TSP 5.0 Reference Manual Bronwyn H. Hall and Clint Cummins TSP International 2005 Copyright 2005 by TSP International First edition (Version 4.0) published 1980. TSP is a software product of TSP International. The information in this document is subject to change without notice. TSP International assumes no responsibility for any errors that may appear in this document or in TSP. The software described in this document is protected by copyright. Copying of software for the use of anyone other than the original purchaser is a violation of federal law. Time Series Processor and TSP are trademarks of TSP International. ALL RIGHTS RESERVED Table Of Contents 1. Introduction_______________________________________________1 1. Welcome to the TSP 5.0 Help System _______________________1 2. Introduction to TSP ______________________________________2 3. Examples of TSP Programs _______________________________3 4. Composing Names in TSP_________________________________4 5. Composing Numbers in TSP _______________________________5 6. Composing Text Strings in TSP_____________________________6 7. Composing TSP Commands _______________________________7 8. Composing Algebraic Expressions in TSP ____________________8 9. TSP Functions _________________________________________10 10. Character Set for TSP ___________________________________11 11. Missing Values in TSP Procedures _________________________13 12. LOGIN.TSP file ________________________________________14 2. Command summary_______________________________________15 13. Display Commands _____________________________________15 14. Options Commands _____________________________________16 15. Moving Data to/from Files Commands ______________________17 16. Data Transformations Commands__________________________18 17. Matrix Operations Commands _____________________________19 18. Linear Estimation and Data Analysis Commands ______________20 19. Nonlinear Estimation and Formula Manipulation Commands _____21 20. QDV (Qualitative Dependent Variable) Commands ____________22 21. Hypothesis Testing Commands____________________________23 22. Forecasting and Model Simulation Commands________________24 23. Time Series Identification and Estimation Commands __________25 24. Control Flow Commands _________________________________26 25. Interactive Editing Commands and/or Data Commands _________27 26. Obsolete Commands ____________________________________28 27. Cross-Reference Pointers ________________________________29 3. Commands ______________________________________________31 28. ACTFIT_______________________________________________31 29. ADD (interactive) _______________________________________33 30. ANALYZ ______________________________________________35 i Table of Contents 31. AR1 _________________________________________________41 32. ARCH ________________________________________________49 33. ASMBUG _____________________________________________54 34. BJEST _______________________________________________55 35. BJFRCST_____________________________________________63 36. BJIDENT _____________________________________________68 37. CAPITL_______________________________________________72 38. CDF _________________________________________________74 39. CLEAR (interactive) _____________________________________81 40. CLOSE_______________________________________________82 41. COINT _______________________________________________84 42. COLLECT (Interactive) __________________________________95 43. COMPRESS __________________________________________97 44. CONST_______________________________________________98 45. CONVERT ____________________________________________99 46. COPY_______________________________________________102 47. CORR/COVA _________________________________________103 48. DATE _______________________________________________104 49. DBCOMP (Databank) __________________________________105 50. DBCOPY (Databank)___________________________________106 51. DBDEL (Databank) ____________________________________107 52. DBLIST (Databank) ____________________________________108 53. DBPRINT (Databank) __________________________________109 54. DEBUG _____________________________________________110 55. DELETE _____________________________________________111 56. DELETE (Interactive) ___________________________________112 57. DIFFER _____________________________________________113 58. DIR (Interactive)_______________________________________115 59. DIVIND ______________________________________________116 60. DO _________________________________________________119 61. DOC ________________________________________________121 62. DOT ________________________________________________122 63. DROP (Interactive)_____________________________________125 64. DUMMY _____________________________________________127 65. EDIT (Interactive)______________________________________129 66. ELSE _______________________________________________132 67. END ________________________________________________133 68. ENDDO _____________________________________________134 69. ENDDOT ____________________________________________135 ii Table of Contents 70. ENDPROC ___________________________________________136 71. ENTER (Interactive)____________________________________137 72. EQSUB______________________________________________138 73. EXEC (Interactive) _____________________________________141 74. EXIT (Interactive) ______________________________________142 75. FETCH ______________________________________________143 76. FIML ________________________________________________144 77. FIND (Interactive)______________________________________150 78. FORCST ____________________________________________151 79. FORM_______________________________________________155 80. FORMAT ____________________________________________160 81. FREQ _______________________________________________163 82. FRML _______________________________________________165 83. GENR_______________________________________________167 84. GMM _______________________________________________170 85. GOTO_______________________________________________175 86. GRAPH _____________________________________________176 87. GRAPH (graphics version)_______________________________177 88. HELP _______________________________________________181 89. HIST ________________________________________________183 90. HIST (graphics version) _________________________________185 91. IDENT ______________________________________________188 92. IF __________________________________________________190 93. IN (Databank)_________________________________________191 94. INPUT ______________________________________________192 95. INST ________________________________________________194 96. INTERVAL ___________________________________________200 97. KALMAN ____________________________________________204 98. KEEP (Databank)______________________________________210 99. KERNEL_____________________________________________212 100. LAD_______________________________________________214 101. LENGTH ___________________________________________218 102. LIML ______________________________________________219 103. LIST ______________________________________________225 104. LMS ______________________________________________229 105. LOAD _____________________________________________233 106. LOCAL ____________________________________________234 107. LOGIT_____________________________________________235 108. LSQ_______________________________________________242 iii Table of Contents 109. MATRIX ___________________________________________251 110. MFORM ___________________________________________254 111. ML________________________________________________259 112. MMAKE____________________________________________265 113. MODEL ____________________________________________268 114. MSD ______________________________________________270 115. NAME _____________________________________________273 116. NEGBIN ___________________________________________274 117. Nonlinear Options____________________________________278 118. NOPLOT___________________________________________286 119. NOPRINT __________________________________________287 120. NOREPL___________________________________________288 121. NORMAL __________________________________________289 122. NOSUPRES ________________________________________290 123. OLSQ _____________________________________________291 124. OPTIONS __________________________________________298 125. ORDPROB _________________________________________302 126. ORTHON __________________________________________306 127. OUT (Databank) _____________________________________307 128. OUTPUT (Interactive)_________________________________309 129. PAGE _____________________________________________311 130. PANEL ____________________________________________312 131. PARAM ____________________________________________322 132. PDL_______________________________________________324 133. PLOT _____________________________________________328 134. PLOT (graphics version)_______________________________331 135. PLOTS ____________________________________________334 136. POISSON __________________________________________337 137. PRIN ______________________________________________341 138. PRINT _____________________________________________344 139. PROBIT ___________________________________________345 140. PROC _____________________________________________351 141. QUIT (Interactive) ____________________________________353 142. RANDOM __________________________________________354 143. READ _____________________________________________362 144. RECOVER (Interactive)