The file MATRIX2.MAC contains a number of subroutines that can
be loaded and run with the matrix command. These subroutines files
include production matrix commands and those of less interest. The
command
call load( );
load these routines so that they can be called by user programs.
Routines listed in matrix2.mac include MATRIX command functions and
subroutines. Users can add commands to the matrix2.mac file. Users are
warned that if new versions of b34s are loaded, the matrix2.mac file
will be updated which will result in any user routines being lost. As
an alternative a user routine mytest in file mylib.mac could be loaded
with the command
call load(mytest,'c:\mydir\mylib.mac');
It is recommended that comments on the use of a routine be placed at the
beginning of the file using the /$ comment form.
Unless otherwise stated, test programs for these routines are
contained in matrix.mac file
The library staging2.mac contains potential production subroutines that
have not been moved to matrix2.mac. Help files are placed in these
routines and examples are also shown. Running examples are found in
staging.mac.
Routines in staging2.mac can be loaded with the command
call load(kk :staging);
where kk is the routine name.
Index of Routines
AUTOCOV - Autocovariance
BPF - Baxter - King MA Filter
BPFM - Baxter - King MA Filter with missing data
CFREQ - Determine Cumulative Frequency Distribution
COINT2 - Cointegration Tests of Two Series
COINT2LM - Cointegration Tests of Two Series, OLS, L1, MM
COINT2M - Moving Cointegration of Two Series
COINT2ME - Moving Cointegration of Two Series - Extended Args.
COINT2M2 - Moving Cointegration of Two Series OLS, L1, MM
COINT3 - Cointegration Tests of Three Series
COINT3ME - Moving Cointegration of Three Series
DUD - Derivative Free Nonlinear Estimation
FDIFINFO - Fractional Differencing Information
FILTER - High Pass / Low Pass Filter using Real FFT
FILTERC - High Pass / Low Pass Filter using Complex FFT
GARCH2P - Two Pass GARCH Using ARMA Command
GWRITE - Save Objects in GAUSS Format using one file
GWRITE2 - Save objects in GAUSS format using two files
HP_BP_1 - Baxter-King & Hodrick-Prescott Filtering
HP_BP_2 - Baxter-King & Hodrick-Prescott Filtering Moving Window
HP_2 - Hodrick & Prescott Filtering of a Moving Window
LMTEST - Engle (1982) test for ARCH for a range of lags
MARSPLOT - Automatically plot MARS Curves and Surface Plots
MCLEODLI - McLeod-Li (1983) Linearity test
MARQ - Estimation of a Nonlinear Model using Derivatives
MOVEAVE - Moving average of a vector
MINIMAX - Minimax Estimation using MAXF2
MOVEH82 - Moving Hinich 82 test
MOVEH96 - Moving Hinich 96 test
MOVEOLS - Moving OLS Calculation
MOVEVAR - Moving Variance
NLVARCOV - Calculates NLLSQ Variance Covariance
PAD - Pad a 1D Real*8 Series on both ends
PVALUE_1 - Present value of $1 recieved at end of n years
PVALUE_2 - Present Value of an Annuity of $1
PVALUE_3 - Present value of $1 recieved throughout year
QUANTREG - Quantile Regression Program
RESET77 - Thursby - Schmidt Regression Specification Test
SUBSET - Subset 1d, 2d array, vector or matrix under a mask.
Detailed discussion of routines that are NOT part of the production
routines but are distributed with B34S. All other routines are discussed
as part of the Matrix Command help files.