
Examples included with the
TSP 5.1 Demo
Several example TSP (batch) input files have been included with this demonstration version of TSP. They should help illustrate the many capabilities of TSP, even with the extremely limited memory in the demo version. Below is an alphabetical list of the examples, with a description of what each one does. If you would like to run all the examples with a single command, use the RUNALL.BAT batch file.
arma11 ARMA(1,1) and ARIMA(0,1,1) model benchmarkscdf CDF = Cumulative Distribution Function. Computes P-values.differ Analytic derivatives for most of the TSP functionseig Eigenvalues and eigenvectorsfunc Evaluate some of TSP's functions, like CNORM = Cumulative Normalgmm Generalized Method of Momentsgrunfeld Grunfeld data - panel fixed and random effectshctype Types of Heteroskedastic-Consistent VCOV matriceshelp HELP command -- gives syntax of 200 TSP commandsillus43 Illustrative model from TSP 4.5 User's Guidekalman Kalman Filterklein Klein-I model -- OLSQ , AR (1), 2SLS and LIMLklein3s Klein-I -- 2SLS and 3SLS benchmarks (barely enough memory)kleinfml Klein-I -- FIML benchmarkkleinsol Klein-I -- dynamic and static forecasts of multiequation modellngnam Tests names longer than 8 characterslongley Longley (1967) OLS regression benchmarkma2c MA(2) model benchmarkmaseas Seasonal MA benchmark (Airline data)matest42 Matrix algebramlpm Maximum Likelihood (user specifies log likelihood equation)msd43 Means and Standard Deviationspdlcorc4 Polynomial Distributed Lags (Almon lags)ploth Video/Hardcopy graphics (DOS full screen)robust Robust estimators -- LAD, LMS, Student's t residualsvarf VAR (Vector AutoRegression) Forecastingwhitfast White ("heteroskedastic-robust") standard errors
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