Download EViews 4.0 User's Guide

Transcript
M—703
Local weighting option 237
LOESS 236, 238
Log likelihood
average 426
censored models 445
exponential 461
for binary models 422
for regression (normal errors) 268
negative binomial 459
normal 461
ordered models 439
Poisson model 459
restricted 426
truncated models 454
Logical expression 90
in easy query 125
Logit models 424
Long name 49
for series 174
LOWESS. See also LOESS
LR statistic 373, 426, 452, 453, 462
QLR 466
M
MA specification
backcasting 320
forecast 358
in ARIMA models 311
in two stage least squares 289
Marginal significance level 266, 367
Marquardt 665
Match operator in database query 128
Maximize window 7
Maximum likelihood
full information 498
quasi-generalized pseudo-maximum likelihood
465
quasi-maximum likelihood 460
user specified 471
McFadden R-squared 426
Mean 152
Mean absolute error 353
Mean absolute percentage error 353
Measurement equation 578
Measurement error 283, 382
Median 152
Menu 8, 48
main 8
objects 49
Merge
graphs 45
store option 114
Micro TSP
opening workfiles 38
Minimize window 7
Missing values 92
handling in estimation 264
in frequency conversion 73
in models 638
recoding 94
Model consistent expectations 631
Models
add factors 601, 626
aliasing 603, 626
binding variables 603
block structure 623
convergence test 638
creating 618
definition 495
diagnostic messages and iteration history 637
dynamic solution 633
equation view 620
excluding variables 625
extended search 638
Fair-Taylor solution 630
fit option for solution 633
future values 629
Gauss-Seidel solution 672
handling of ARMA terms 633
initialize excluded variables 638
inline equations 619
intercept shift add factor 627
linked equations 619
missing value handling 638
Newton solution 672
overriding variables 603, 626, 629
properties of equations 621
roundoff of solution 639
scenarios 616, 625
simultaneous and recursive blocks 623
solution methods 637
solving 629
solving to match target 640
starting values 638