fisher statistic for the hypothesis that all parameters (excluding intercept) are zero. (If significance level in square brackets is small, say, less than 5%, then regression as a whole is statistically significant. Note that F statistic is meaningless if the regression has no intercept term!)

    After that statistics for model specification (diagnostic statistics) follow. Significance levels for these test statistics are shown in square brackets. If a statistic is insignificant (say, significance level is greater than 5%) then the null of correct specification should be accepted.

'Normality': see Normality

'heteroskedasticity': see heteroskedasticity

'Functional form': see Model functional form

'AR(1) in error term': see Autocorrelated errors

'ARCH(1) in error term': see Autoregressive conditional heteroskedasticity in error term

<Akaike information criterion>

Akaike information criterion is an indicator, which is used for selecting one of several rival models. The definition is

AIC = - 2 (ln(L) - k) / n

where L is the value of loglikelihood function, k is the number of parameters in the model, n is the number of observations.
Of two models the model with smaller AIC is "preferred".

<Bayesian information criterion>

Bayesian information criterion (also known as Schwarz information criterion) is an indicator, which is used for selecting one of several rival models. The definition is

BIC = - (2 ln(L) - k ln(n)) / n

where L is the value of loglikelihood function, k is the number of parameters in the model, n is the number of observations.
Of two models the model with smaller BIC is "preferred".

Diagnostics

Normality

heteroskedasticity

Model functional form

Autocorrelated errors

Autoregressive conditional heteroskedasticity in error term

When the estimates for the model are obtained it is important to test whether the model was correctly specified. For this diagnostic test statistics are used.

In specification testing the null hypothesis is always that the model is specified correctly and alternative hypothesis is that there is a specification error. If the test statistic is insignificant (say, significance level is greater than 5%) then the null of correct specification should be accepted.

     See also
   Estimates and statistics
   Estimation results

Normality

    If distribution of regression errors is non-normal it do not necessarily lead to serious consequences (such as inconsistency). However, normality assumption is important.

    First, fat-tailness or skewness of distribution of regression errors may result in not very accurate estimates. The use of so called robust estimation can increase efficiency of model estimates.

    Second, non-normality implies that calculated t and F statistics are not distributed as t and F in finite samples. Generally, these statistics are still consistent so their use is justified by the asymptotic theory. But under severe non-normality the asymptotic approximation may be very inaccurate in small samples.

    Non-normality of regression errors could be evident from the form of the histogram of residuals or from the plot of residuals. In the later case one should pay attention to outliers.

    A formal test for normality of regression errors was proposed by Jarque and Bera (C.M.Jarque, A.K.Bera, "Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals," Economic Letters, 6 (1980), 255-9). It is based on the third and forth moments.

    The test statistics is
   n * [1/6 * m(3)^2 / m(2)^3 + 1/24 * (m(4) / m(2)^2 - 3)^2]
where m(k) = Sum {1...n} (e(i)-mean(e))^k / n is the k-th central moment of residuals. It is approximately distributed as chi-square with two degrees of freedom.

    One can also use outlier statistic to test normality.

   Remarks:

In specification testing the null hypothesis is always that the model is specified correctly and alternative hypothesis is that there is a specification error. If the test statistic is insignificant (say, significance level is greater than 5%) then the null of correct specification should be accepted.

Non-normality of regression errors may be a result of ordinary heteroskedasticity or autoregressive conditional heteroskedasticity.

     See also
   Diagnostics
   Estimates and statistics
   Estimation results

heteroskedasticity

    Heteroskedasticity means that variances of errors of different observations are different.

    There are many various kinds of heteroskedasticity. Consequently, a lot of different tests for heteroskedasticity could be invented. The easiest path is to check whether there exists a functional relationship between error variance and regressors or between error variance and expected value of dependent variable.

    Suppose that there is a functional relationship between error variance sigma2(i) and some variables Z(i). Then sigma2(i) (which is the same as expected squared error, E[eps(i)^2]) is a function of Z(i). One of the most widely used versions uses fitted values as Z(i): Z(i) = X(i)b.

    To test the absence of functional relationship one can use an auxiliary regression of the form
       e(i)^2 = a1 + Z(i)a2.
Appropriate statistic is equal to coefficient of determination from the auxiliary regression times the number of observations, which is approximately distributed as chi-square with p degrees of freedom under the null, where p is the number of variables in Z. Alternatively, one can use F test for the hypothesis that a2 = 0, which in this case has p and (n-1-p) degrees of freedom. Both versions are asymptotically equivalent.

    Another test use an auxiliary regression of the form
       e(i)^2/sigma2 - 1 = a1 + Z(i)a2. (*)
LM test statistic (Breusch-Pagan statistic) is calculated as half the explained sum of squares from this regression. It is approximately distributed as chi-square with p degrees of freedom. This version is sensitive to departures from normality but may have more power.

    Initially (*) was proposed (L.G.Godfrey, "Testing for Multiplicative Heteroskedasticity," Journal of Econometrics, 8 (1978), 227-36; T.S.Breusch, A.R.Pagan, "A Simple Test for Heteroskedasticity and Random Coefficient Variation," Econometrica, 47 (1979), 1287-94). The test was modified by Koenker (R.Koenker, "A Note on Studentizing a Test for Heteroskedasticity," Journal of Econometrics, 17 (1981), 107-12).

   Remark:

   In specification testing the null hypothesis is always that the model is specified correctly and alternative hypothesis is that there is a specification error. If the test statistic is insignificant (say, significance level is greater than 5%) then the null of correct specification should be accepted.

     See also
   Diagnostics
   Autoregressive conditional heteroskedasticity in error term
   Estimates and statistics
   Estimation results

Model functional form

    If the data are generated according to the model   Y(i) = f(X(i)b) + eps(i), i = 1, ..., n,
where f(.) is a nonlinear function, but estimated regression model is linear,   Y(i) = X(i)b + e(i),
then residuals e(i) must contain unaccounted component, which would be a function of regressors, X(i). This may result in inconsistency of coefficients b.

    RESET test enables to reveal non-linearity of estimated function. This test is intended for testing significance of various powers of fitted values. The simplest version is the test of addition of squared fitted values. The test was proposed by Ramsay (J.B.Ramsay, "Tests for Specification Errors in Classical Linear Least Squares Regression Analysis," Journal of the Royal Statistical Society B, 31 (1969), 161-72).

    Let Fit(i) = X(i)b be the fitted values and   v(k) = (Fit(1)^k, ..., Fit(n)^k) be the vector of k-th powers of fitted values. The regressors matrix X is augmented by columns v(2),...,v(p), where p is the order of the test. Formally the test of the null of adequate functional form is carried out as a test of hypothesis that coefficients of added variables are simultaneously zero.

   Let e be the vector of residuals, V = (v(2), ...,v(p)) be a matrix, composed of vectors v(k), MX = I - X inv(X' X) X' be a projection matrix. Corresponding statistic, which could be calculated as
     n (e' V inv(V' MX V) V' e) / (e' e)
is distributed approximately as chi-square with (p - 1) degrees of freedom. Statistic
      (n - m - p + 1) / (p - 1) * (e' V inv(V' MX V) V' e) /
      (e' e - e' V inv(V' MX V) V' e)
is distributed approximately as Fisher F with (p - 1) and (n - m - p + 1) degrees of freedom where m is the number of initial regressors.

Both versions are asymptotically equivalent.

   When testing functional form adequacy it may be worthwhile to pay attention to second order effects.

   Remark:

   In specification testing the null hypothesis is always that the model is specified correctly and alternative hypothesis is that there is a specification error. If the test statistic is insignificant (say, significance level is greater than 5%) then the null of correct specification should be accepted.

     See also
   Diagnostics
   Estimates and statistics
   Estimation results

Autocorrelated errors

    Error autocorrelation (serial correlation) formally means that variance-covariance matrix of regression errors is not diagonal. If estimation does not take autocorrelation into account then (at best) lost of efficiency follows (the estimates are less accurate than for estimation techniques that take autocorrelation into account). Moreover if there are lags of dependent variables among regressors then autocorrelation leads to inconsistency of OLS estimates. Also OLS estimates may be inconsistent when errors are nonstationary, e.g. if they are generated by random walk process.

    Error autocorrelation could be revealed by analyzing residuals. Autocorrelated errors show themselves in autocorrelated residuals. So, it might be useful to examine ACF or spectrum of residuals or just a plot of residuals.

    The most well known formal test is Durbin-Watson (DW) test. If Durbin-Watson statistics is close to 0 then there is a positive autocorrelation. It is desirable that Durbin-Watson statistics be around 2.

    The program also shows (as "AR(1) in error term") the test statistic, which is due to Godfrey (L.G.Godfrey, "Testing against General Autoregressive and Moving-Average Error Models When Regressors Include Lagged Dependent Variables," Econometrica, 46 (1978), 1293-1302). Unlike Durbin-Watson this test is applicable even if there are lags of dependent variable among the regressors.

    Let e(t) = Y(t) - X(t)b be the residuals from the regression to be tested. Denote
     e[-k] = (0,...,0, e(1), ..., e(n-k))'
where n is the number of observations. The matrix of regressors, X, is augmented with rows e[-1], ... ,e[-p] (lags of residuals) where p is the order of the test. Formally testing the null of no autocorrelation is testing that the coefficients of added variables are simultaneously zero.

    Let e be the vector of residuals, E be the matrix combined from lags of residuals, E = (e[-1], ... ,e[-p]), and.
      MX = I - X inv(X'X) X'
be a projection matrix. Then statistic, which could be calculated as
     n (e' E inv(E' MX E) E' e) / (e' e)
is distributed approximately as chi-square with p degrees of freedom. Statistic
      (n - m - p) / p * (e' E inv(E' MX E) E' e) /
      (e' e - e' E inv(E' MX E) E' e)
is distributed approximately as Fisher F with p and (n - m - p) degrees of freedom where m is the number of initial regressors.

Both versions are asymptotically equivalent.

   Remark:

   In specification testing the null hypothesis is always that the model is specified correctly and alternative hypothesis is that there is a specification error. If the test statistic is insignificant (say, significance level is greater than 5%) then the null of correct specification should be accepted.

     See also
   Diagnostics
   Estimates and statistics
   Estimation results

Autoregressive conditional heteroskedasticity in error term

An example of autoregressive conditional heteroskedasticity is the effect of volatility clustering in some financial time series.

     See also
   Diagnostics
   Estimates and statistics
   Estimation results
   GARCH regression

Variables deletion test

F statistic for the hypothesis that coefficients of marked variables are simultaneously equal to zero is given (in the models with nonlinear functions the hypothesis is that marked parameters are simultaneously equal to zero).

     See also
   Estimation results
   Restrictions (functions of parameters)

Outliers

The plot shows F statistic for outliers (anomalous observations). This is the test statistic of adding a dummy, which is 1 for some specific observation and 0 elsewhere. Outliers are characterized by a large value of F statistic.

     See also
   Estimation results
   Normality
   Influential observations

Influential observations

The plot shows leverage measure (DFFITS). The straight line on the plot goes at a level of 4 means of the measure. The leverage measure is several times higher than the mean for the observations, which are highly influential.

     See also
   Estimation results
   Outliers

Influential observations

     See also
   Estimation results
   Outliers

Second order effects

This procedure allows to calculate automatically t statistics for variable addition test for the variables, which are cross-products of regressors. This test could be used for testing and/or choosing of the functional form of regression model.

     See also
   Estimation results
   Model functional form

Histogram of standardized residuals

Histogram allows to picture the form of error density and to judge visually if the distribution is close to normal.
The graph contains not only the histogram, but also the normal density with the same mean and variance and a plot of kernel density estimate.

     See also
   Estimation results
   Normality
   Histogram

Restrictions (functions of parameters)

    This procedure allows to calculate functions of parameters estimates and to test a hypothesis that parameters satisfies a set of nonlinear restrictions (Wald test).

    Each restriction is specified as an expression (formula), which is tested to be equal zero.
    In linear regression an similar models the parameters are denoted as %1, %2, etc.
    In nonlinear regression and other models with nonlinear functions the same names are used as in corresponding formulas.

      Example:
         %1+%2
         %3-1

     See also
   Estimation results
   Variables deletion test
   Parameters

Forecasting

Dynamic forecast is available only for ARIMA model.

Fitted values stored in variable \Fitted give static forecast for most regression models.

     See also
   Estimation results
   Model matrices

Nonlinear function minimization

    Command for minimization of a nonlinear function has the following form
    min! <formula>
    The names of function parameters begin with % character.

    Options:
   &method <newton|bfgsa|bfgsn|simplex|sa>
    numerical algorithm
   &start <variable>
    vector of initial values for parameters
   &deltas <variable>
    vector of parameters precision
   &precision <number>
    overall precision (convergence parameter)
   &maxstep <positive integer number>
    maximal number of iterations

    Default numerical algorithm is Newton. Other classical algorithms are also available such as simplex method, etc.
   Example:
    min! 100 * sqr(%x2 - sqr(%x1)) + sqr(1 - %x1)

    This is an example for the well-known Rosenbrock function.

See also
Econometric models estimation

Macros (blocks of commands)

    Macros are used for running a group of commands. Actually they are programs written in an internal programming language of the program Matrixer. Language is not very sophisticated, but it allows to automate routine operations.

    Most commands in a macro have the same format as commands, which are started from command window. A simple macro (which is just a group of such commands) produces almost the same output as those commands started one after another from the command window. There are also special control commands, which govern flow of macros and are used only in macros.
    It is possible to put several commands in one line or one command in several lines. Every command must finish with ; character.
    Macro may contain comments:

After // all other text in a line is treated as comment.

Text from (* to *) and from /* to */ is treated as comment.

See the following topics

Menu of macros

Files of macros (command files)

Macro editor

Control commands in macros

Messages and signals in macros

     See also
   Commands
   Command window

Menu of macros

    Menu of macros is intended for handling files of macros. While in this menu it is possible to create, delete, rename, copy, edit or run a macro.
    In menu of macros all files of macros are listed, which are in the current working directory.
    Menu of macros could be called from menu of matrices (variables) by pressing Alt-B hot key.
    To edit an existing macro press ENTER or double-click it using mouse.
    To run an existing macro press Shift- ENTER.

         Other hot keys:
    INS create;     DEL delete;
    Alt-N rename;   Alt-C copy;

Files of macros (command files)

Files of macros has extension .bch. They are ordinary text (human-readable) files, which could be opened in any text editor. Besides, Matrixer has an internal macro editor. To start working with macros call Menu of macros.

Control commands in macros

In addition to commands, which could be started from command window, there are also special control commands, which govern flow of macros and are used only in macros.

exit!;
stop macros

label! <label name>;
label declaration

goto! <label name>;
unconditional jump to label

goto! <label name> <condition (scalar expression)>;
conditional jump to label (on condition that the scalar expression is positive ("true") ).

     Example:
     @i:=1; @n:=30; @f:=1;
     label! cat;
     @f:=@f*@i; @i:=@i+1; beep!;
     ask! " Step " @i-1 ". Press ESC to stop";
     text! "   Step " @i-1;
     goto! cat @n-@i+1;
     wait! @n "! = " @f

    Also macros may contain if statement and for or loop looping statements.

     See also
   Macros (blocks of commands)
   Messages and signals in macros

If statement

If statement:

     if! <condition> ;
     <Commands to execute if condition is true>
     else!;
     <Commands to execute if condition is false>
     endif!;

If statement with additional conditions:

     if! <condition1> ;
     <Commands to execute if condition 1 is true>
     nextif! <condition2> ;
     <Commands to execute if condition 1 is false and condition 2 is true>
     else!;
     <Commands to execute if conditions 1 and 3 are false>
     endif!;

    Nextif part could be repeated several times with different conditions.

     See also
   Macros (blocks of commands)
   Control commands in macros

Looping in macros

For cycle:

     for! <scalar> <initial value> <final value> ;
     <Commands>
     endfor!;

Loop cycle:

     loop!;
     <Commands>
     endloop!;

    Body of a cycle could contain break and continue commands :

     break! ;
     break! <condition> ;
     continue! ;
     continue! <condition> ;

    Command break is intended for terminating looping, and command continue is intended for terminating the current iteration and starting the next iteration.

   Examples:

     @sum:=0;
     for! @i 1 100;
     @sum:=@sum+@i;
     endfor!;
     wait! @sum;
        calculates sum of the numbers from 1 to 100

     @n:=0;
     @sum:=0;
     loop!;
     @n:=@n+1;
     @sum:=@sum+~u01;
     break! @sum>50;
     endloop!;
     wait! @n;
        sums random numbers from uniform distribution U[0,1] and displays the number of items when the sum exceeds 50.

   Remarks:

The body of loop cycle commonly must contain break command to terminate it.

If break command is at the beginning of the cycle body then the construction is much the same as while cycle in Pascal.

If break command is at the end of the cycle body then the construction is much the same as repeat-until cycle in Pascal.

     See also
   Macros (blocks of commands)
   Control commands in macros

Messages and signals in macros

Messages and signals:

beep!;
beep sound

text! <string expression>;
displays a message string; this command could be used for tracing execution of macro without suspending the flow of macro

wait! <string expression>;
displays a message and suspends the flow of macro until button is pressed

ask! <string expression>;
makes a query whether to stop execution of macro; stops execution of macro if Cancel button is pressed
About string expressions see Strings.

starttimer!;
starts timer.

showtimer!;
shows current value of time counter in seconds (the value of @timer scalar).

     See also
   Macros (blocks of commands)
   Control commands in macros

Macro editor

Macro editor is intended for editing and executing macros. It could be accessed from menu of macros.
Only one macro file could be opened at once.

Remark:

Double-click symbol or word to see a hint for it.

    Hot keys:
       Shift-ENTER run macro,
       Ctrl-S save macro,
       ESC exit macro editor.

Commands

A command could be executed either from the command window or as one of the commands in a macro.

See the following topics

Assignment commands

Graphs

Econometric models estimation

Statistical procedures

Control commands in macros

Messages and signals in macros

Import data

Matrix decompositions

Other statistical and mathematical commands

Other commands

     See also
   Macros (blocks of commands)
   Command window

Import

   The command for data import has the following form
    import! <matrix name> <file name>
or
    import! <matrix name> clipboard
(to import from clipboard)

    Options:
   &fromline <integer number>
    starting line
   &toline <integer number>
    terminal line
    0 (to end) is default
   &fixedwidth <0|1>
    presume columns of fixed width
    0 is default
   &similarity <number>
    threshold for rows similarity (fraction, used with &fixedwidth 1)
    0.8 is default
   &ignorenonnumeric <0|1>
    ignore nonumeric rows (used with &fixedwidth 1)
    1 is default
   &textincomments <0|1>
    store text as comments
    1 is default
   &linenumber <0|1>
    store line number
    0 is default
   &sep <tab|comma|semicolon|vbar|slash|<any symbol>>
    separators
    tab, comma and semicolon are defaults
   &space <tab|comma|space|<any symbol>>
    space symbols
    space is default
   &eol <crcrlf|crlf|cr|lf|<any symbol>>
    end-of-line symbols
    crcrlf, crlf, cr and lf are defaults
   &quote <single|double|<any symbol>>
    quotes
    single and double are defaults
   &dpoint <point|comma>
    decimal point
    point and comma are defaults
   &clearrows <0|1>
    clear rows
    1 is default
   &clearcolumns <0|1>
    clear columns
    1 is default
   &rowsclearing <number>
    fraction of nonnumeric data in rows (used with &clearrows 1)
    1 is default
   &columnsclearing <number>
    fraction of nonnumeric data in columns (used with &clearcolumns 1)
    1 is default
   &iterateclearing <0|1>
    iterate clearing rows and columns
    1 is default
   &sepeol <0|1>
    treat any separator as end of line (for "by variable" data format)
    0 is default
   &slicelen <integer number>
    length of variables (for "by variable" data format, used with &sepeol 1)
    0 (no slicing) is default
   &numsub <text>=<number>
    substitution "Text->Number"
   &strsub <substring1>=<substring2>
    substitution "Substring1->Substring2"

     Example:
    import! DATA C:\Docs\data.txt
    &fixedwidth 1
    &rowsclearing 0.8
    &sep
    &dpoint point
    &numsub I=1
    &numsub II=2
    &numsub -9999=8934567
    &strsub ,=
    &strsub D=E

     See also
   Quick start: How to import text file
   Commands
   Other commands

Graphs

     Histogram:
    hist! <variable>
     Example: hist! x
   Hot key: Alt-H

     Plot by observation number:
    plot! <list of variables>
     Example: plot! x y
   Hot key: Alt-G

     Plot by time:
    timeplot! <list of variables>
     Example: timeplot! x y

     XY-plot (line):
    xyplot! <X-axis variable> <list of Y-axis variables>
     Example: xyplot! x y1 y2
   Hot key: Alt-Y

     Scatter diagram ("stars"):
    scatter! <X-axis variable> <list of Y-axis variables>
     Example: scatter! x y1 y2
   Hot key: Alt-S

    The general command (optional parameters are shown in square brackets):

    plot! [(<kind of X axis>,<kind of Y axis>)] [<X-axis variable>,] <list of Y-axis variables>

    Kind of axis could be either ordinary linear (lin) or logarithmic (log). If this parameter is absent then both axes will be ordinary by default.
    If the first variable is followed by colon character then the variable will be treated as X-axis variable. Otherwise observation number will be used as X-axis variable.
   Each variable in the list of Y-axis variables could be followed by -, * and | characters in any combination.
   - character means line.
   * character means "star".
   | character means "bar".
    If those characters are absent then plot points will be joined by line.

fplot!

graph!

plot3d!

     See also
   Commands
   Command window
   Macros (blocks of commands)

Example A

Example (imitate histogram):

@nbins := 10;
@min := minel(x);
@max := maxel(x);
@range := @max-@min;
@min := @min-@range/100;
@max := @max+@range/100;
@range := (@max-@min)/@nbins;
histogr == zerosvec(@nbins);
for! @i 1 rows(x);
@bin := int((x@(@i,1)-@min)/@range)+1;
histogr@(@bin,1) := histogr@(@bin,1)+1;
endfor!;
for! @bin 1 @nbins;
histogr@(@bin,2) := @min+@range*(@bin-0.5);
endfor!;
xyplot! histogr[2] histogr[1]|;

Example B

Example:
Marsaglia, Bray (1964)

@n := 1000;
x == onesvec(@n);
for! @i 1 div(@n,2);
loop!;
    @v1 := 2*~u01-1;
    @v2 := 2*~u01-1;
    @r := sqr(@v1)+sqr(@v2);
    break! @r<1;
endloop!;
@f := sqrt(-2*ln(@r)/@r);
@norm1 := @v1*@f;
@norm2 := @v2*@f;
@i2 := @i*2;
x@(@i2-1,1) := @norm1;
if! @i2<=@n;
    x@(@i2,1) := @norm2;
endif!;
endfor!;
hist! x;

Example C

    Cox's "partial likelihood" method for estimating proportional hazard model.
    The approach allows to drop out "baseline" hazard function and to estimate dependence of duration on regressors only. The intercept is also dropped out as it is a multiplier for "baseline" hazard.

Literature:
Cox, D.R. "Partial Likelihood," Biometrika, 62 (1975), 269-276.

Sorted == (Data[Y] Data[X1] Data[X2]) ? Data[Y];
    All variables are sorted so that durations go in ascending order.
Sorted == clearrows(Sorted);
    Clear possible missing values
namevars! Sorted Y X1 X2;
mle! ln(fitted)-ln($csum(fitted)) \TT {>> fitted = exp(%a1*Sorted[X1]+%a2*Sorted[X2]);

Example D

Quasi maximum likelihood estimation of autoregressive stochastic volatility model

#y == clearrows(RTS[d]);
#y == sqr(#y);
#y == ln(#y+mean(#y)*0.02)
- mean(#y)*0.02/(#y+mean(#y)*0.02)+1.27;
#y == #y - mean(#y);
#start == 0.98|3|0.03;
mle! if($i>1,-0.5*(ln(2*@pi*f)+sqr(v)/f),@na)
>> h1 = if($i>1,%phi*$lag(h1+P1*v/f),0)
>> P1 = if($i>1,sqr(%phi)*$lag(P)+%S22,%S22/(1-sqr(%phi)))
>> f = P1+%S12
>> v = #y-h1
>> h = h1+P1*v/f
>> P = P1-sqr(P1)/f
&start #start &method simplex;
#p==flipv(\def_p);
#p1==flipv(\def_p1);
#h==flipv(\def_h);
#h1==flipv(\def_h1);
delete! #h_smooth;
@phi := \thetas@(1,1);
#h_smooth := if($i>1,#h+@phi*#p/$lag(#p1)*($l1-$lag(#h1)),#h);
#h_smooth == flipv(#h_smooth);

~u01 (random number)

~u01
Uniform distribution
Generates random numbers from uniform U[0,1] distribution

Section >>

~n01 (random number)

~n01
Standard normal distribution
Generates random numbers from standard normal distribution, N(0,1)

Section >>

~ev1 (random number)

~ev1
Type 1 extreme value distribution (Gumbel distribution)
Generates random numbers from standard type 1 extreme value distribution

Section >>

~logn01 (random number)

~logn01
Standard lognormal distribution
Generates random numbers from standard lognormal distribution

Section >>

~exp (random number)

~exp
Standard exponential distribution
Generates random numbers from standard exponential distribution

Section >>

ln (ordinary function)

ln
Natural logarithm (logarithm to base e)

Section >>

exp (ordinary function)

exp
Exponential function

Section >>

sqrt (ordinary function)

sqrt
Square root

Section >>

sqr (ordinary function)

sqr
Square

Section >>

sin (ordinary function)

sin
Sine

Section >>

cos (ordinary function)

cos
Cosine

Section >>

abs (ordinary function)

abs
Absolute value

Section >>

lg (ordinary function)

lg
Denary logarithm (logarithm to base 10)

Section >>

power10 (ordinary function)

power10
Power of 10

Section >>

tan (ordinary function)

tan
Tangent

Section >>

arctan (ordinary function)

arctan
Arc tangent

Section >>

arcsin (ordinary function)

arcsin
Arc sine

Section >>

arccos (ordinary function)

arccos
Arc cosine

Section >>

lngamma (ordinary function)

lngamma
Natural logarithm of gamma function

Section >>

gamma (ordinary function)

gamma
Gamma function

Section >>

digamma (ordinary function)

digamma
Digamma function (Psi function) (the first derivative of natural logarithm of gamma function)

Section >>

trigamma (ordinary function)

trigamma
Trigamma function (the second derivative of natural logarithm of gamma function)

Section >>

int (ordinary function)

int
Integer part of a number
int(x). The greatest integer less than or equal to x

Section >>

round (ordinary function)

round
Rounding
round(x). Rounds x to the nearest integer

Section >>

frac (ordinary function)

frac
Fractional part of a number
frac(x). frac(x)=x-int(x)

Section >>

sgn (ordinary function)

sgn
Sign of a number
sgn(x)
sgn(x)=-1 for x<0
sgn(x)=0 for x=0
sgn(x)=1 for x>0

Section >>

~t (ordinary function)

~t
t distribution
~t(df). Generates random numbers from Student t distribution with df degrees of freedom

Section >>

~chisq (ordinary function)

~chisq
Chi-square distribution
~chisq(df). Generates random numbers from chi-square distribution with df degrees of freedom

Section >>

~sgamma (ordinary function)

~sgamma
Standard gamma distribution
~sgamma(lambda). Generates random numbers from gamma distribution with scale parameter 1 and shape parameter lambda

Section >>

~ev3 (ordinary function)

~ev3
Type 3 extreme value distribution (Weibull distribution)
~ev3(gamma). Generates random numbers from standard type 3 extreme value distribution with scale parameter 1 and shape parameter gamma

Section >>

~poi (ordinary function)

~poi
Poisson distribution
~poi(mu). Generates random numbers from Poisson distribution with parameter mu

Section >>

n01cdf (ordinary function)

n01cdf
CDF of standard normal distribution
n01cdf(x). Returns the value of cumulative distribution function at point x for standard normal distribution, N(0,1)

Section >>

lnn01cdf (ordinary function)

lnn01cdf
Logarithm of CDF of standard normal distribution
lnn01cdf(x). Returns the value of logarithm of cumulative distribution function at point x for standard normal distribution, N(0,1)

Section >>

n01invcdf (ordinary function)

n01invcdf
Inverse distribution function: standard normal distribution
n01invcdf(p). Returns the value of inverse distribution function for probability p for standard normal distribution, N(0,1)

Section >>

n01den (ordinary function)

n01den
Density of standard normal distribution
n01den(x). Returns the value of probability density function at point x for standard normal distribution, N(0,1)

Section >>

lnn01den (ordinary function)

lnn01den
Logarithm of density of standard normal distribution
lnn01den(x). Returns the value of logarithm of probability density function at point x for standard normal distribution, N(0,1)

Section >>

i (ordinary function)

i
Indicator function
i(x)=1 for x>0
i(x)=0 for x<=0

Section >>

not (ordinary function)

not
Logical negation
not(x)=0 for x>0;
not(x)=1 for x<=0

Section >>

lnrel (ordinary function)

lnrel
Natural logarithm of 1+x
lnrel(x)=ln(1+x)

Section >>

expm1 (ordinary function)

expm1
Exponent minus 1
expm1(x)=exp(x)-1

Section >>

logisticcdf (ordinary function)

logisticcdf
CDF of logistic distribution
logisticcdf(x). Returns the value of cumulative distribution function at point x for logistic distribution

Section >>

lnlogisticcdf (ordinary function)

lnlogisticcdf
Logarithm of CDF of logistic distribution
lnlogisticcdf(x). Returns the value of logarithm of cumulative distribution function at point x for logistic distribution

Section >>

logisticinvcdf (ordinary function)

logisticinvcdf
Inverse distribution function: logistic distribution
logisticinvcdf(p). Returns the value of inverse distribution function for probability p for logistic distribution

Section >>

logisticden (ordinary function)

logisticden
Density of logistic distribution
logisticden(x). Returns the value of probability density function at point x for logistic distribution

Section >>

lnlogisticden (ordinary function)

lnlogisticden
Logarithm of density of logistic distribution
lnlogisticden(x). Returns the value of logarithm of probability density function at point x for logistic distribution

Section >>

power (ordinary function)

power
Power function
power(x,y)=x^y

Section >>

boxcox (ordinary function)

boxcox
Box-Cox transformation
boxcox(x,y)=(x^y-1)/y

Section >>

max (ordinary function)

max
Maximum of two numbers
max(x,y). Returns maximum of x and y

Section >>

min (ordinary function)

min
Minimum of two numbers
min(x,y). Returns minimum of x and y

Section >>

roundd (ordinary function)

roundd
Rounding
roundd(x,d). Rounds x. d is the number of position at which to round x.

Section >>

div (ordinary function)

div
Integer division
div(x,y). Returns the integer part of x/y

Section >>

mod (ordinary function)

mod
Remainder on division
mod(x,y). Returns the remainder on division of x by y.
mod(x,y)=x-div(x,y)*y

Section >>

eq (ordinary function)

eq
Equality indicator
eq(x,y)=1 for x=y,
eq(x,y)=0 for x<>y

Section >>

neq (ordinary function)

neq
Inequality indicator
neq(x,y)=1 for x<>y,
neq(x,y)=0 for x=y

Section >>

lt (ordinary function)

lt
Indicator "less then"
lt(x,y)=1 for x<y,
lt(x,y)=0 for x>=y

Section >>

gt (ordinary function)

gt
Indicator "greater then"
gt(x,y)=1 for x>y,
gt(x,y)=0 for x<=y

Section >>

le (ordinary function)

le
Indicator "less then or equal"
le(x,y)=1 for x<=y,
le(x,y)=0 for x>y

Section >>

ge (ordinary function)

ge
Indicator "greater then or equal"
ge(x,y)=1 for x>=y,
ge(x,y)=0 for x<y

Section >>

or (ordinary function)

or
Logical "or"
or(x,y)=1 for x>0 or y>0,
or(x,y)=0 otherwise

Section >>

xor (ordinary function)

xor
Logical "xor" (exclusive "or")
xor(x,y)=1 for (x>0 and y<=0) or (y>0 and x<=0);
xor(x,y)=0 otherwise

Section >>

and (ordinary function)

and
Logical "and"
and(x,y)=1 for x>0 and y>0,
and(x,y)=0 otherwise

Section >>

~beta (ordinary function)

~beta
Beta distribution
~beta(a,b). Generates random numbers from beta distribution with parameters a and b

Section >>

~gamma (ordinary function)

~gamma
Gamma distribution
~gamma(alpha,lambda). Generates random numbers from gamma distribution with scale parameter alpha and shape parameter lambda

Section >>

~f (ordinary function)

~f
F distribution
~f(df1,df2). Generates random numbers from F distribution (Fisher) with df1 and df2 degrees of freedom

Section >>

~bin (ordinary function)

~bin
Binomial distribution
~bin(p,n). Generates random numbers from binomial distribution with parameters p (probability) and n (number of trials)

Section >>

lnbeta (ordinary function)

lnbeta
Natural logarithm of beta function
lnbeta(a,b). Returns the value of logarithm of beta function at (a, b)

Section >>

chisqsign (ordinary function)

chisqsign
Significance level: chi-square distribution
chisqsign(x,df). Returns the value of one minus cumulative distribution function at point x for chi-square distribution with df degrees of freedom

Section >>

chisqcdf (ordinary function)

chisqcdf
Distribution function: chi-square distribution
chisqcdf(x,df). Returns the value of cumulative distribution function at point x for chi-square distribution with df degrees of freedom

Section >>

chisqinvcdf (ordinary function)

chisqinvcdf
Inverse distribution function: chi-square distribution
chisqinvcdf(p,df). Returns the value of inverse distribution function for probability p for chi-square distribution with df degrees of freedom

Section >>

chisqden (ordinary function)

chisqden
Density of chi-square distribution
chisqden(x,df). Returns the value of probability density function at point x for chi-square distribution with df degrees of freedom

Section >>

tsign (ordinary function)

tsign
Significance level: t distribution
tsign(t,df). Returns two-sided significance level at point t for Student t distribution with df degrees of freedom

Section >>

tcdf (ordinary function)

tcdf
Distribution function: t distribution
tcdf(x,df). Returns the value of cumulative distribution function at point x for Student t distribution with df degrees of freedom

Section >>

tinvcdf (ordinary function)

tinvcdf
Inverse distribution function: t distribution
tinvcdf(p,df). Returns the value of inverse distribution function for probability p for Student t distribution with df degrees of freedom

Section >>

tden (ordinary function)

tden
Density of t distribution
tden(x,df). Returns the value of probability density function at point x for Student t distribution with df degrees of freedom

Section >>

lntden (ordinary function)

lntden
Logarithm of density of t distribution
lntden(x,df). Returns the value of logarithm of probability density function at point x for Student t distribution with df degrees of freedom

Section >>

gedcdf (ordinary function)

gedcdf
Distribution function: generalized error distribution
gedcdf(x,nu). Returns the value of cumulative distribution function at point x for generalized error distribution (GED) with shape parameter nu

Section >>

gedden (ordinary function)

gedden
Density of generalized error distribution
gedden(ged,nu). Returns the value of probability density function at point x for generalized error distribution (GED) with shape parameter nu

Section >>

lngedden (ordinary function)

lngedden
Logarithm of density of generalized error distribution
lngedden(x,nu). Returns the value of logarithm of probability density function at point x for generalized error distribution (GED) with shape parameter nu

Section >>

if (ordinary function)

if
Logical choice
if(c,x,y)
if(c,x,y) = x for c > 0,
if(c,x,y) = y otherwise

Section >>

adfcdf (ordinary function)

adfcdf
Augmented Dickey-Fuller test (ADF)
adfcdf(t,type,n).
t is Dickey-Fuller tau statistics
type: 0 (no constant), 1 (constant only),
3 (constant and trend),
4 (constant trend and trend squared)
n is number of observations

Section >>

normden (ordinary function)

normden
Density of normal distribution
normden(x,a,s2). Returns the value of probability density function at point x for normal distribution with parameters a and s2, N(a,s2)

Section >>

lnnormden (ordinary function)

lnnormden
Logarithm of density of normal distribution
lnnormden(x,a,s2). Returns the value of logarithm of probability density function at point x for normal distribution with parameters a and s2, N(a,s2)

Section >>

fsign (ordinary function)

fsign
Significance level: F distribution
fsign(f,df1,df2). Returns significance level (area of right tail) at point f for Fisher F distribution with df1 and df2 degrees of freedom

Section >>

fcdf (ordinary function)

fcdf
Distribution function: F distribution
fcdf(f,df1,df2). Returns the value of cumulative distribution function at point f for Fisher F distribution with df1 and df2 degrees of freedom

Section >>

finvcdf (ordinary function)

finvcdf
Inverse distribution function: F distribution
finvcdf(p,df1,df2). Returns the value of inverse distribution function for probability p for Fisher F distribution with df1 and df2 degrees of freedom

Section >>

fden (ordinary function)

fden
Density of F distribution
fden(f,df1,df2). Returns the value of probability density function at point f for Fisher F distribution with df1 and df2 degrees of freedom

Section >>

gammacdf (ordinary function)

gammacdf
Distribution function: gamma distribution (incomplete gamma function)
gammacdf(x,alpha,lambda). Returns the value of cumulative distribution function at point x for gamma distribution with scale parameter alpha and shape parameter lambda (the value of incomplete gamma function)

Section >>

gammaden (ordinary function)

gammaden
Density of gamma distribution
gammaden(x,alpha,lambda). Returns the value of probability density function at point x for gamma distribution with scale parameter alpha and shape parameter lambda

Section >>

lngammaden (ordinary function)

lngammaden
Logarithm of density of gamma distribution
lngammaden(x,alpha,lambda). Returns the value of logarithm of probability density function at point x for gamma distribution with scale parameter alpha and shape parameter lambda

Section >>

betacdf (ordinary function)

betacdf
Distribution function: beta distribution (incomplete beta function)
betacdf(x,a,b). Returns the value of cumulative distribution function at point x for beta distribution with parameters a and b (the value of incomplete beta function)

Section >>

betaden (ordinary function)

betaden
Density of beta distribution
betaden(x,a,b). Returns the value of probability density function at point x for beta distribution with parameters a and b

Section >>

lnbetaden (ordinary function)

lnbetaden
Logarithm of density of beta distribution
lnbetaden(x,a,b). Returns the value of logarithm of probability density function at point x for beta distribution with parameters a and b

Section >>

betainvcdf (ordinary function)

betainvcdf
Inverse distribution function: beta distribution
betainvcdf(p,a,b). Returns the value of inverse distribution function for probability p for beta distribution with parameters a and b

Section >>

nctcdf (ordinary function)

nctcdf
Distribution function: non-central t distribution
nctcdf(x,df,delta). Returns the value of cumulative distribution function at point x for non-central t distribution with df degrees of freedom and non-centrality parameter delta

Section >>

lnnctcdf (ordinary function)

lnnctcdf
Logarithm of distribution function: non-central t distribution
lnnctcdf(x,df,delta). Returns the value of logarithm of cumulative distribution function at point x for non-central t distribution with df degrees of freedom and non-centrality parameter delta

lnnctden (ordinary function)

lnnctden
Logarithm of density of noncentral t distribution
lnnctden(x,df,delta). Returns the value of logarithm of probability density function at point x for noncentral t distribution with df degrees of freedom and non-centrality parameter delta

Section >>

nctden (ordinary function)

nctden
Density of noncentral t distribution
nctden(x,df,delta). Returns the value of probability density function at point x for noncentral t distribution with df degrees of freedom and non-centrality parameter delta

Section >>

nctmean (ordinary function)

nctmean
Mean of noncentral t distribution
nctmean(df,delta). Returns the value of mean for noncentral t distribution with df degrees of freedom and non-centrality parameter delta

Section >>

nctvar (ordinary function)

nctvar
Variance of noncentral t distribution
nctvar(df,delta). Returns the value of variance for noncentral t distribution with df degrees of freedom and non-centrality parameter delta

Section >>

anctcdf (ordinary function)

anctcdf

anctcdf(x,df,delta). Returns the value of cumulative distribution function at point x for non-central t distribution with df degrees of freedom and non-centrality parameter delta

lnanctden (ordinary function)

lnanctden
Logarithm of density of noncentral t distribution
lnanctden(x,df,delta). Returns the value of logarithm of probability density function at point x for noncentral t distribution with df degrees of freedom and non-centrality parameter delta

anctden (ordinary function)

anctden
Density of noncentral t distribution
anctden(x,df,delta). Returns the value of probability density function at point x for noncentral t distribution with df degrees of freedom and non-centrality parameter delta

lnskewtden (ordinary function)

lnskewtden
Logarithm of density of skewed t distribution
lnskewtden(x,df,lambda). Returns the value of logarithm of probability density function at point x for skewed Student t distribution with df degrees of freedom and "skewness" parameter lambda (with mean 0 and variance 1)

skewtden (ordinary function)

skewtden
Density of skewed t distribution
skewtden(x,df,lambda). Returns the value of probability density function at point x for skewed Student t distribution with df degrees of freedom and "skewness" parameter lambda (with mean 0 and variance 1)

skewtcdf (ordinary function)

skewtcdf
Distribution function: skewed t distribution
skewtcdf(x,df,lambda). Returns the value of cumulative distribution function at point x for skewed Student t distribution with df degrees of freedom and "skewness" parameter lambda (with mean 0 and variance 1)

exists (scalar function of a matrix)

exists
Indicator of existence of a matrix
exists(A). Returns 1 if matrix A exists, 0, if it does not exist

Section >>

rows (scalar function of a matrix)

rows
Number of rows
rows(A). Returns number of rows in matrix A

Section >>

cols (scalar function of a matrix)

cols
Number of columns
cols(A). Returns number of columns in matrix A

Section >>

det (scalar function of a matrix)

det
Determinant
det(A) where A is square matrix. Returns determinant of matrix A

Section >>

lnabsdet (scalar function of a matrix)

lnabsdet
Logarithm of absolute value of determinant
lnabsdet(A) where A is square matrix Returns logarithm of absolute value of determinant of matrix A

Section >>

tr (scalar function of a matrix)

tr
Trace
tr(A) where A is square matrix. Returns trace of matrix A (sum of diagonal elements)

Section >>

mean (scalar function of a matrix)

mean
Mean of elements of a matrix

Section >>

sum (scalar function of a matrix)

sum
Sum of elements of a matrix

Section >>

ss (scalar function of a matrix)

ss
Sum of squares of elements of a matrix

Section >>

css (scalar function of a matrix)

css
Centered sum of squares of elements of a matrix

Section >>

sd (scalar function of a matrix)

sd
Standard deviation of elements of a matrix

Section >>

var (scalar function of a matrix)

var
Variance of elements of a matrix

Section >>

skewness (scalar function of a matrix)

skewness
Skewness of elements of a matrix

kurtosis (scalar function of a matrix)

kurtosis
Kurtosis of elements of a matrix

excess (scalar function of a matrix)

excess
Excess kurtosis of elements of a matrix

maxel (scalar function of a matrix)

maxel
Maximal element of a matrix

Section >>

minel (scalar function of a matrix)

minel
Minimal element of a matrix

Section >>

med (scalar function of a matrix)

med
Median of elements of a matrix

Section >>

medsign (scalar function of a matrix)

medsign
Significance level for median of elements of a matrix

gini (scalar function of a matrix)

gini
Gini coefficient
gini(x). Returns Gini coefficient for vector x

Section >>

sdet (scalar function of a matrix)

sdet
Determinant of a symmetric matrix
sdet(A) where A is a symmetric matrix. Returns determinant of matrix A

Section >>

lnsdet (scalar function of a matrix)

lnsdet
Logarithm of determinant of a symmetric matrix
lnsdet(A) where A is a symmetric matrix. Returns logarithm of determinant of matrix A

Section >>

quantile (scalar function of a matrix)

quantile
Sample quantile
quantile(x,p). Returns p-th quantile of vector x

Section >>

cdf (scalar function of a matrix)

cdf
Sample cumulative distribution function
cdf(x,xx). Returns the value of sample cumulative distribution function of vector x at point xx

Section >>

moment (scalar function of a matrix)

moment
Sample central moment
moment(x,i). Returns i-th order sample central moment of elements of matrix x

cov (scalar function of a matrix)

cov
Sample covariance of two vectors
cov(x,y). Returns sample covariance of vectors x and y

Section >>

corr (scalar function of a matrix)

corr
Sample correlation of two vectors
corr(x,y). Returns sample correlation coefficient of vectors x and y

Section >>

select (scalar function of a matrix)

select
Selection of element in ascending order
select(x,i). Returns i-th element of vector x in ascending order

Section >>

fiperio (scalar function of a matrix)

fiperio
Fractional integration parameter estimate using periodogram
fiperio(x,n). Returns fractional integration parameter. n is the number of points used

el (scalar function of a matrix)

el
Element of a matrix
el(A,i,j). Returns (i,j)-th element of matrix A

Section >>

wtmean (scalar function of a matrix)

wtmean
Weighted trimmed mean
wtmean(X,W,p,beta). Returns p-trimmed mean of vector X with weights W and asymmetry parameter beta

void (matrix function)

void
Create void matrix
void(). Create (0x0) matrix

Section >>

m (matrix function)

m
"Empty" function
m(A). Returns matrix A

eval (matrix function)

eval
Eigenvalues
eval(A) where A is square matrix. Returns a (column) vector of eigenvalues of matrix A.

Section >>

evec (matrix function)

evec
Eigenvectors
evec(A) where A is square matrix. Returns matrix consisting of eigenvectors of matrix A in columns.

Section >>

diag (matrix function)

diag
Diagonal matrix from vector
diag(b) where b is column vector. Returns diagonal matrix with b(i) as diagonal elements.

Section >>

diagonal (matrix function)

diagonal
Diagonal of a matrix
diagonal(A) where A is square matrix. Returns column vector of diagonal elements of matrix A, that is, A[i,i]

Section >>

inv (matrix function)

inv
Inverse of a matrix
inv(A) where A is a square non-singular matrix.

Section >>

cdfvec (matrix function)

cdfvec
Sample cumulative distribution function
cdfvec(x). This function for each element x[i] returns the value of sample cumulative distribution function F*[i] (0<=F*[i]<=1)

Section >>

ranks (matrix function)

ranks
Ranks of elements
ranks(x). This function for each element x[i] returns rank associated with it when vector x is sorted in ascending order.

Section >>

lorenz (matrix function)

lorenz
Lorenz curve
lorenz(x). Returns Lorenz curve for vector x

Section >>

normpp (matrix function)

normpp
Normal probability-probability diagram
normpp(x)

csum (matrix function)

csum
Cumulative sum by columns
csum(A)
csum(A)[i,j] = Sum (k=1,..,i) A[k,j].

Section >>

transp (matrix function)

transp
Transpose
transp(A). Returns transposed matrix A
transp(A)[i,j] = A[j,i].

Section >>

fliph (matrix function)

fliph
Flip matrix horizontally
fliph(A)
fliph(A)[i,j] = A[i,m-j+1] where m is number of columns

Section >>

flipv (matrix function)

flipv
Flip matrix vertically
flipv(A)
flipv(A)[i,j] = A[n-i+1,j] where n is number of rows

Section >>

rotate90 (matrix function)

rotate90
Rotate matrix 90 degrees clockwise
rotate90(A)
rotate90(A)[i,j] = A[j,n-i+1] where n is number of rows

Section >>

vec (matrix function)

vec
Vector from columns of a matrix
vec(A). Returns column vector combined from columns of matrix A

Section >>

vecr (matrix function)

vecr
Vector from rows of a matrix
vecr(A). Returns row vectors, combined from rows of matrix A

Section >>

meanmat (matrix function)

meanmat
Means by column as a matrix of the same dimensionality

Section >>

centr (matrix function)

centr
Centered matrix (by column)

Section >>

norm (matrix function)

norm
Standardized matrix (by column)

Section >>

ort (matrix function)

ort
Orthonormalized matrix (by column)

Section >>

chol (matrix function)

chol
Cholesky decomposition (of a symmetric matrix)
If T=chol(A) then T is upper triangular matrix such that T'T=A

Section >>

inner (matrix function)

inner
Inner product of a matrix by itself
inner(A)=A'A

Section >>

outer (matrix function)

outer
Outer product of a matrix by itself
outer(A)=A.A'

Section >>

sumvec (matrix function)

sumvec
Sums by column as a column vector

Section >>

meanvec (matrix function)

meanvec
Means by column as a column vector

Section >>

ssvec (matrix function)

ssvec
Sums of squares by column as a column vector

Section >>

cssvec (matrix function)

cssvec
Centered sums of squares by column as a column vector

Section >>

sdvec (matrix function)

sdvec
Standard deviation by column as a column vector

Section >>

sinv (matrix function)

sinv
Inverse of a symmetric matrix
sinv(A) where A is a symmetric non-singular matrix.

Section >>

covmat (matrix function)

covmat
Sample variance-covariance matrix of columns of a matrix

Section >>

corrmat (matrix function)

corrmat
Sample correlation matrix of columns of a matrix

Section >>

sval (matrix function)

sval
Singular vectors of a matrix as a vector
If A=U.diag(S).V' is singular value decomposition of matrix A then sval(A)=S

Section >>

ortsvd (matrix function)

ortsvd
Orthogonalization (left matrix of singular value decomposition)
If A=U.diag(S).V' is singular value decomposition of matrix A then ortsvd(A)=U

Section >>

svdright (matrix function)

svdright
Singular value decomposition, right matrix
If A=U.diag(S).V' is singular value decomposition of matrix A then svdright(A)=V

Section >>

sort1 (matrix function)

sort1
Sorts a column vector in ascending order

Section >>

diff (matrix function)

diff
First differences along columns of a matrix

Section >>

diffln (matrix function)

diffln
First differences of logarithms along columns of a matrix (logarithmic rates of growth)

Section >>

testcols (matrix function)

testcols
Existence of missing values in columns of a matrix
testcols(A). Returns a column vector with typical element equal to 1 if corresponding column of matrix A does not contain missing values, and 0 otherwise

Section >>

testrows (matrix function)

testrows
Existence of missing values in rows of a matrix
testrows(A). Returns a column vector with typical element equal to 1 if corresponding row of matrix A does not contain missing values, and 0 otherwise

Section >>

clearcols (matrix function)

clearcols
Delete incomplete columns
clearcols(A). Returns matrix A without incomplete columns (columns which contain missing values)

Section >>

clearrows (matrix function)

clearrows
Delete incomplete rows
clearrows(A). Returns matrix A without incomplete rows (rows which contain missing values)

Section >>

fft (matrix function)

fft
Fast Fourier transform
fft(x) where x is a matrix with two columns, of which the first one contains real part and the second one contains imaginary part. Number of rows in x must be a power of two. Returns discrete Fourier transform of corresponding complex vector

Section >>

ifft (matrix function)

ifft
Inverse fast Fourier transform
ifft(x) where x is a matrix with two columns, of which the first one contains real part and the second one contains imaginary part. Number of rows in x must be a power of two. Returns inverse discrete Fourier transform of corresponding complex vector

Section >>

daub4 (matrix function)

daub4
Fast wavelet transform, Daubechies-4

Section >>

daub4inv (matrix function)

daub4inv
Inverse fast wavelet transform, Daubechies-4

Section >>

vech (matrix function)

vech
Vector from lower triangular part of a matrix
vech(A). Returns column vector combined from lower triangular part of matrix A (by columns)

Section >>

unvech (matrix function)

unvech
Symmetric matrix from a vector
unvech(X). Returns a symmetric matrix (m x m) which is produced from a vector X of length m(m+1)/2. This function is reverse to vech

Section >>

lndet (matrix function)

lndet
Logarithm of determinant
lndet(A) where A is square matrix Returns � vector of length 2. The first element is logarithm of absolute value of determinant of matrix A; the second element is sign (-1, 0 or 1)

Section >>

pacf (matrix function)

pacf
Transform autocovariance function to PACF
pacf(ACov) where ACov is vector of autocovariances

Section >>

acov (matrix function)

acov
Autocovariance function
acov(X). Returns autocovariance function of vector X

Section >>

toepl (matrix function)

toepl
Create Toeplitz matrix
toepl(V). Creates (symmetric) Toeplitz matrix from vector V

Section >>

roots (matrix function)

roots
Roots of a real polynomial
roots(Coef) where Coef is a vector of coefficients, a[0],...,a[m]

Section >>

invroots (matrix function)

invroots
Real polynomial coefficients from its roots
invroots(Roots) where Roots is a (m x 2) matrix of roots. Returns vector of coefficients, a[0],...,a[m]

Section >>

fliproots (matrix function)

fliproots
Flip all roots of real polynomial outside unit circle
fliproots(Coef) where Coef is a vector of coefficients, a[0],...,a[m]. Returns vector of coefficients for the transformed polynomial.

Section >>

genacov (matrix function)

genacov
Generate stationary gaussian process
genacov(acov). Returns generated gaussian process with autocovariance function acov

Section >>

genacovfft (matrix function)

genacovfft
Generate stationary gaussian process
genacovfft(acov). Returns generated gaussian process with autocovariance function acov. Fast Fourier transform (FFT) is used. Length of acov should be a power of two plus one (2^k+1).

Section >>

sort (matrix function)

sort
Sort a matrix according to order of elements in a vector
sort(A,x) where A is a matrix and x is a vector. Returns matrix A with rows sorted according to ascending order of elements in vector x

Section >>

regr (matrix function)

regr
Coefficients of linear regression
regr(y,X). Returns coefficients of linear regression of y on X (method of least squares)

Section >>

sysequ (matrix function)

sysequ
Solve a system of linear equations
sysequ(A,B). Returns the solution x to the system of linear equations Ax=B where A is a square matrix

Section >>

projoff (matrix function)

projoff
Projection on orthogonal subspace
projoff(A,B). Returns matrix consisting of projections of columns of matrix A on subspace which is orthogonal to subspace spanned by columns of matrix B

Section >>

projonto (matrix function)

projonto
Projection on a subspace spanned by columns of a matrix
projonto(A,B). Returns matrix consisting of projections of columns of matrix A on subspace spanned by columns of matrix B

Section >>

kron (matrix function)

kron
Kronecker product
kron(A,B). Returns Kronecker product of matrices A and B

kronh (matrix function)

kronh
Rowwise Kronecker product
kronh(A,B). Returns matrix with rows equal to kron(A(i),B(i)) where A(i) and B(i) are i-th rows of matrix A and matrix B, and kron() is Kronecker product

Section >>

kronv (matrix function)

kronv
Columnwise Kronecker product
kronh(A,B). Returns matrix with columns equal to kron(A[i],B[i]), where A[i] and B[i] are i-th columns of matrix A and matrix B, and kron() is Kronecker product

Section >>

extcols (matrix function)

extcols
Extract columns
extcols(A,d). Returns matrix consisting of those columns of matrix A for which the corresponding element of vector d is positive

Section >>

extrows (matrix function)

extrows
Extract rows
extrows(A,d). Returns matrix consisting of those rows of matrix A for which the corresponding element of vector d is positive

Section >>

delcols (matrix function)

delcols
Delete columns
delcols(A,d). Returns matrix which results from matrix A by deleting those columns for which the corresponding element of vector d is positive

Section >>

delrows (matrix function)

delrows
Delete rows
delrows(A,d). Returns matrix which results from matrix A by deleting those rows for which the corresponding element of vector d is positive

Section >>

conv (matrix function)

conv
Convolution
conv(x,y). Returns convolution of vectors x and y. The result could also be viewed as a product of two polynomials

Section >>

wmeanvec (matrix function)

wmeanvec
Weighted average
wmeanvec(x,w). Returns weighted averages with weights w by columns of x as a column vector

armafilter (matrix function)

armafilter
ARMA filter
armafilter(Y,AR,MA). Returns a filtered series for ARMA process with parameters vectors, defined by matrices AR and MA

Section >>

wtmean1 (matrix function)

wtmean1
Trimmed mean
wtmean1(X,W,P,Beta). Returns a matrix consisting of P[i]-trimmed means of vector X with weights W and asymmetry parameter Beta[J]

idenmat (matrix function)

idenmat
Identity matrix
idenmat(n). Returns identity matrix (n x n)

Section >>

onesvec (matrix function)

onesvec
Vector of ones
onesvec(n). Returns a column vector of length n with all elements equal to 1

Section >>

zerosvec (matrix function)

zerosvec
Vector of zeros
zerosvec(n). Returns a column vector of length n with all elements equal to 0

Section >>

vec123 (matrix function)

vec123
Vector 1,2,3,... (linear trend)
vec123(n). Returns a column vector of length n with i-th element equal to i

Section >>

trend (matrix function)

trend
Linear trend
trend(n). Returns a column vector of length n with i-th element equal to i

Section >>

n01vec (matrix function)

n01vec
Vector from N(0,1)
n01vec(n). Returns a column vector of length n with elements generated independently from standard normal distribution, N(0,1)

Section >>

u01vec (matrix function)

u01vec
Vector from U[0,1]
u01vec(n). Returns a column vector of length n with elements generated independently from uniform distribution on [0,1]

Section >>

onesmat (matrix function)

onesmat
Matrix of ones
onesmat(n,m). Returns a (n x m) matrix with all elements equal to 1

Section >>

zerosmat (matrix function)

zerosmat
Matrix of zeros
zerosmat(n,m). Returns a (n x m) matrix with all elements equal to 0

Section >>

n01mat (matrix function)

n01mat
Matrix from N(0,1)
n01mat(n,m). Returns a (n x m) matrix with elements generated independently from standard normal distribution, N(0,1)

Section >>

u01mat (matrix function)

u01mat
Matrix from U[0,1]
u01mat(n,m). Returns a (n x m) matrix with elements generated independently from uniform distribution on [0,1]

Section >>

dummy (matrix function)

dummy
Dummy variable (unit vector)
dummy(n,i). Returns a column vector of length n with i-th element equal to 1 and all other elements equal to 0

Section >>

clonev (matrix function)

clonev
Matrix reproduced vertically
clonev(A,k). If A is a (n x m) matrix then the function returns (nk x m) matrix

Section >>

cloneh (matrix function)

cloneh
Matrix reproduced horizontally
cloneh(A,k). If A is a (n x m) matrix then the function returns (n x mk) matrix

Section >>

col (matrix function)

col
Column of a matrix
col(A,i). Extracts i-th column from matrix A

Section >>

row (matrix function)

row
Row of a matrix
row(A,i). Extracts i-th row from matrix A

Section >>

lag (matrix function)

lag
Lag of a matrix
lag(A,k). Returns matrix of the same dimensionality as matrix A with (i,j)-th element equal to (i-k,j)-th element of matrix A for i>k and missing value otherwise

Section >>

clag (matrix function)

clag
Lag of a matrix (circular)
clag(A,k). Returns matrix of the same dimensionality as matrix A with (i,j)-th element equal to (i-k,j)-th element of matrix A for i>k and (n+i-k,j)-th element of matrix A for i<=k where n is number of rows in matrix A (if 0<=k<=n)

Section >>

slice (matrix function)

slice
Slice a vector
slice(X,len). Slices a long vector X on pieces of length len and combines them in a matrix (operation is opposite to vec)

Section >>

bssample (matrix function)

bssample
Sample for bootstrap
bssample(A,n). Returns a matrix constructed as a sample from rows of matrix A with replacement of size n

Section >>

armaacov (matrix function)

armaacov
Autocovariance function of ARMA process
armaacov(AR,MA,n). Returns autocovariance function of ARMA process with parameters vectors, defined by matrices AR and MA. n is length of the result

Section >>

genarma (matrix function)

genarma
Generate ARMA process
genarma(AR,MA,n). Returns generated series of ARMA process with parameters vectors, defined by matrices AR and MA. n is length of the series

Section >>

wbssample (matrix function)

wbssample
Weighted sample for bootstrap
wbssample(A,W,n). Returns a matrix constructed as a sample from rows of matrix A with replacement of size n with probabilities given by vector of weights W

Section >>

submat (matrix function)

submat
Extracts submatrix of a matrix
submat(A,top,bottom,left,right). Returns submatrix of matrix A

Section >>

fdiff (matrix function)

fdiff
Fractional difference
fdiff(X,D). Fractional difference of order D of variable X

Section >>

hpfilter (matrix function)

hpfilter
Hodrick-Prescott filter
hpfilter(X,Lambda). Hodrick-Prescott filter for variable X with smoothing parameter Lambda. Kydland and Prescott suggested to use Lambda = 1600 for quarterly data

Section >>

replace (matrix function)

replace
Replace elements in a matrix
replace(A,x,y). Replaces all elements x by y in matrix A

Section >>

wmomentvec (matrix function)

wmomentvec
Weighted moment
wmomentvec(x,w,i). Returns central weighted moments of i-th order with weights w by columns of x as a column vector

wtmeanweights (matrix function)

wtmeanweights
Weighted trimmed mean actual weights
wtmeanweights(X,W,p,beta). Returns actual weights for p-trimmed mean of vector X with weights W and asymmetry parameter beta

fiacov (matrix function)

fiacov
Autocovariance function of fractionally integrated process
fiacov(d,n). Returns autocovariance function of ARFIMA(0,d,0) process. n is length of the result

Section >>

genfi (matrix function)

genfi
Generate fractionally integrated process
genfi(d,n). Returns generated series of ARFIMA(0,d,0) process. n is length of the series

create (matrix function)

create
Create matrix filled by a number
create(m,n,x). Create (m x n) matrix filled by number x

Section >>

grid (matrix function)

grid
Uniform grid
grid(x1,x2,n). Returns a column vector of length n+1 with i-th element equal to ((n-i)*x1+i*x2)/n

Section >>

genarfima (matrix function)

genarfima
Generate ARFIMA process
genarfima(d,AR,MA,n). Returns generated ARFIMA(p,d,q) series of length n

Section >>

arfimaacov (matrix function)

arfimaacov
Autocovariance function of ARFIMA process
arfimaacov(d,AR,MA,n). Returns autocovariance function of ARFIMA(p,d,q) process with parameters vectors, defined by matrices AR and MA. n is length of the result

Random number generation

Functions for generating random numbers

~u01
Uniform distribution

~n01
Standard normal distribution

~exp
Standard exponential distribution

~logn01
Standard lognormal distribution

~bin
Binomial distribution

~t
t distribution

~chisq
Chi-square distribution

~sgamma
Standard gamma distribution

~poi
Poisson distribution

~beta
Beta distribution

~gamma
Gamma distribution

~f
F distribution

~ev1
Type 1 extreme value distribution (Gumbel distribution)

~ev3
Type 3 extreme value distribution (Weibull distribution)

See also
Functions

Elementary functions

ln
Natural logarithm (logarithm to base e)

exp
Exponential function

sqrt
Square root

sqr
Square

sin
Sine

cos
Cosine

abs
Absolute value

power
Power function

boxcox
Box-Cox transformation

lg
Denary logarithm (logarithm to base 10)

power10
Power of 10

max
Maximum of two numbers

min
Minimum of two numbers

int
Integer part of a number

round
Rounding

roundd
Rounding

frac
Fractional part of a number

div
Integer division

mod
Remainder on division

tan
Tangent

arctan
Arc tangent

arcsin
Arc sine

arccos
Arc cosine

lnrel
Natural logarithm of 1+x

expm1
Exponent minus 1

See also
Functions

Logical and indicator functions

sgn
Sign of a number

i
Indicator function

not
Logical negation

eq
Equality indicator

neq
Inequality indicator

lt
Indicator "less then"

gt
Indicator "greater then"

le
Indicator "less then or equal"

ge
Indicator "greater then or equal"

or
Logical "or"

xor
Logical "xor" (exclusive "or")

and
Logical "and"

if
Logical choice

See also
Functions

Functions for statistical distributions

n01cdf
CDF of standard normal distribution

lnn01cdf
Logarithm of CDF of standard normal distribution

n01invcdf
Inverse distribution function: standard normal distribution

n01den
Density of standard normal distribution

lnn01den
Logarithm of density of standard normal distribution

normden
Density of normal distribution

lnnormden
Logarithm of density of normal distribution

chisqsign
Significance level: chi-square distribution

chisqcdf
Distribution function: chi-square distribution

chisqinvcdf
Inverse distribution function: chi-square distribution

chisqden
Density of chi-square distribution

tsign
Significance level: t distribution

tcdf
Distribution function: t distribution

tinvcdf
Inverse distribution function: t distribution

tden
Density of t distribution

lntden
Logarithm of density of t distribution

fsign
Significance level: F distribution

fcdf
Distribution function: F distribution

finvcdf
Inverse distribution function: F distribution

fden
Density of F distribution

gammacdf
Distribution function: gamma distribution (incomplete gamma function)

gammaden
Density of gamma distribution

lngammaden
Logarithm of density of gamma distribution

betacdf
Distribution function: beta distribution (incomplete beta function)

betaden
Density of beta distribution

lnbetaden
Logarithm of density of beta distribution

betainvcdf
Inverse distribution function: beta distribution

logisticcdf
CDF of logistic distribution

lnlogisticcdf
Logarithm of CDF of logistic distribution

logisticinvcdf
Inverse distribution function: logistic distribution

logisticden
Density of logistic distribution

lnlogisticden
Logarithm of density of logistic distribution

See also
Functions

Additional functions for statistical distributions

adfcdf
Augmented Dickey-Fuller test (ADF)

nctcdf
Distribution function: non-central t distribution

nctden
Density of noncentral t distribution

lnnctden
Logarithm of density of noncentral t distribution

nctmean
Mean of noncentral t distribution

nctvar
Variance of noncentral t distribution

gedcdf
Distribution function: generalized error distribution

gedden
Density of generalized error distribution

lngedden
Logarithm of density of generalized error distribution

See also
Functions

Special functions

lngamma
Natural logarithm of gamma function

gamma
Gamma function

lnbeta
Natural logarithm of beta function

digamma
Digamma function (Psi function) (the first derivative of natural logarithm of gamma function)

trigamma
Trigamma function (the second derivative of natural logarithm of gamma function)

gammacdf
Distribution function: gamma distribution (incomplete gamma function)

gammaden
Density of gamma distribution

lngammaden
Logarithm of density of gamma distribution

betacdf
Distribution function: beta distribution (incomplete beta function)

betaden
Density of beta distribution

lnbetaden
Logarithm of density of beta distribution

betainvcdf
Inverse distribution function: beta distribution

See also
Functions

Matrix functions: algebra of matrices

In this section functions are listed which could be used for various algebraic operations with matrices

diag
Diagonal matrix from vector

diagonal
Diagonal of a matrix

inv
Inverse of a matrix

transp
Transpose

eval
Eigenvalues

evec
Eigenvectors

centr
Centered matrix (by column)

norm
Standardized matrix (by column)

ort
Orthonormalized matrix (by column)

chol
Cholesky decomposition (of a symmetric matrix)

sinv
Inverse of a symmetric matrix

inner
Inner product of a matrix by itself

outer
Outer product of a matrix by itself

sval
Singular vectors of a matrix as a vector

ortsvd
Orthogonalization (left matrix of singular value decomposition)

svdright
Singular value decomposition, right matrix

regr
Coefficients of linear regression

sysequ
Solve a system of linear equations

projoff
Projection on orthogonal subspace

projonto
Projection on a subspace spanned by columns of a matrix

kronh
Rowwise Kronecker product

kronv
Columnwise Kronecker product

fft
Fast Fourier transform

ifft
Inverse fast Fourier transform

conv
Convolution

covmat
Sample variance-covariance matrix of columns of a matrix

corrmat
Sample correlation matrix of columns of a matrix

sort1
Sorts a column vector in ascending order

sort
Sort a matrix according to order of elements in a vector

diff
First differences along columns of a matrix

diffln
First differences of logarithms along columns of a matrix (logarithmic rates of growth)

csum
Cumulative sum by columns

ranks
Ranks of elements

cdfvec
Sample cumulative distribution function

lorenz
Lorenz curve

meanmat
Means by column as a matrix of the same dimensionality

sumvec
Sums by column as a column vector

meanvec
Means by column as a column vector

ssvec
Sums of squares by column as a column vector

cssvec
Centered sums of squares by column as a column vector

sdvec
Standard deviation by column as a column vector

See also
Functions

Matrix functions: submatrices

These functions could be used to extract some part of a matrix

el
Element of a matrix

row
Row of a matrix

col
Column of a matrix

diagonal
Diagonal of a matrix

submat
Extracts submatrix of a matrix

extcols
Extract columns

extrows
Extract rows

delcols
Delete columns

delrows
Delete rows

testcols
Existence of missing values in columns of a matrix

testrows
Existence of missing values in rows of a matrix

clearcols
Delete incomplete columns

clearrows
Delete incomplete rows

See also
Functions

Matrix functions: various transformations

These functions change the order of elements in a matrix, etc.

replace
Replace elements in a matrix

vec
Vector from columns of a matrix

vecr
Vector from rows of a matrix

slice
Slice a vector

vech
Vector from lower triangular part of a matrix

unvech
Symmetric matrix from a vector

clonev
Matrix reproduced vertically

cloneh
Matrix reproduced horizontally

diag
Diagonal matrix from vector

transp
Transpose

fliph
Flip matrix horizontally

flipv
Flip matrix vertically

rotate90
Rotate matrix 90 degrees clockwise

sort1
Sorts a column vector in ascending order

sort
Sort a matrix according to order of elements in a vector

ranks
Ranks of elements

diff
First differences along columns of a matrix

diffln
First differences of logarithms along columns of a matrix (logarithmic rates of growth)

lag
Lag of a matrix

clag
Lag of a matrix (circular)

csum
Cumulative sum by columns

See also
Functions

Creation of some specific matrices

List of functions for creating matrices of some special types

idenmat
Identity matrix

onesvec
Vector of ones

zerosvec
Vector of zeros

vec123
Vector 1,2,3,... (linear trend)

trend
Linear trend

grid
Uniform grid

n01vec
Vector from N(0,1)

u01vec
Vector from U[0,1]

onesmat
Matrix of ones

zerosmat
Matrix of zeros

n01mat
Matrix from N(0,1)

u01mat
Matrix from U[0,1]

dummy
Dummy variable (unit vector)

void
Create void matrix

create
Create matrix filled by a number

toepl
Create Toeplitz matrix

genarma
Generate ARMA process

genacov
Generate stationary gaussian process

genacovfft
Generate stationary gaussian process

genarfima
Generate ARFIMA process

See also
Functions

Scalar function of matrix

These functions produce a number (scalar)

exists
Indicator of existence of a matrix

rows
Number of rows

cols
Number of columns

det
Determinant

lndet
Logarithm of determinant

lnabsdet
Logarithm of absolute value of determinant

sdet
Determinant of a symmetric matrix

lnsdet
Logarithm of determinant of a symmetric matrix

tr
Trace

el
Element of a matrix

mean
Mean of elements of a matrix

sum
Sum of elements of a matrix

ss
Sum of squares of elements of a matrix

css
Centered sum of squares of elements of a matrix

sd
Standard deviation of elements of a matrix

var
Variance of elements of a matrix

maxel
Maximal element of a matrix

minel
Minimal element of a matrix

med
Median of elements of a matrix

quantile
Sample quantile

gini
Gini coefficient

cdf
Sample cumulative distribution function

cov
Sample covariance of two vectors

corr
Sample correlation of two vectors

select
Selection of element in ascending order

See also
Functions

Matrix functions: miscellaneous functions

acov
Autocovariance function

pacf
Transform autocovariance function to PACF

fdiff
Fractional difference

hpfilter
Hodrick-Prescott filter

armafilter
ARMA filter

armaacov
Autocovariance function of ARMA process

fiacov
Autocovariance function of fractionally integrated process

roots
Roots of a real polynomial

invroots
Real polynomial coefficients from its roots

fliproots
Flip all roots of real polynomial outside unit circle

bssample
Sample for bootstrap

wbssample
Weighted sample for bootstrap

daub4
Fast wavelet transform, Daubechies-4

daub4inv
Inverse fast wavelet transform, Daubechies-4

See also
Functions

'
Matrix transpose operator

Details >>

-

-
Difference or negation operation

Details >>

Space or matrix concatenation operation

Details >>

!

!
Suffix of command name

Details >>

"
Quotes

Details >>

#

#
Prefix of temporary matrix

Details >>

$csum

$csum
Dynamic function: Cumulative sum

Section >>

$diff

$diff
Dynamic function: Differences

Section >>

$diffln

$diffln
Dynamic function: Differences of logarithms

Section >>

$i

$i
Artificial variable: Observation number

Details >>

$i2

$i2
Artificial variable:
Observation number squared

Details >>

$i3

$i3
Artificial variable:
Observation number cubed

Details >>

$i4

$i4
Artificial variable:
4-th power of observation number

Details >>

$i5

$i5
Artificial variable:
5-th power of observation number

Details >>

$j

$j
Artificial variable: Column number

Details >>

$l

$l
Dynamic function: Self lag

Section >>

$lag

$lag
Dynamic function: Lag

Section >>

$m1

$m1
Dummy variable: 1st month

Details >>

$m10

$m10
Dummy variable: 10th month

Details >>

$m11

$m11
Dummy variable: 11th month

Details >>

$m12

$m12
Dummy variable: 12th month

Details >>

$m2

$m2
Dummy variable: 2nd month

Details >>

$m3

$m3
Dummy variable: 3rd month

Details >>

$m4

$m4
Dummy variable: 4th month

Details >>

$m5

$m5
Dummy variable: 5th month

Details >>

$m6

$m6
Dummy variable: 6th month

Details >>

$m7

$m7
Dummy variable: 7th month

Details >>

$m8

$m8
Dummy variable: 8th month

Details >>

$m9

$m9
Dummy variable: 9th month

Details >>

$q1

$q1
Artificial variable: 1st quarter

Details >>

$q2

$q2
Dummy variable: 2nd quarter

Details >>

$q3

$q3
Dummy variable: 3rd quarter

Details >>

$q4

$q4
Dummy variable: 4th quarter

Details >>

$t

$t
Artificial variable: Trend

Details >>

$t2

$t2
Artificial variable: Trend squared

Details >>

$t3

$t3
Artificial variable: Trend cubed

Details >>

$t4

$t4
Artificial variable: 4-th power of trend

Details >>

$t5

$t5
Artificial variable: 5-th power of trend

Details >>

$w1

$w1
Dummy variable: 1st day of the week

Details >>

$w2

$w2
Dummy variable: 2nd day of the week

Details >>

$w3

$w3
Dummy variable: 3rd day of the week

Details >>

$w4

$w4
Dummy variable: 4th day of the week

Details >>

$w5

$w5
Dummy variable: 5th day of the week

Details >>

$w6

$w6
Dummy variable: 6th day of the week

Details >>

$w7

$w7
Dummy variable: 7th day of the week

Details >>

%

%
Prefix of parameter in formula

Details >>

&

&
Horizontal combination of matrices
The first symbol of option

Details >>

&/

&/
Separates weights in weighted regression

Details >>

(

(
Left parenthesis in formula

(*

(*
Start of comments

Details >>

)

)
Right parenthesis in formula

*

*
Multiplication operation (direct multiplication for matrices)

Details >>

*)

*)
End of comments

Details >>

*/

*/
End of comments

Details >>

,

,
Separates function arguments

.

.
Matrix multiplication or decimal point

Details >>

..

..
Interval sign

Details >>

/

/
Division operation

Details >>

/*

/*
Start of comments

Details >>

//

//
End of line comments

Details >>

:

:
Separates left-hand side and right-hand side in regression.
Operator for linear regression coefficients in matrix formula

Details >>

:=

:=
Element-by-element assignment

Details >>

;

;
Finishes command in macro

Details >>

?

?
Sort operator

Details >>

@

@
Prefix of scalar

Details >>

@missing

@missing
Scalar: Missing value

Details >>

@na

@na
Scalar: Missing value

Details >>

@pi

@pi
Scalar: Number Pi

Details >>

@timer

@timer
Scalar: Timer value

Details >>

[

[
Right bracket for variable names and lags

Details >>

\

\
Prefix of model data

Details >>

]

]
Left bracket for variable names and lags

Details >>

^

^
Raising to power operator

Details >>

{

{
Right bracket for coverage of observations

Details >>

|

|
Vertical combination of matrices

Details >>

}

}
Left bracket for coverage of observations

Details >>

~

~
Matrix inversion operator

Details >>

+

+
Summation operation

Details >>

<

<
Relational operator.
1 if less, 0 otherwise

Details >>

<=

<=
Relational operator.
1 if less or equal, 0 otherwise

Details >>

<>

<>
Relational operator.
1 if not equal, 0 otherwise

Details >>

=

=
Equality relational operator.
1 if equal, 0 otherwise

Details >>

==

==
Matrix assignment

Details >>

>

>
Relational operator.
1 if greater, 0 otherwise

Details >>

>=

>=
Relational operator.
1 if greater or equal, 0 otherwise

Details >>

2SLS!

2SLS!
Simultaneous equations, two-stage least squares (generalized instrumental variables method)
2sls! <list of endogenous variables> : <list of exogenous variables>

Details >>

Section >>

3SLS!

3SLS!
Simultaneous equations, tree-stage least squares
3sls! <list of endogenous variables> : <list of exogenous variables>

Details >>

Section >>

ACF!

ACF!
Autocorrelation function estimate
acf! <variable>

Details >>

ACovFilter!

ACovFilter!
Autocovariance filter
acovfilter! <input vector of autocovariances> <Y vector> <Sig2 vector> <E vector>

Section >>

ADF!

ADF!
Dickey-Fuller statistics
adf! (<type>,<difference>) <variable>

Details >>

AR1!

AR1!
Regression with AR(1) process in error term
ar1! <dependent variable> : <list of regressors>

Section >>

ARFIMAFIGARCH!

ARFIMAFIGARCH!
ARFIMA-FIGARCH
arfimafigarch! (<p1>,<q1>,<p2>,<q2>) <variable>

Details >>

Section >>

ARMA!

ARMA!
Regression with ARMA error
arma! (<p>,<q>) <dependent variable> : <list of regressors>

Details >>

Section >>

ARMAMM!

ARMAMM!
ARMA coefficients from autocovariances (method of moments for ARMA)

armamm! <input vector of autocovariances> <vector of AR parameters> <vector of MA parameters> <error variance> &ar <AR order> &ma <MA order>

Section >>

Ask!

Ask!
Ask whether to halt macros
ask! <string expression>

Details >>

AutoLog!

AutoLog!
Set auto log file
autolog! <file name>

Section >>

Beep!

Beep!
Beep sound in macros

Details >>

Binning!

Binning!
Binning
binning! <variable> &nbins <number of bins>

Section >>

BoxJen!

BoxJen!
Box-Jenkins model (ARIMA)
boxjen! (<p>,<q>) <variable> &d <d>

Details >>

Section >>

break!

break!
Control command in macros.
Break cycle

Details >>

Clear!

Clear!
Delete temporary matrices

Section >>

continue!

continue!
Control command in macros.
Continue cycle (next loop)

Details >>

Copy!

Copy!
Copy matrix or variable
copy! <matrix or variable> <matrix or variable>

Section >>

Corr!

Corr!
Correlation matrix
corr! <list of variables>

Details >>

dderiv

dderiv
Evaluate formula directional derivative

Details >>

dderiv2

dderiv2
Evaluate formula second directional derivatives

Details >>

Delete!

Delete!
Delete matrices (variables)
delete! <List of matrices>

Section >>

deriv

deriv
Evaluate formula derivatives

Details >>

Descript!

Descript!
Descriptive statistics
descript! <variable>
Write table to file:
descript! <variable> <file name>
"File name" could be logfile. Then the table will be written into the current log file

Details >>

Edit!

Edit!
Open matrix in table editor
edit! <matrix>

Section >>

else!

else!
Control command in macros.
Optional part of "if" statement

Details >>

endfor!

endfor!
Control command in macros.
The end of cycle

Details >>

endif!

endif!
Control command in macros.
The final part of "if" statement

Details >>

endloop!

endloop!
Control command in macros.
The end of cycle

Details >>

EqSys!

EqSys!
Choose an equation from a system of regression equations
eqsys! <equation number (0 - whole system)>

Section >>

EstTable!

EstTable!
�all "Estimates and statistics" panel
esttable!
Write estimation table to file:
esttable! <file name>
"File name" could be logfile. Then the table will be written into the current log file

Section >>

exit!

exit!
Control command in macros. Halts the macros

Details >>

External!

External!
Run external file
external! <file name>

Section >>

FIML!

FIML!
Simultaneous equations, FIML method
fiml! <list of endogenous variables> : <list of exogenous variables>

Details >>

Section >>

for!

for!
Control command in macros.
The beginning of cycle
for! <scalar> <initial value> <final value>

Details >>

fplot!

fplot!
Function plot

fplot! <list of functions> &lbound <left bound> &rbound <right bound> &n <number of intervals> &plotkind <kind of plot [-][*][|] >

or
fplot! "<variable name>" <list of functions> <options>

Section >>

fu

fu
Evaluate formula as function of its parameters

Details >>

GARCH!

GARCH!
Regression with GARCH error
garch!(<p>,<q>) <dependent variable> : <list of regressors>

Details >>

Section >>

goto!

goto!
Unconditional or conditional jump
goto! <label name> (unconditional jump)
goto! <label name> <scalar expression> (conditional jump)
Condition of jump is that scalar is positive

Details >>

Graph!

Graph!
Graph trial
graph! <>

Hermite!

Hermite!
Density estimation, Hermite series SNP
hermite! <variable>

Details >>

Section >>

Hessenberg!

Hessenberg!
Hessenberg decomposition of a matrix
hessenberg! <input square matrix> <name of L matrix> <name of D matrix> <name of U matrix>

Section >>

Hist!

Hist!
Histogram
hist! <variable>

Section >>

if!

if!
Control command in macros.
The beginning of "if" statement
if! <condition>
Condition is a scalar expression (positive for true)

Details >>

Import!

Import!
Import matrix from file
import! <matrix name> <file name>
"File name" could be clipboard. Then matrix will be imported from the clipboard

Details >>

IV!

IV!
Regression with instrumental variables
iv! <dependent variable> : <list of regressors> : <list of instruments>

Details >>

Section >>

Kernel!

Kernel!
Kernel nonparametric density estimation
kernel! <variable>

Details >>

Section >>

KernelReg!

KernelReg!
Kernel nonparametric regression
kernelreg! <dependent variable> : <explanatory variable>

Details >>

Section >>

label!

label!
Label in macros:
label! <label name>

Details >>

LDU!

LDU!
LDU decomposition of a matrix
ldu! <input square matrix> <name of L matrix> <name of D matrix> <name of U matrix>

Section >>

List!

List!
Write matrix to file
list! <file name> <matrix>
"File name" could be logfile. Then the matrix will be written into the current log file

Section >>

LogFile!

LogFile!
Set log file
logfile! <file name>

Section >>

Logit!

Logit!
Logit
logit! <dependent variable> : <list of regressors>

Details >>

Section >>

loop!

loop!
Control command in macros.
The beginning of cycle

Details >>

MA1!

MA1!
Regression with MA(1) process in error term
ma1! <dependent variable> : <list of regressors>

Section >>

MHetero!

MHetero!
Regression with multiplicative heteroskedasticity
mhetero! <dependent variable> : <list of regressors> : <list of multiplicative heteroskedasticity regressors>

Details >>

Section >>

Min!

Min!
Function minimization
min! <formula>

Details >>

Mixture!

Mixture!

Section >>

MLE!

MLE!
Method of maximum likelihood
mle! <contribution to loglikelihood of a single observation>

Details >>

Section >>

NameVars!

NameVars!
Rename all variables of a matrix
namevars! <matrix> <new names of variables>

Section >>

NegBin!

NegBin!
Negative binomial regression (NegBin-2)
negbin! <dependent variable> : <list of regressors>

Details >>

Section >>

nextif!

nextif!
Control command in macros.
nextif! <condition>
Optional part of "if" statement

Details >>

NLIV!

NLIV!
Nonlinear instrumental variables method
nliv! <formula1> : <formula2> : <list of instruments>

Details >>

NLS!

NLS!
Nonlinear least squares
nls! <variable> : <formula>

Details >>

Section >>

Ordered!

Ordered!
Ordered regression
ordered! <dependent variable> : <list of regressors>

Details >>

Section >>

Plot!

Plot!
Plot. Observation number as X-axis variable
plot! <list of variables>

Section >>

Plot3D!

Plot3D!
3D plot based on matrix
plot3d! <matrix>

Section >>

Poisson!

Poisson!
Poisson regression
poisson! <dependent variable> : <list of regressors>

Details >>

Section >>

Polynom!

Polynom!
Polynomial regression
polynom! <dependent variable> : <explanatory variable>

Details >>

Section >>

Print!

Print!
Write string to file
print! <file name> <string expression>
Clear file:
print! <file name> clear
"File name" could be logfile. Then string expression will be written into the current log file

Section >>

Probit!

Probit!
Probit
probit! <dependent variable> : <list of regressors>

Details >>

Section >>

QReg!

QReg!
Quantile regression
qreg! <dependent variable> : <list of regressors> &prob <quantile>
    Median regression (0.5-quantile)
qreg! <dependent variable> : <list of regressors>

    Details >>

    Section >>

Rename!

Rename!
Rename matrix or variable
rename! <matrix or variable> <new name>

Section >>

Results!

Results!
�all "Results of estimation" menu

Section >>

s_

s_
Prefix of string

Details >>

Scatter!

Scatter!
Scatter plot
scatter! <X-axis variable> <list of Y-axis variables>

Section >>

SEigen!

SEigen!
Eigenvalues and eigenvectors of a symmetric matrix
seigen! <input matrix> <name of eigenvalues matrix> <name of eigenvectors matrix>

Section >>

SetPref!

SetPref!
Set preferences
setpref! <preferences path> <value>

Section >>

SetSeed!

SetSeed!
Sets seed for random number generator
setseed! <integer>

Section >>

ShowPref!

ShowPref!
Show preferences
showpref! <preferences path>

Section >>

ShowTimer!

ShowTimer!
Shows timer value

Details >>

Silent!

Silent!
Macro make pauses to show results

Section >>

SimAnnPrefs!

SimAnnPrefs!
Simulated annealing algorithm preferences
simannprefs! <options>

Details >>

SML!

SML!
Simulated maximum likelihood
sml! <variable> : <formula>

Spectrogram!

Spectrogram!
Spectrogram
spectrogram! <variable>

Details >>

Spectrum!

Spectrum!
Spectral density estimate
spectrum! <variable>

Details >>

Spline!

Spline!
Cubic spline
spline! <dependent variable> : <explanatory variable>

Details >>

Section >>

StartTimer!

StartTimer!
Start timer

Details >>

SVD!

SVD!
Singular value decomposition of a matrix: A=U.diag(S).V'
svd! <input matrix> <name of U matrix> <name of S matrix> <name of V matrix>

Section >>

Text!

Text!
Message in macros (without pause)
text! <string expression>

Details >>

TimePlot!

TimePlot!
Plot. Observation time as X-axis variable
timeplot! <list of Y-axis variables>

Section >>

Tobit!

Tobit!
Tobit
tobit! <dependent variable> : <list of regressors>

Details >>

Section >>

TruncReg!

TruncReg!
Regression with truncated dependent variable
truncreg! <dependent variable> : <list of regressors>

Details >>

Section >>

VAR!

VAR!
Vector autoregression
var! <list of endogenous variables> : <list of exogenous variables>

Details >>

Section >>

Verbose!

Verbose!
Macro works without pauses

Section >>

Wait!

Wait!
Message in macros (with pause)
wait! <string expression>

Details >>

XYPlot!

XYPlot!
XY-plot
xyplot! <X-axis variable> <list of Y-axis variables>

Section >>

Matrix decomposition commands

List of matrix decomposition commands.

ldu!
LDU decomposition of a matrix

svd!
Singular value decomposition of a matrix: A=U.diag(S).V'

seigen!
Eigenvalues and eigenvectors of a symmetric matrix

Other commands

clear!
Delete temporary matrices

delete!
Delete matrices (variables)

rename!
Rename matrix or variable

copy!
Copy matrix or variable

namevars!
Rename all variables of a matrix

edit!
Open matrix in table editor

results!
�all "Results of estimation" menu

esttable!
�all "Estimates and statistics" panel

print!
Write string to file

list!
Write matrix to file

external!
Run external file

logfile!
Set log file

autolog!
Set auto log file

verbose!
Macro works without pauses

silent!
Macro make pauses to show results

showpref!
Show preferences

setpref!
Set preferences

    See also
   Commands
   Macros (blocks of commands)
   Command window

Other statistical and mathematical commands

acovfilter!
Autocovariance filter

armamm!
ARMA coefficients from autocovariances (method of moments for ARMA)

fplot!
Function plot

plot3d!
3D plot based on matrix

binning!
Binning

    See also
   Commands
   Statistical procedures

Contents

Quick start

How to import data

How to import data through clipboard from Excel table

How to import nonstandard data through clipboard

How to import text file

How to type in data

Missing values

How to estimate a linear regression

How to estimate a linear regression - 1

How to choose a variable

How to estimate a linear regression - 2

How to draw a diagram

How to draw a diagram using command window

How to draw a diagram using menu item "Show"

How to draw a diagram using menu item "Panels"

Program Matrixer

Matrices

<Comments>

Variables

Scalars

Text format of matrix

Menu of matrices (variables)

<Working directory>

Models

Model matrices

Model scalars

Strings

File names

Command window

Assignment commands

Functions

Ordinary (element-by-element) functions

Matrix functions

Formulas

Coverage of observations

Substitutions

Dynamic functions

Artificial variables in formulas

Submatrix functions-2

Functions for evaluating formula and its derivatives with respect to parameters

Matrix expressions

Matrix assignment result

Scalar expressions

Table editor for matrix

<Insert mode>

Econometric models estimation

Statistical procedures

Estimation of linear regressions

Non-linear regressions estimation

Parameters

<Gauss-Newton method>

Logit and probit

<Logit and probit>

Maximum likelihood method

<BHHH (OPG) method>

<Newton method>

<Simulated annealing>

Regression with multiplicative heteroskedasticity

<Regression with multiplicative heteroskedasticity>

Regression with count dependent variable

<Regression with count dependent variable>

Regression with ordered dependent variable

<Regression with ordered dependent variable>

Tobit (censored regression)

<Tobit (censored regression)>

Truncated regression

<Truncated regression>

Regression with ARMA error

<Regression with ARMA error>

Box-Jenkins model (ARIMA)

<Box-Jenkins model (ARIMA)>

GARCH regression

<GARCH regression>

(Generalized) instrumental variables estimator

Nonlinear instrumental variables method

Nonparametric estimation

Kernel regression

Polynomial regression

Cubic spline