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Basic Use

Using FANPAC
Next ->: Initializing the Session

A basic FANPAC keyword command file looks like the following:

   library fanpac,pgraph;
   session amzn 'daily Amazon.com';
   setDataset amzn;
   setSeries amnz;
   computeLogReturns amzn 250;
   setIndVars vol mazn_1 amzn_2;
  
   estimate run1 garch(1,1);
  
   showresults;
   plotcv;

• Basic Use
  • Initializing the Session
  • Defining the Dataset
  • The Dependent Variable
    • Transforming the Dependent Variable
    • Direct Transformation
  • The Independent Variables
    • setIndVars
    • setIndEqs
    • setCVIndEqs
    • Transforming Independent Variables
  • The Estimation
  • Displaying Results
    • Conditional Variances, Standard Deviations, Residuals
    • Forecasts
• Advanced Use
• Session File
• Modifying NLP globals
• Start Values
  • Saving and Retrieving Estimates for Start Values
    • Retrieval of Start Values
    • Direct Retrieval of Estimates
• Working with NLP
• Appendix A
  • Session Entries
  • Run Entries
• About this document

R. Schoenberg
1999-03-29