The complete FANPAC package includes source code for solving a variety of time series models. Their application for specific problems can be quite complicated, however. To reduce this complexity keyword commands have been added. These commands invoke GAUSS keyword procedure that handle the data files, the global variables, store input and output information in a "session" file, and call the procedures for the estimation of the models.

The use of these keyword commands is described in this chapter. Note that it is not a description of the complete set of keyword commands but rather includes only those for basic use. See the keyword reference chapter in the Manual or the header portion of fanpac.src for the complete list.
 

• Basic Use
  • Initializing the Session
  • Defining the Dataset
  • The Dependent Variable
    • Transforming the Dependent Variable
    • Direct Transformation
  • The Independent Variables
    • setIndVars
    • setIndEqs
    • setCVIndEqs
    • Transforming Independent Variables
  • The Estimation
  • Displaying Results
    • Conditional Variances, Standard Deviations, Residuals
    • Forecasts
• Advanced Use
• Session File
• Modifying NLP globals
• Start Values
  • Saving and Retrieving Estimates for Start Values
    • Retrieval of Start Values
    • Direct Retrieval of Estimates
• Working with NLP
• Appendix A
  • Session Entries
  • Run Entries
• About this document