📄 arch_common.idlg
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/*
arch_common.idlg
*! VERSION 1.1.2 04mar2005
Tabs that are common to all arch DIALOGs.
*/
DIALOG model, tabtitle("Model 2")
BEGIN
GROUPBOX gb_archm _lft _top _iwd _ht10h, /*
*/ label("ARCH-in-mean options") /*
*/
CHECKBOX ck_archm _indent _ss _inwd ., /*
*/label("Include ARCH-in-mean term in the specification of the mean equation")/*
*/ option("archm") /*
*/
EDIT ed_archml @ _ls 80 ., /*
*/ label(`"ARCH-in-mean lags"') /*
*/ option("archmlags") /*
*/
TEXT tx_archml +85 @ 450 ., /*
*/ label(`"Lags of conditional variance to include in mean equation: (e.g., "1 3")"')/*
*/
TEXT tx_archme _ilft _ls @ ., /*
*/ label(`"Transformation of conditional variance for ARCH-in-mean terms:"')/*
*/
EDIT ed_archme @ _ss _vnwd ., /*
*/ label(`"ARCH-in-mean lags"') /*
*/ option("archmexp") /*
*/
TEXT tx_archme2 _vnsep @ _vnrb ., /*
*/ label(`"(use "X" to symbolize the value of the conditional variance)"')/*
*/
DEFINE _y _xxls
INCLUDE _arima
END
INCLUDE _arima_model_sc
DIALOG adv, tabtitle("Model 3")
BEGIN
GROUPBOX gb_het _lft _top _iwd _ht4h, /*
*/ label("Multiplicative heteroskedasticity")
TEXT tx_het _ilft _ss _ibwd ., /*
*/ label("Conditional variance model variables: (optional)")
VARLIST vl_het @ _ss @ ., /*
*/ label("Conditional variance model variables") /*
*/ option("het") /*
*/ allowts /*
*/
CHECKBOX ck_save _lft _xxls _cwd1 ., /*
*/ label("Conserve memory during estimation") /*
*/ option("savespace") /*
*/
TEXT tx_edarch _lft _ls _iwd ., /*
*/ label("Other ARCH term options to be included:") /*
*/
EDIT ed_edarch _lft _ss @ ., /*
*/ label("Other ARCH term options to be included") /*
*/
END
DIALOG adv2, label("") tabtitle("Priming")
BEGIN
GROUPBOX gb_arch0 _lft _top _iwd _ht12, /*
*/ label("Specification of priming (presample) values of ARCH model elements") /*
*/
RADIO rb_xb _indent _ss _ibwd ., /*
*/ label("Expected unconditional variance of the model")/*
*/ clickon("gaction adv2.en_arch0v.disable") /*
*/ first /*
*/ option(NONE) /*
*/
RADIO rb_xb0 @ _ss @ ., /*
*/ label("Estimated variance of the residuals from OLS")/*
*/ clickon("gaction adv2.en_arch0v.disable") /*
*/ option("arch0(xb0)") /*
*/
RADIO rb_xbwt @ _ss @ ., /*
*/ label("Weighted sum of squares from OLS residuals") /*
*/ clickon("gaction adv2.en_arch0v.disable") /*
*/ option("arch0(xbwt)") /*
*/
RADIO rb_xb0wt @ _ss @ ., /*
*/ label("Weighted sum of squares from OLS residuals, with more weight at earlier times")/*
*/ clickon("gaction adv2.en_arch0v.disable") /*
*/ option("arch0(xb0wt)") /*
*/
RADIO rb_arch0z @ _ss @ ., /*
*/ label("All values set to zero") /*
*/ clickon("gaction adv2.en_arch0v.disable") /*
*/ option("arch0(zero)") /*
*/
RADIO rb_arch0v @ _ss _rbwd ., /*
*/ label("") /*
*/ clickon("gaction adv2.en_arch0v.enable") /*
*/ last /*
*/ option(NONE) /*
*/
EDIT en_arch0v _rbsep @ _en7wd ., /*
*/ label("Value for variances and errors")/*
*/ numonly /*
*/ option("arch0") /*
*/
TEXT tx_arch0v _en7sep @ _rben7rb ., /*
*/ label("Value for variances and errors")/*
*/
GROUPBOX gb_arma0 _lft +45 _iwd _ht10, /*
*/ label("Specification of priming (presample) values of ARMA model elements") /*
*/
RADIO rb_armaz _indent _ss _ibwd ., /*
*/ label("All values set to zero") /*
*/ clickon("gaction adv2.en_arma0v.disable") /*
*/ first /*
*/ option(NONE) /*
*/
RADIO rb_p @ _ss @ ., /*
*/ label("Begin estimation after observation p, the AR order") /*
*/ clickon("gaction adv2.en_arma0v.disable") /*
*/ option("arma0(p)") /*
*/
RADIO rb_q @ _ss @ ., /*
*/ label("Begin estimation after observation q, the MA order") /*
*/ clickon("gaction adv2.en_arma0v.disable") /*
*/ option("arma0(q)") /*
*/
RADIO rb_pq @ _ss @ ., /*
*/ label("Begin estimation after observation p+q") /*
*/ clickon("gaction adv2.en_arma0v.disable") /*
*/ option("arma0(pq)") /*
*/
RADIO rb_arma0v @ _ss _rbwd ., /*
*/ label("") /*
*/ clickon("gaction adv2.en_arma0v.enable") /*
*/ last /*
*/ option(NONE) /*
*/
EDIT en_arma0v _rbsep @ _en7wd ., /*
*/ label("Value for presample errors") /*
*/ numonly /*
*/ option("arma0") /*
*/
TEXT tx_arma0v _en7sep @ _rben7rb ., /*
*/ label("Value for presample errors") /*
*/
CHECKBOX ck_cond _lft _xls _ckwd ., /*
*/ label("") /*
*/ clickon("gaction adv2.sp_cond.enable") /*
*/ clickoff("gaction adv2.sp_cond.disable") /*
*/
SPINNER sp_cond _cksep @ _spwd ., /*
*/ label("") /*
*/ min(1) /*
*/ max(10000) /*
*/ default("1") /*
*/ option("condobs") /*
*/
TEXT tx_name _spsep @ _ckspr ., /*
*/ label("Number of conditioning observations at the start of the sample")/*
*/
END
INCLUDE ifin
INCLUDE weights_i
INCLUDE se
DIALOG opt, tabtitle("Reporting")
BEGIN
DEFINE _x _lft
DEFINE _cx _spr
DEFINE _y _top
INCLUDE _sp_level
CHECKBOX ck_detail _lft _ls _cwd1 ., /*
*/ label("Report list of gaps in time series") /*
*/ option("detail") /*
*/
END
INCLUDE max_ml
SCRIPT PREINIT
BEGIN
script se_createAsML
END
SCRIPT POSTINIT
BEGIN
script max_setDefaultOPG
script se_setCluster_off
END
/* END: arch_common.idlg */
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