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 BPF BPFM CFREQ COINT2 COINT2LM COINT2M COINT2ME COINT2M2 COINT3 COINT3ME Autocovariance Baxter - King MA Filter Baxter - King MA Filter with missing data Determine Cumulative Frequency Distribution Cointegration Tests of Two Series Cointegration Tests of Two Series, OLS, L1, MM Moving Cointegration of Two Series Moving Cointegration of Two Series - Extended Args. Moving Cointegration of Two Series OLS, L1, MM Cointegration Tests of Three Series Moving Cointegration of Three Series
DUD FDIFINFO FILTER FILTERC GARCH2P GWRITE GWRITE2 HP_BP_1 HP_BP_2 HP_2 LMTEST MARSPLOT MCLEODLI MARQ MOVEAVE MINIMAX MOVEH82 MOVEH96 MOVEOLS MOVEVAR NLVARCOV PAD PVALUE_1 PVALUE_2 PVALUE_3 QUANTREG RESET77 SUBSET
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Derivative Free Nonlinear Estimation Fractional Differencing Information High Pass / Low Pass Filter using Real FFT High Pass / Low Pass Filter using Complex FFT Two Pass GARCH Using ARMA Command Save Objects in GAUSS Format using one file Save objects in GAUSS format using two files Baxter-King & Hodrick-Prescott Filtering Baxter-King & Hodrick-Prescott Filtering Moving Window Hodrick & Prescott Filtering of a Moving Window Engle (1982) test for ARCH for a range of lags Automatically plot MARS Curves and Surface Plots McLeod-Li (1983) Linearity test Estimation of a Nonlinear Model using Derivatives Moving average of a vector Minimax Estimation using MAXF2 Moving Hinich 82 test Moving Hinich 96 test Moving OLS Calculation Moving Variance Calculates NLLSQ Variance Covariance Pad a 1D Real*8 Series on both ends Present value of $1 recieved at end of n years Present Value of an Annuity of $1 Present value of $1 recieved throughout year Quantile Regression Program Thursby - Schmidt Regression Specification Test 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.