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The Dependent Variable

Defining the Dataset
Next ->: Transforming The Dependent Variable

The time series to be analyzed is determined using the setSeries keyword command:

    setSeries amzn;

A portion of the time series can be selected by specifying row numbers

    setSeries amzn 1 200;

    setSeries amzn 19980715 19981015;

All of the estimation runs in the session will use the same time series. It is not possible to declare several time series and then select different univariate time series for different runs. If several time series are selected, FANPAC will assume that multivariate models will be estimated and the same set of time series will be analyzed in all runs.

• 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