Appendix A

<- Previous: Working with NLP
Next ->: Session Entries

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

    session amzn 'analysis of daily data';
generates a file called amzn.fmt in the current directory.

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.



R. Schoenberg
1999-03-29