TSP 4.5 Reference Manual, Subject index, PDF

Linear Estimation

AR1 Linear regression with AR(1) serial correlation correction BJEST Box-Jenkins ARIMA estimation BJIDENT Box-Jenkins ARIMA identification CORR Makes a correlation matrix COVA Makes a covariance matrix INST Instrumental variables estimation / 2SLS KALMAN Kalman filter estimation LAD Least Absolute Deviations estimation LIML Limited Information Maximum Likelihood estimation LMS Least Median of Squares estimation MOMENT Computes uncentered moment matrix MSD Computes means, standard deviations, mins, maxes, etc. OLSQ Ordinary least squares (linear regression) estimation PANEL Panel data estimation (within, variance components, etc.) PRIN Principal components VAR Vector AutoRegression estimation PDL Polynomial Distributed Lags

Nonlinear Estimation and Formula Manipulation

3SLS 3-Stage Least Squares ARCH Estimates GARCH-M models (AutoRegressive Conditional Het.) CONST Defines constant (fixed) scalar variables DIFFER Differentiate an equation (analytically) EQSUB Substitutes one or more equation(s) into another FIML Full Information Maximum Likelihood estimation FORM Makes an equation from a previous regression or a list of series FRML Defines an equation GMM Generalized Method of Moments estimation IDENT Defines an equation for a FIML identity LSQ General nonlinear least squares multiequation estimator PARAM Defines estimable scalar variables (parameters) SUR Seemingly Unrelated Regressions Nonlinear Nonlinear options

Qualitative Variable and General Maximum Likelihood Estimation

LOGIT Conditional and/or multinomial logit estimation ML General maximum likelihood estimation NEGBIN Negative Binomial estimator -- count data with overdispersion ORDPROB Ordered Probit estimator POISSON Poisson estimator -- count data with equidispersion PROBIT Probit estimator -- 0/1 dependent variable with normal error term SAMPSEL Sample selection estimator -- probit and regression equation TOBIT Tobit estimator -- 0/+ dependent variable

Forecasting and Model Simulation

ACTFIT Compares actual and fitted series with Theil statistics BJFRCST Box-Jenkins ARIMA forecasting FORCST Forecast using the previous regression coefficients MODEL Determines the order of solution of a set of equations SIML Simulation of general nonlinear systems of equations SOLVE Simulation of large (usually sparse) systems of equations

Data Transformations

CAPITL Computes a capital stock from an investment series CONVERT Changes a series from one frequency to a new frequency COPY Makes a copy of a variable with a new name DELETE Marks variables for removal from the symbol table DIVIND computes Divisia price and quantity indices DUMMY Creates dummy (zero/one) variables GENR Generates a new series using general transformations LENGTH Determines the length of a list LIST Gives a single name to a list of TSP variables NORMAL Normalize a series (usually an index) to a given value in one period RANDOM Random number generator RENAME Changes the name of a variable SAMA Seasonal adjustment by moving average SET Stores a new scalar or subscripted var. using general transformations SORT Sorts one or more series or computes rank ordering TREND Creates linear trend variable

Moving Data to/from Files

CLOSE Closes a data or output file DBCOMP Compresses a databank DBCONV Converts an old databank to current format DBCOPY Converts TSP databank to portable format DBDEL Deletes variables from a databank DBDUMP Prints debug information on current databanks DBLIST Shows contents of TSP databanks DBPRINT Prints all series in a TSP databank FETCH Reads microTSP format databank files IN Search TSP databanks INPUT Reads TSP commands from an external file KEEP Marks variables for storage on a TSP databank OUT Causes automatic storage of new variables in databanks listed OUTPUT Directs output to a file instead of the screen READ Reads data from a file or from the command stream RECOVER Recovers lost program from INDX.TMP file RESTORE Restores TSP variables from a SAVE file SAVE Saves all current variables in a file STORE Writes microTSP-format databank files TERMINALRedirects output to screen instead of to file WRITE Writes data to a file or to the screen/printout Format Formats for READ/WRITE (Fortran style)

Control Flow

CLEAR Restarts interactive TSP, without saving backup file COLLECT Collect a group of TSP commands to execute DO Loops over range of values or group statements DOT Loops over list of names, substituting current name for . (period) ELSE Part of IF/THEN/ELSE control block END Terminates TSP program or data section ENDDO Terminates a DO loop ENDDOT Terminates a DOT loop ENDPROC Terminates a PROC EXEC Executes (or re-execute) a range of lines EXIT Terminates current mode GOTO Transfers control to a new line IF Part of IF/THEN/ELSE control block LOCAL Marks variables as local to a PROC PROC Defines a user procedure QUIT Stops TSP STOP Stops TSP THEN Part of IF/THEN/ELSE conditional structure

Editing Commands and/or Data

ADD Adds a list of arguments to the previous command and re-executes it DROP Drops argument(s) from the previous command and re-executes it EDIT Simple command editor ENTER Interactive data input with prompting RETRY Edits previous command and reexecutes it UPDATE Replaces observations of a series

Display and Diagnostics

ASMBUG Prints debug output during parsing of TSP input COMPRESSRemoves deleted or internal variables and frees up working space DATE Prints the current time and date, or stores elapsed seconds in scalar DEBUG Prints debug output during execution of TSP commands DIR List contents of disk directory DOC Adds documentation/descriptions to variables DUMP Prints internal TSP common blocks FIND Lists all lines containing a given command GRAPH Graphs one series against another GRAPH Graphs one series against another (PC/Mac) HELP Command descriptions and syntax summaries HELPR Information from TSP 4.0 Reference Manual (VAX/VMS only) HIST Produces histograms (frequency distributions) of series NAME Puts jobname and title into output page headers NOPAUSE Turns interactive output paging/pausing off PAGE Starts a new page in printout PAUSE Turns interactive output paging/pausing on PLOT Plots several series against time PLOT Plots several series against time (PC/Mac) REVIEW Lists range of TSP command lines SHOW Lists info on variables by type SYMTAB Debug version of SHOW SYSTEM Temporary exit to operating system without losing TSP session TITLE Print a string in page header or with stars TSTATS Prints a table of names, coefficients, and t-ratios USER User-programmable command (calls USER subroutine)


FREQ Set the seasonal frequency for a TSP run NOPLOTS Turns off regression plots of residuals/fitted values and CUSUM NOPRINT Turns off the data echoing in a LOAD section NOSUPRESEnables printing of selected output OPTIONS Sets various options on printing, plotting, and matrix inversion PLOTS Turns on regression plots of residuals/fitted values and CUSUM SELECT Restricts the set of observations to those meeting a condition SMPL Sets the sample of observations to be processed for series SMPLIF Same as SELECT, but is nested with previous SMPLIFs SUPRES Disables printing of selected output

Matrix Operations

MATRIX Matrix algebra MFORM Form or reform a matrix MMAKE Makes a matrix by stacking series, matrices, or scalars ORTHON Orthonormalizes a matrix UNMAKE Splits matrix into columns or vector into scalars YLDFAC LDL' decomposition of symmetric matrix

Hypothesis Testing

ANALYZ Makes standard errors/Wald test for functions of estimated parameters CDF Distribution functions and P-values COINT Unit root and cointegration tests REGOPT Controls printing and storage of regression diagnostics

Page by Clint Cummins 02/05/99