B34S ProSeries Econometric System

The B34S ProSeries Econometric System is a full-featured data analysis software. It provides comprehensive capabilities that encompass a variety of cross-sectional and time series modeling methods. Advanced users will also appreciate the ability to customize user-defined procedures and routines through the generalized matrix programming environment capabilities and the flexible program control language provided in the ProSeries Econometric System.

System Features
Limited dependent variable problems

• LOGIT models
  
• PROBIT models
  
• Multinominal LOGIT
  
• Ordered PROBIT
  

• Error Component Models
  
• Dynamic Panel Data Models

  Times Series Modeling

• ARCH/GARCH Models
  
• Vector AR Models
  
• State Space ModelsEstimation of spectra based on an ARIMA model
  
• Frequency Decomposition of VAR Models
• Spectral Analysis
• and more

• Recursive Residuals Analysis
  
• BLUS Residuals Analysis.
  
• QR Factorization Analysis
  
• Principle Component Regression
• Hinich Tests for Non-linearity

Nonlinear Model Detection, Estimation and Forecasting

• Multivariate Adaptive Regression Spline
• PI-Spline Model Estimation.

Structural Equations Estimation

• Two-stage least squares
  
• LIML.
  
• Three-stage least squares
• I3SLS
• Constrained Reduced-form Models

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Markov Analysis

L1 and MINIMAX estimation of panel data

Solution of LP Maximization problems

User programs written in the B34S MATRIX language

B34S has two-way links with SCA, SAS, SPEAKEASY, and RATS and can make data loading command files for EXCEL, MATLAB, MINITAB, SHAZAM, LIMDEP and many more systems. B34S contains a user-extendable help facility. B34S menus under the Display Manager on the PC are developed using the B34S MAKEMENU command. This facility makes them user-extendable, since they are just B34S programs. Libraries of templates are supplied for most tasks. On the PC, B34S contains a data viewer, an output and log viewer, and an editor.

The user can designate an editor, such as KEDIT, EDIT or KEDITW. B34S versions run on IBM CMS, IBM RS/6000, SUN SOLARUS, DOS and Windows 95/NT. The DOS and Windows 95/NT versions have a graphical front end (Display Manager) and high-resolution graphic capability that includes line plots, 2D and 3D histograms, bar plots, contour plots and 3D surface plots. The user has the choice of either supplying the 3D surface in the form of a matrix or letting B34S determine the surface from three vectors. This latter capability allows the user to visualize the data in a 3D world before deciding on an estimation strategy.

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B34S ProSeries Econometric System Commands and Syntax

REGRESSION OLS and GLS estimation. BLUS and RA analysis.
REG Regression analysis for panel data and time series data.
LIST Display data in B34S data file.
PLOT Plot and graph series in B34S data file.
PROBIT Probit analysis on (0-1) dependent variables.
TOBIT Tobit analysis on truncated dependent variables.
LOGLIN Logit analysis on up to four equations at once.
ECOMP Error-components analysis.
AUTOC Autocorrelation and cross correlation analysis.
RR Recursive-residual analysis.
QR QR factorization & principal component analysis.
DATA Load data into B34S .
MPROBIT Multinomial probit analysis.
MLOGLIN Multinomial logit analysis.
SIMEQ 2SLS, LIML, 3SLS, I3SLS, FIML, SUR estimation.
TRANSPROB Estimate Markov probability model.
BTIDEN Identification of VAR models.
BTEST Estimation of VAR models.
NONLIN Estimation of user-specified nonlinear models.
MATRIX Matrix programming and development environment.
TOOLKIT Matrix environment toolkit routines.
VARFREQ Spectral decomposition of VAR models.
PGMCALL Branch to SCA, SAS, SPEAKEASY, SPSS, TSP and LIMDEP.
POLYSOLV Solution of polynomials.
DTASSM Data-manipulation utilities.
OPTCONTROL Optimal control analysis.
CALL Call user procedure.
KFILTER Estimate state-space model.
SOURCE B34S FORTRAN source manager.
SCAINPUT B34S/SCA input option.
SCAIO Read/Write SCA data macros
FORECAST Automatic VAR forecasting model development.
Multivariate Adaptive Regression Splines.
PISPLINE PI method of fitting an underlying smooth function.
GENMOD Generate data sets with given covariance structure.
HRGRAPHICS High resolution graphics.
SORT Sort data.
SPECTRAL Spectral analysis.
MAKEMENU User menu facility.
DMF Data management facility.
MVNLTEST Multivariate tests for nonlinearity.
CITIBASE Load Citibase data into B34S using RATS.
READVBYV Read data variable by variable.
TRANSPOS Transpose data matrix.
DESCRIBE Describe series loaded.
ROBUST Robust estimation.
FREQ Frequency plots and cross tabulation.
LPMAX Linear programming.
EXPAND Weight dataset.
SASB34SW Running B34S under Windows SAS on PC