The dataset may also be stored in an ASCII or flat file. If that is so, the names of all the variables must also be included:

     setVarNames date price;
     setDataSet msft;

When the input data is stored in an ASCII file, setDataSet creates a GAUSS dataset with the data in it. Subsequent references to this dataset can be to the GAUSS dataset rather than to the original ASCII file.

If the GAUSS dataset contains a "date" variable, it must be in the standard form, yyyymmdd.

  If the list of variable names for the ASCII data file contains a "date" label, and if the corresponding column in the ASCII file is in one of the common formats, mm/dd/yy or mm/dd/yyyy, it will be transformed into the standard format yyyymmdd before being added to the newly created GAUSS data set.

Occasionally financial data in ASCII file format will have the data sorted in the reverse order to that required by FANPAC, i.e, with the latest date at the top instead of the bottom. When the GAUSS dataset is created, the data will be sorted into the order required by FANPAC.

• 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

R. Schoenberg
1999-03-29