In this book, the emphasis is very much on interactive use of PcGets. Sometimes, command driven operation can be useful, e.g., as a method of documenting research, when preparing a teaching session, or for selection of blocks of equations with similar regressors (as in Ch. 8). For this purpose, PcGets supports a batch language. As with many other facilities, batch mode operates in cooperation with GiveWin. It is in GiveWin that the batch commands are issued. GiveWin then decides whether it can handle the command (e.g., data loading and saving, algebra, database selection). If not, the command is passed to the active module (use the module command to switch between e.g., PcGets and PcGive when both are open). The syntax of these commands, which can be seen as a mini `computer language', is described in this chapter.
Algebra is described in the GiveWin manuals. Algebra commands are executed in GiveWin, via the Calculator, the Algebra editor, or as part of a batch run.
GiveWin allows you to save the current model as a batch file, and to re-run saved batch files. If a model has been created interactively, it can be saved as a batch file for further editing or easy recall in a later session. This is also the most convenient way of creating a batch file.
If an error occurs during processing, the batch run will be aborted and control returned to GiveWin. A warning will have to be accepted by the user (press Enter), upon which the batch run will resume.
PcGets allows models to be formulated, estimated and evaluated through batch commands. Such commands are entered in the GiveWin batch editor. Certain commands are intercepted by GiveWin, such as those for loading and saving data, as well as blocks of algebra code. The remaining commands are then passed to the active module, which is PcGets in this case. This section provides an alphabetical list of the PcGets batch language statements.
There are two types of batch commands: function calls (with or without arguments) terminated by a semicolon; and commands, which are followed by statements between curly brackets. Anything between /* and */ is considered comment. Note that this comment cannot be nested. Everything following // up to the end of the line is also comment.
Below, function arguments are indicated by words, whereas the areas where statement blocks are expected are indicated by {...}. Examples follow the listed descriptions. For items in double quotes, the desired term must be substituted and provided, together with the quotes: a summary is given in Table Table:16.2. For completeness, Table Table:16.1 first summarizes the batch commands handled by GiveWin (shown with (GiveWin) behind them): consult the GiveWin book for more information on those commands.
| algebra {...} (GiveWin) |
| appenddata("filename"); (GiveWin) |
| appresults("filename"); (GiveWin) |
| break; (GiveWin) |
| chdir("path"); (GiveWin) |
| database("name", year1, period1, year2, period2, frequency); (GiveWin) |
| exit; (GiveWin) |
| loadalgebra("filename"); (GiveWin) |
| loadbatch("filename"); (GiveWin) |
| loaddata("filename"); (GiveWin) |
| module("name"); (GiveWin) |
| print("text"); (GiveWin) |
| println("text"); (GiveWin) |
| savedata("filename"); (GiveWin) |
| saveresults("filename"); (GiveWin) |
| usedata("databasename"); (GiveWin) |
The batch language syntax summary listing for commands that are handled by PcGets is shown in Table Table:16.2. Where the argument is bin, it must be 1 for YES (TRUE) and 0 for NO (FALSE); when it is int, an integer is expected.
| drawfit; (Test) |
| drawresids; (Test) |
| drawrecursive("type",int,bin); (Test) |
| dynamics; (Test) |
| forecast(int1, int2, int3, bin1, bin2, bin3, "bands"); (Test) |
| estimate("method", year1=-1, period1=0, year2=-1, period2=0); (Model Estimation) |
| expertresetstrategy("strategy"); (Options) |
| expertsignificance(arg1, arg2, arg3, arg4, arg5, arg6,arg7); (Options) |
| expertpresearch(arg1, arg2, arg3, arg4, arg5, arg6, bin); (Options) |
| expertblocksearch(bin1, bin2, bin3, bin4, bin5, bin6, bin7, bin8); (Options) |
| expertchoosespecific("criterion"); (Options) |
| expertsplitsample(arg1, arg2, arg3, arg4, arg5); (Options) |
| expertoutlierdection(arg1); (Options) |
| experttests(bin1, bin2, bin3, bin4, bin5, bin6, bin7); (Options) |
| experttestoptions(arg1, arg2, int1, int2, int3, int4, int5); (Options) |
| latexoutput; (Test) |
| omittedvariables; (Test) |
| pcfimlbatch; (Test) |
| pcgetsbatch; (Test) |
| pcgetsbatchspecific; (Test) |
| pcgivebatch; (Test) |
| progress; (Test) |
| setdetectoutliers(bin); (Model Settings) |
| set0lagorder(bin); (Model Settings) |
| set0topdown(bin); (Model Settings) |
| set0bottomup(bin); (Model Settings) |
| setsplitsample(bin); (Model Settings) |
| setstrategy("strategy", bin); (Model Settings) |
| setreporting(int); (Model Settings) |
| settings; (Test) |
| system {Y=... ; E=...; X=... ; F=... ; A=... ; } (Model Formulation) |
| testlinrestr {... } (Test) |
The estimation of a model requires the specification of the model by the system command, and the determination of the estimation method and sample by estimate. The other batch commands mimic the functionality of the Model Settings dialog, the Options dialog and the Test menu.
Options batch commands and Model Settings batch commands affect the PcGets algorithm, and have to be called before the estimate statement. In contrast Test batch commands require an estimated model to work correctly. Subsections 16.2.1--16.2.5 now explain the meaning and usage of all the batch commands, and the chapter concludes with an extensive example using most of these.
Specify the system, consisting of the following components:
| Y | : | regressand; |
| X | : | regressor; |
| F | : | fixed variables (optional); |
| E | : | endogenous variables (optional); |
| A | : | additional instruments (optional). |
The variables listed are separated by commas -- their base names (that is, name excluding lag length) must be in the database. If the variable names are not a valid token, the name must be enclosed in double quotes.
The following special variables are recognized: Constant, Trend, Seasonal and CSeason.
Note that PcGets reorders the model as follows: the regressand first and the additional instruments last. This reordering is relevant when specifying restrictions.
Estimate a system.
| argument | description |
| method | estimation method, |
| the name must be one of: OLS, GETS, IVE , GETSIVE. | |
| year1 | first year of the estimation sample. |
| period1 | first perod of the estimation sample. |
| year2 | last year of the estimation sample. |
| period2 | last year of the estimation sample. |
Note that setting year1 to zero will result in the earliest possible year1(period1), setting year2 to zero will result in the latest possible year2(period2).
Detects and corrects outliers.
| argument | description |
| bin | 0 to switch off, 1 on |
F pre-search testing (lag order pre-selection)
| argument | description |
| bin | 0 to switch off, 1 on |
F pre-search testing (top - down)
| argument | description |
| bin | 0 to switch off, 1 on |
F pre-search testing (bottom - up)
| argument | description |
| bin | 0 to switch off, 1 on |
Sample split analysis
| argument | description | |
| bin | 0 to switch off, 1 on |
Research strategy
| argument | description |
| strategy | lib : liberal strategy, |
| con : conservative strategy, | |
| expert: expert user's strategy. | |
| bin | 0 to switch off sample-size adjusted significance levels, 1 on |
Reporting
| argument | description |
| bin | 0: Report only the finally selected model |
| 1: Write each iteration (condensed) | |
| 2: Write each iteration (detailed) |
Reset default.
| argument | description |
| strategy | Resets the expert settings to the liberal strategy (lib) |
| or the conservative strategy (con). |
Sets significance levels
| argument | description |
| arg1 | significance level of t-tests. |
| arg2 | significance level of F-tests. |
| arg3 | significance level of the F-test of the GUM. |
| arg4 | significance level of the encompassing tests. |
| arg5 | significance level of diagnostic tests (high). |
| arg6 | significance level of diagnostic tests (low). |
Sets F pre-search tests
| argument | description |
| arg1 | significance level of the lag preselection. |
| arg2 | significance level of the top-down reduction presearch (Step 1). |
| arg3 | significance level of the top-down reduction presearch (Step 2). |
| arg4 | significance level of the bottom-up reduction presearch. |
| arg5 | marginal t-prob of the top-down reduction presearch (Step 1). |
| arg6 | marginal t-prob of the top-down reduction presearch (Step 2). |
| arg7 | marginal t-prob of the bottom-up reduction presearch. |
| bin | if 1, the top-down reduction presearch runs through two steps. |
Sets block searches
| argument | description |
| bin1 | if 1, groups with t-probs > 0.90 will be checked. |
| bin2 | if 1, groups with t-probs > 0.70 will be checked. |
| bin3 | if 1, groups with t-probs > 0.50 will be checked. |
| bin4 | if 1, groups with t-probs > 0.25 will be checked. |
| bin5 | if 1, groups with t-probs > 0.10 will be checked. |
| bin6 | if 1, groups with t-probs > 0.05 will be checked. |
| bin7 | if 1, groups with t-probs > 0.01 will be checked. |
| bin8 | if 1, groups with t-probs > 0.001 will be checked. |
Sets model selection criterion for specific
| argument | description |
| criterion | information criterion to select specific from set of final models |
| The name must be one of AIC, HQ, SC, HK. |
Sets sample split analysis
| argument | description |
| arg1 | significance level for t-tests in subsamples. |
| arg2 | size of the subsample as fraction of the full sample. |
| arg3 | penalty for failed t-test in full sample. |
| arg4 | penalty for failed t-test in subsample 1. |
| arg5 | penalty for failed t-test in subsample 2. |
Sets outlier detection
| argument | description |
| arg1 | size of marginal outlier (in std.dev.) |
Sets battery of diagnostic tests
| argument | description |
| bin1 | if 1, Chow test 1 on |
| bin2 | if 1, Chow test 2 on |
| bin3 | if 1, Portmanteau on |
| bin4 | if 1, Normality on |
| bin5 | if 1, AR test on |
| bin6 | if 1, ARCH test on |
| bin7 | if 1, Hetero test on |
Sets options of diagnostic tests
| argument | description |
| arg1 | first breakpoint as fraction of the sample. |
| arg2 | second breakpoint as fraction of the sample. |
| int1 | number of lags for calculating the portmanteau statistic. |
| int2 | minimal lag of the LM test for residual autocorrelation. |
| int3 | maximal lag of the LM test for residual autocorrelation. |
| int4 | minimal lag of the test for ARCH effects in the residuals. |
| int5 | maximal lag of the test for ARCH effects in the residuals. |
Shows graphs of actual and fitted values, normalized and squared residuals.
Generates recursive estimates of the model and graphs the output.
| argument | description |
| type | forward: recursion starts with the first int observations |
| backward: recursion starts with the final int observations | |
| sequential: rolling regression. | |
| int | initial number of observations. |
| bin | if 1, results are shown in separate windows. |
Runs dynamic analysis: the static long-run solution and the lag structure analysis.
Calculates and graphs forecasts.
| argument | description |
| type | static: generates static forecasts, |
| dynamic: generates dynamic forecasts. | |
| int1 | final year of forecasting period. |
| int2 | final period of forecasting period. |
| int3 | Number of pre-forecast observations. |
| bin1 | if 1, table is printed. |
| bin2 | if 1, graphic is shown. |
| bin3 | if 1, forecasts for the cumuland of the modelled variable are calculated. |
| bands | none : No forecast errors shown, |
| fans : show error fans, | |
| bands: show error bands, | |
| bars : show error bars. |
The resulting output can be pasted to a LaTeX document.
This tests if some variables of the GUM which have been deleted during the reduction process should be re-added to the specific model.
Generates batch code to prepare the system estimation by PcGive.
Generates batch code to reestimate the GUM.
Generates batch code to reestimate the Specific.
Generates batch code to analyze the (specific) model with PcGive.
Reports the modelling progress for the GUMs analysed during the PcGets session.
Reports the settings of PcGets.
Use this command to store residuals, etc. into the database, the default
name is used.
The name must be one of: residuals, fitted, forecasts,
dummies.
Test for linear restrictions. The content is the matrix dimensions followed by the (R:r) matrix.
This example uses most PcGets commands. To run the file, we assume that GiveWin is loaded with DHSY.IN7, and that PcGets has
been started.
module("PcGets");
package("PcGets");
usedata("Dhsy.in7");
system
{
Y = D4LC; // regressand
X = Constant, D4LC_1, D4LC_2, D4LC_3, D4LC_4, D4LC_5, // regressors
D4LY, D4LY_1, D4LY_2, D4LY_3, D4LY_4, D4LY_5, // regressors
D4LPC, D4LPC_1, D4LPC_2, D4LPC_3, D4LPC_4, D4LPC_5; // regressors
D4D6873; // regressors
F = cy_4; // fixed
}
setdetectoutliers(0); // model settings
set0lagorder(0); // model settings
set0topdown(0); // model settings
set0bottomup(0); // model settings
setsplitsample(1); // model settings
setstrategy("expert",0); // model settings
setreporting(1); // model settings
expertsignificance(0.05, 0.10, 0.05, 0.05, 0.01, 0.005);// expert options
expertpresearch(0.75,0.75, 0.5, 0.1, 0.1, 0.05, 0.05,1);// expert options
expertblocksearch(1, 1, 0, 1, 1, 0, 1, 1); // expert options
expertchoosespecific("HK"); // expert options
expertsplitsample(0.1, 0.75, 0.4, 0.3, 0.3); // expert options
expertoutlierdection(2.56); // expert options
experttests(1, 1, 0, 1, 1, 1, 1); // expert options
experttestoptions(0.5, 0.9, 12, 1, 4, 1, 4); // expert options
estimate("GETS", 1959, 2, 1974, 2); // apply Gets over sample shown
dynamics; // dynamic analysis
omittedvariables; // tests for omitted variables
drawfit(); // actual and fitted graphics
drawresids(); // residual analysis graphics
drawrecursive("backward", 20, 0); // recursive analysis graphics
store("residuals"); // stores residuals
forecast("static",1976, 2, 8, 1, 1, 1, "fans"); // static forecasts
store("forecasts"); // stores forecasts
settings; // reports settings
pcgetsbatch; // prints batch code
latexoutput; // prints latex output
Two points are worth stressing. First, that an error will lead to abortion of the batch run. If we had written line 13 as:
setdetectoutliers;
this would result in a PcGets batch error.
Secondly, the line number reported in the error message is that of the start of the command that went wrong.
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