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Appendix A <- Previous: Working with NLP
When the FANPAC keyword commands are used for the estimation of time
series models, results and other information about the data and model
are stored in a GAUSS .fmt file created by the session keyword command.
The name of this file is taken from the label argument in the invocation
of session. That is, the statement
Most of the FANPAC keyword commands read or add to this file.
However, the file on the disk is always up to date and so if there
is a crash, all information or results up to the point of crash
will be in that file. This also means that your command file can
access this file at any time between keyword commands and be able
to generate the most recent results or information. For example,
it would be possible to look into this file for estimation results
from a previous estimation for use as starting values for a later
estimation.
This matrix stored in this file is generated using the GAUSS VPUT
function. It contains first, information specific to the session,
such as dataset name, labels of dependent and independent variables,
etc.. And second, it contains matrices themselves generated by the
VPUT function that store information about a run or estimation.
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