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Session Entries

Appendix A
Next ->: Run Entries

name

session name, also the name of .fmt file storing session information and results

title

session title

dataset

name of GAUSS dataset containing time series and independent variables

series

names of time series to be analyzed in this session

IndVars

names of independent variables

range

range of data to be analyzed

scale

scale factor used in transformation of time series by either computeLogReturns or computePercentReturns

version

version of FANPAC for this session

date

date of the creation of this session

runs

character vector of runs in this session

Each of these entries is initialized to a missing value, and is then filled with the appropriate information as it becomes available.

At each estimation run, an additional matrix is added containing the estimation results and information about that run. The name of the matrix is determined by the label in the first argument in the invocation of estimate. For example,

    estimate run1 garch(1,1);

• 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