TSP Commands

Here is the list of commands grouped by function. Because of space considerations, we have not listed the options available for each command. Please see the online manuals (TSP Reference Manual, TSP User's Guide) 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
	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

AR1 Linear regression with AR(1) serial correlation correction

BJEST Box-Jenkins ARIMA estimation

BJIDENT Box-Jenkins ARIMA identification

CORR Makes a correlation matrix

COVA Makes a covariance matrix

INST Instrumental variables estimation

KALMAN Kalman filter estimation

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.)

PRIN Principal components

VAR Vector AutoRegression estimation

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NONLINEAR ESTIMATION & FORMULA MANIPULATION

3SLS 3-Stage Least Squares

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

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

PARAM Defines estimable scalar variables (parameters)

SUR Seemingly Unrelated Regressions

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QUALITATIVE VARIABLE & GENERAL MAXIMUM LIKELIHOOD ESTIMATION

LOGIT Conditional and/or multinomial logit estimation

ML General maximum likelihood estimation

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

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FORECASTING & MODEL SIMULATION

ACTFIT Compares actual and fitted series with Theil statistics

BJFRCST Box-Jenkins ARIMA forecasting

FORCST Forecast using the previous regression coefficients

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

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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

LIST Gives a single name to a list of TSP variables

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

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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

INPUT Reads TSP commands from an external file

KEEP Marks variables for storage on a TSP databank

OUT Causes automatic storage of new variables in databanks listed

OUTPUT Directs output to a file instead of the screen

READ Reads data from a file or from the command stream

RECOVER Recovers lost program from INDX.TMP file

RESTORE Restores TSP variables from a SAVE file

SAVE Saves all current variables in a file

STORE Writes microTSP-format databank files

TERMINAL Redirects output to screen instead of to file

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

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CONTROL FLOW

CLEAR Restarts interactive TSP, without saving backup file

COLLECT Collect a group of TSP commands to execute

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

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

EXIT Terminates current mode

GOTO Transfers control to a new line

IF Part of IF/THEN/ELSE control block

LOCAL Marks variables as local to a PROC

PROC Defines a user procedure

QUIT Stops TSP

STOP Stops TSP

THEN Part of IF/THEN/ELSE conditional structure

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INTERACTIVE EDITING COMMANDS AND/OR DATA

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

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

EDIT Simple command editor

ENTER Interactive data input with prompting

RETRY Edits previous command and reexecutes it

UPDATE Replaces observations of a series

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DISPLAY & DIAGNOSTICS

ASMBUG Prints debug output during parsing of TSP input

COMPRESS Removes deleted or internal variables and frees up working space

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

FIND Lists all lines containing a given command

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

HELP Command descriptions and syntax summaries

HELPR Information from TSP 4.0 Reference Manual (VAX/VMS only)

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

REVIEW Lists range of TSP command lines

SHOW Lists info on variables by type

SYMTAB Debug version of SHOW

SYSTEM Temporary exit to operating system without losing TSP session

TITLE Print a string in page header or with stars

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

USER User-programmable command (calls USER subroutine)

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OPTIONS

FREQ Set the seasonal frequency for a TSP run

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

NOPRINT Turns off the data echoing in a LOAD section

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

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MATRIX OPERATIONS

INPROD Inner product of two vectors

INV Inverse and determinant of a matrix

MADD Adds two matrices

MATRAN Transposes a matrix

MATRIX Matrix algebra

MDIV Divides a matrix by a scalar

MEDIV Divides first matrix by second

MEMULT Multiplies individual elements of two matrices

MFORM Form or reform a matrix

MMAKE Makes a matrix from series or a vector from scalars

MMULT Matrix or scalar multiplication

MSQUARE Multiplies transpose of matrix by itself

MSUB Subtracts second matrix from first

ORTHON Orthonormalizes a matrix

T2YMLT Forms U*Utrans matrix product

UNMAKE Splits matrix into columns or vector into scalars

VGVMLT Product of (implicit) vector and matrix

YFACT Choleski factorization (matrix square root)

YINV Generalized inverse and det. of symmetric, positive definite matrix

YLDFAC LDL decomposition of symmetric matrix

YQUAD Generalized quadratic form A*B*Atrans

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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

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