Object Reference : Object View and Procedure Reference : Series
  
Series
 
adjust
autoarma
bdstest
boxplotby
bpf
buroot
cdfplot
cdtest
classify
clearcontents
clearhist
clearremarks
copy
correl
display
displayname
distdata
dsa
dups
edftest
ets
fill
forcavg
forceval
freq
frml
genr
hist
hpf
insertobs
ipolate
kdensity
label
lrvar
makepanpcomp
makewavelets
makewhiten
map
movereg
olepush
pancov
panpcomp
resample
seas
seasuroot
series
setattr
setconvert
setfillcolor
Custom Base Color
Custom Threshold
Custom Range
setformat
setindent
setjust
settextcolor
Custom Base Color
Custom Threshold
Custom Range
setwidth
sheet
smooth
sort
statby
stats
stl
testby
teststat
tramoseats
uroot
uroot2
vratio
waveanova
wavedecomp
waveoutlier
wavethresh
x11
x12
x13
References
Series of numeric observations. An EViews series contains a set of observations on a numeric variable.
Series Declaration
frml create numeric series object with a formula for auto-updating.
genr create numeric series object.
series declare numeric series object.
To declare a series, use the keyword series or alpha followed by a name, and optionally, by an “=” sign and a valid numeric series expression:
series y
genr x=3*z
If there is no assignment, the series will be initialized to contain NAs.
Note: to convert data between series and vectors, see “Copying Data Between Matrices and Series/Groups”, stom, stomna, mtos.
Series Views
bdstest BDS independence test.
buroot carries out unit root tests which allow for a single breakpoint.
correl correlogram, autocorrelation and partial autocorrelation functions.
display display table, graph, or spool in object window.
dups duplicates display for observations in the series.
edftest empirical distribution function tests.
forceval evaluate different forecasts of a series, and perform the forecast combination test.
freq one-way tabulation.
hist descriptive statistics and histogram.
label label information for the series.
lrvar compute the symmetric, one-sided, or strict one-sided long-run variance of a series.
pancov compute covariances, correlations, and other measures of association for a panel series.
panpcomp perform principal components analysis on a panel series.
seasuroot seasonal unit root test on an ordinary series.
sheet spreadsheet view of the series.
statby statistics by classification.
stats descriptive statistics table.
testby equality test by classification.
teststat simple hypothesis tests.
uroot unit root test on an ordinary or panel series.
uroot2 Compute dependent (second generation) panel unit root tests on a series in a panel workfile.
vratio compute Lo and MacKinlay variance ratio test, or Wright rank, rank-score, or sign-based forms of the test.
waveanova compute the wavelet variance decomposition of the series.
wavedecomp compute the wavelet transform of the series.
waveoutlier perform wavelet outlier detection for the series.
wavethresh perform wavelet thresholding (denoising) of the series.
Series Procs
adjust modify or fill in the values in a series.
autoarma forecast from a series using an ARIMA model with automatic determination of the specification.
bpf compute and display band-pass filter.
classify recode series into classes defined by a grid, specified limits, or quantiles.
clearcontents clear a contiguous block of observations in a series.
clearhist clear the contents of the history attribute.
clearremarks clear the contents of the remarks attribute.
copy creates a copy of the series.
displayname set display name.
distdata save distribution plot data to a matrix.
dsa seasonally adjust daily data using the DSA method.
ets perform Error-Trend-Season (ETS) estimation and exponential smoothing.
fill fill the elements of the series.
forcavg average forecasts of a series.
hpf Hodrick-Prescott filter.
insertobs shift the observations of the series up or downwards, inserting blank observations.
ipolate interpolate missing values.
makepanpcomp save the scores from a principal components analysis of a panel series.
makewavelets save wavelet results to workfile.
makewhiten whiten the series.
map assign or remove value map setting.
movereg seasonally adjust series using the movereg method.
olepush push updates to OLE linked objects in open applications.
resample resample from the observations in the series.
seas seasonal adjustment for quarterly and monthly time series.
setattr set the value of an object attribute.
setconvert set default frequency conversion method.
setfillcolor define the fill (background) color used in series spreadsheets.
setformat set the display format for the series spreadsheet.
setindent set the indentation for the series spreadsheet.
setjust set the horizontal justification for all cells in the spreadsheet view of the series.
settextcolor set custom spreadsheet text coloring for the series.
setwidth set the column width in the series spreadsheet.
smooth exponential smoothing.
sort change display order for series spreadsheet.
stl seasonally adjust series using the STL decomposition method.
tramoseats seasonal adjustment using Tramo/Seats.
x11 (deprecated) seasonal adjustment by Census X11 method for quarterly and monthly time series.
x12 seasonal adjustment by Census X12 method for quarterly and monthly time series.
x13 seasonally adjust series using the Census X-13ARIMA-SEATS method.
Series Graph Views
Graph creation views are discussed in detail in “Graph Creation Command Summary”.
area area graph of the series.
bar bar graph of the series.
boxplot boxplot graph.
distplot distribution graph.
dot dot plot graph.
line line graph of the series.
qqplot quantile-quantile plot.
seasplot seasonal line graph.
spike spike graph.
Series Data Members
String values
@attr("arg") string containing the value of the arg attribute, where the argument is specified as a quoted string.
@description string containing the Series object’s description (if available).
@depends string containing a list of the series in the current workfile on which this series depends.
@detailedtype string with the object type: “SERIES”, if an ordinary series, or “LINK”, if defined by link.
@displayname string containing the Series object’s display name. If the Series has no display name set, the name is returned.
@first string containing the date or observation number of the first non-NA observation of the series. In a panel workfile, the first date at which any cross-section has a non-NA observation is returned.
@firstall returns the same as @first, however in a panel workfile, the first date at which all cross-sections have a non-NA observation is returned.
@hilo string containing the series object’s high-to-low frequency conversion method.
@last string containing the date or observation number of the last non-NA observation of the series. In a panel workfile, the last date at which any cross-section has a non-NA observation is returned.
@lastall returns the same as @last, however in a panel workfile, the last date at which all cross-sections have a non-NA observation is returned.
@lohi string containing the series object’s low-to-high frequency conversion method.
@name string containing the Series object’s name.
@remarks string containing the Series object’s remarks (if available).
@type string with the object type: “SERIES”.
@updatetime string represent of the time and date at which the Series was last updated.
Scalar values
@obs scalar containing the number of non-NA observations.
(i) i-th element of the series from the beginning of the workfile (when used on the left-hand side of an assignment, or when the element appears in a matrix, vector, or scalar assignment).
Series Element Functions
@elem(ser, "j") function to access the j-th observation of the series SER, where j identifies the date or observation.
Series Examples
You can declare a series in the usual fashion:
series b=income*@mean(z)
series blag=b(1)
Note that the last example above involves a series expression so that B(1) is treated as a one-period lead of the entire series, not as an element operator. In contrast:
scalar blag1=b(1)
evaluates the first observation on B in the workfile.
Once a series is declared, views and procs are available:
a.qqplot
a.statby(mean, var, std) b
To access individual values:
scalar quarterlyval = @elem(y, "1980:3")
scalar undatedval = @elem(x, "323")