TSP Commands

• 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

• 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

• 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

• 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

• 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

• 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

• 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

• 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

• 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

• 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

• 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

• 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

• 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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