- name
- session name, also the name of .fmt file storing
session information and results
- title
- session title
- dataset
- name of GAUSS dataset containing time series and independent variables
- series
- names of time series to be analyzed in this session
- IndVars
- names of independent variables
- range
- range of data to be analyzed
- scale
- scale factor used in transformation of time series by
either computeLogReturns or computePercentReturns
- version
- version of FANPAC for this session
- date
- date of the creation of this session
- runs
- character vector of runs in this session
Each of these entries is initialized to a missing value, and is then filled
with the appropriate information as it becomes available.
At each estimation run, an additional matrix is added containing the
estimation results and information about that run. The name of the matrix
is determined by the label in the first argument in the invocation of
estimate. For example,
estimate run1 garch(1,1);
causes a matrix to be created using the VPUT command with the name
run1 in which results stored.