H O M E / I N F O / P R O D U C T S / O R D E R / S U P P O R T

TSP / What is TSP? / Features / Requirements

 

 

TSP Commands

Here is the list of commands grouped by function. To save space, we have not listed the options available for each command. Please see the online manuals for all the details, or contact us if you have questions about any command. 

Linear Estimation

Nonlinear Estimation & Formula Manipulation

Qualitative Variable & General Maximum Likelihood Estimation

Time Series Identification and Estimation Commands

Forecasting & Model Simulation

Data Transformations

Moving data to and from files

Control Flow

Interactive Editing Commands and/or Data

Display & Diagnostics

Options

Matrix Operations

Hypothesis Testing

 
LINEAR ESTIMATION
 

CORR Makes a correlation matrix

COVA Makes a covariance matrix

INST Instrumental variables estimation

KERNEL Computes a kernel density or univariate regression

LAD Least Absolute Deviations estimation

LIML Limited Information Maximum Likelihood estimation

LMS Least Median of Squares estimation

MOMENT Computes uncentered moment matrix

MSD Computes means, standard deviations, mins, maxes, etc.

OLSQ Ordinary least squares (linear regression) estimation

PANEL Panel data estimation (within, variance components, etc.)

PDL Describes specification of Almon or Shiller lag variables

PRIN Principal components

 
Return to list of functions
 
NONLINEAR ESTIMATION & FORMULA MANIPULATION

 

3SLS 3-Stage Least Squares

CONST Defines constant (fixed) scalar variables

DIFFER Differentiate an equation (analytically)

EQSUB Substitutes one or more equation(s) into another

FIML Full Information Maximum Likelihood estimation

FORM Makes an equation from a previous regression or a list of series

FRML Defines an equation

GMM Generalized Method of Moments estimation

IDENT Defines an equation for a FIML identity

LSQ General nonlinear least squares multiequation estimator

NONLINEAR Describes iteration methods and options used by nonlinear procedures

PARAM Defines estimable scalar variables (parameters)

SUR Seemingly Unrelated Regressions

 
Return to list of functions

 

QUALITATIVE VARIABLE & GENERAL MAXIMUM LIKELIHOOD ESTIMATION

 

INTERVAL Estimates the interval model (ordered Probit with known limits)

LOGIT Conditional and/or multinomial logit estimation

ML General maximum likelihood estimation

MLPROC Maximum likelihood estimation with likelihood specified in a PROC

NEGBIN Negative Binomial estimator -- integer dependent variable

ORDPROB Ordered Probit estimator -- integer dependent variable

POISSON Poisson estimator -- integer dependent variable

PROBIT Probit estimator -- 0/1 dependent variable with normal error term

SAMPSEL Sample selection estimator -- probit and regression equation

TOBIT Tobit estimator -- 0/+ dependent variable

 
Return to list of functions

 

TIME SERIES IDENTIFICATION AND ESTIMATION COMMANDS
 

AR1 Linear regression with first order serial correlation correction

ARCH Estimates GARCH-M models (AutoRegressive Conditional Het.)

BJEST Box-Jenkins ARIMA estimation

BJFRCST Box-Jenkins ARIMA forecasting

BJIDENT Box-Jenkins ARIMA identification

COINT Unit root and cointegration tests

KALMAN Kalman filter estimation

UNIT synonym for COINT

VAR Vector AutoRegression estimation

 

Return to list of functions

 

FORECASTING & MODEL SIMULATION

 

ACTFIT Compares actual and fitted series with Theil statistics

BJFRCST Box-Jenkins ARIMA forecasting

FORCST Forecast using the previous regression coefficients

FORM Makes an equation from a previous regression or a list of series

MODEL Determines the order of solution of a set of equations

SIML Simulation of general nonlinear systems of equations

SOLVE Simulation of large (usually sparse) systems of equations

 
Return to list of functions

 

DATA TRANSFORMATIONS

 

CAPITL Computes a capital stock from an investment series

CONVERT Changes a series from one frequency to a new frequency

COPY Makes a copy of a variable with a new name

DELETE Marks variables for removal from the symbol table

DIVIND computes Divisia price and quantity indices

DUMMY Creates dummy (zero/one) variables

GENR Generates a new series using general transformations

LENGTH Determines the length of a list

NORMAL Normalize a series (usually an index) to a given value in one period

RANDOM Random number generator

RENAME Changes the name of a variable

SAMA Seasonal adjustment by moving average

SET Stores a new scalar or subscripted var. using general transformations

SORT Sorts one or more series or computes rank ordering

TREND Creates linear trend variable

 
Return to list of functions

 

MOVING DATA TO & FROM FILES

 

CLOSE Closes a data or output file

DBCOMP Compresses a databank

DBCONV Converts a databank to 4.0 format

DBCOPY Converts TSP databank to portable format

DBDEL Deletes variables from a databank

DBDUMP Prints debug information on current databanks

DBLIST Shows contents of TSP databanks

DBPRINT Prints all series in a TSP databank

FETCH Reads microTSP format databank files

IN Search TSP databanks

KEEP Marks variables for storage on a TSP databank

LOAD Synonym for READ

NOPRINT Suppresses echoing of input in a LOAD section

OUT Causes automatic storage of new variables in databanks listed

READ Reads data from a file or from the command stream

STORE Writes microTSP-format databank files

WRITE Writes data to a file or to the screen/printout

 
Return to list of functions

 

CONTROL FLOW

 

COMPRESS Frees up space occupied by deleted variables

DO Loops over range of values or group statements

DOT Loops over list of names, substituting current name for . (period)

ELSE Part of IF/THEN/ELSE control block

END Terminates TSP program or data section

ENDDO Terminates a DO loop

ENDDOT Terminates a DOT loop

ENDPROC Terminates a PROC

GOTO Transfers control to a new line

IF Part of IF/THEN/ELSE control block

LIST Defines a list of variables

LOCAL Marks variables as local to a PROC

PROC Defines a user procedure

STOP Stops TSP

THEN Part of IF/THEN/ELSE conditional structure

 
Return to list of functions

 

INTERACTIVE EDITING COMMANDS AND/OR DATA

 

ADD Adds a list of arguments to the previous command and re-executes it

DELETE Deletes lines during execution of interactive version

DROP Drops argument(s) from the previous command and re-executes it

CLEAR Restarts interactive TSP, without saving backup file

COLLECT Collect a group of TSP commands to execute

EDIT Simple command editor

ENTER Interactive data input with prompting

EXEC Executes (or re-execute) a range of lines

EXIT Terminates current mode

FIND Lists all lines containing a given command

INPUT Reads TSP commands from an external file

OUTPUT Directs output to a file instead of the screen

QUIT Stops TSP

RECOVER Recovers lost program from INDX.TMP file

RESTORE Restores TSP variables from a SAVE file

RETRY Edits previous command and reexecutes it

REVIEW Lists range of TSP command lines

SAVE Saves all current variables in a file

SYSTEM Temporary exit to operating system without losing TSP session

TERMINAL Redirects output to screen instead of to file

UPDATE Replaces observations of a series

 
Return to list of functions

 

DISPLAY & DIAGNOSTICS

 

ASMBUG Prints debug output during parsing of TSP input

DATE Prints the current time and date

DEBUG Prints debug output during execution of TSP commands

DIR List contents of disk directory

DOC Adds documentation/descriptions to variables

DUMP Prints internal TSP common blocks

GRAPH Graphs one series against another (uses high resolution on PC)

HELP Command descriptions and syntax summaries

HIST Produces histograms (frequency distributions) of series

NAME Puts jobname and title into output page headers

NOPAUSE Turns interactive output paging/pausing off

PAGE Starts a new page in printout

PAUSE Turns interactive output paging/pausing on

PLOT Plots several series against time

SHOW Lists info on variables by type

SYMTAB Debug version of SHOW

TITLE Print a string in page header or with stars

TSTATS Prints a table of names, coefficients, and t-ratios

 
Return to list of functions
OPTIONS

 

FREQ Set the seasonal frequency for a TSP run

NOPLOT Turns off regression plots of residuals/fitted values and CUSUM

NOPRINT Turns off the data echoing in a LOAD section

NOREPL Do not update series using GENR, replace values outside sample with missing

NOSUPRES Enables printing of selected output

OPTIONS Sets various options on printing, plotting, and matrix inversion

PLOTS Turns on regression plots of residuals/fitted values and CUSUM

SELECT Restricts the set of observations to those meeting a condition

SMPL Sets the sample of observations to be processed for series

SMPLIF Same as SELECT, but is nested with previous SMPLIFs

SUPRES Disables printing of selected output

 
Return to list of functions

 

MATRIX OPERATIONS

 

LP Linear programming

MATRIX Matrix algebra

MFORM Form or reform a matrix

MMAKE Makes a matrix from series or a vector from scalars

ORTHON Orthonormalizes a matrix

UNMAKE Splits matrix into columns or vector into scalars

YLDFAC LDL decomposition of symmetric matrix

 
Return to list of functions

 

HYPOTHESIS TESTING

 

ANALYZ Makes standard errors/Wald test for functions of estimated parameters

CDF Distribution functions and P-values

COINT Unit root and cointegration tests

REGOPT Controls printing and storage of regression diagnostics

Return to list of functions

 

If you have any questions or comments about TSP please send an email to info@tspintl.com.

Comments or questions about this website should also be sent to the info@tspintl.com. Lost? Please consult the site map.