The first statement in the command file declares the library to be used.
library fanpac,pgraph;
The pgraph library is not required if there will be no plotting.
The session keyword command initializes the session file and
the basic global variables. The command takes two arguments,
the session label, and the session title. The title is
optional but the label is required. The label can't be more
than 8 characters and is used for the name of the session file.
When this statement is executed,
session amzn 'daily Amazon.com';
a file called amzn.fmt is created in the current
directory. As further statements are executed, information
about the data and estimated models are stored in that file.
The file contains a vector generated using the GAUSS VPUT
function. It's contents can be inspected through the use of
the vlist and vread functions. A list of its complete
contents can be found in Appendix A. See Section 3
for an introduction to using it.