23.0 VARFREQ Command                                                            
                                                                                
     The VARFREQ command will run the Geweke MTSM program to decompose a        
VAR model into the frequency domain. The VARFREQ command has at present         
only been implemented for a few of the features of the MTSM program. Old        
style commands are used if the program is run interactively since once          
the program is active, the parser is not active. For further detail on          
the old style commands, see "The B34S Data Analysis Program: A Short            
Writeup" which documents all B34S native syntax.                                
                                                                                
Form of the command.                                                            
                                                                                
     B34SEXEC VARFREQ options parameters$                                       
       VAR Xvar1 Xvar2$                                                         
       VARF  options parameters$                                                
       PGMCARDS$                                                                
          more old style commands here                                          
       B34SRETURN$                                                              
       B34SEEND$                                                                
                                                                                
                                                                                
     If the PGMCARDS$  - B34SRETURN$ sentences are present, the final           
TERMINATE is omitted.  VAR is a required sentence.                              
                                                                                
Parameters on VARFREQ command.                                                  
                                                                                
     IBEGIN=n1   -  Sets first observation number. Default =1..                 
                                                                                
     IEND=  n2   -  Sets last observation number. Default = NOOB.               
                                                                                
     DATAP= n3   -  Sets yearly (=1), quarterly (=4), monthly (=12)             
                    default = 1.                                                
                                                                                
     YEARS=(n4,n5) - Sets initial year and period. This is required.            
                                                                                
     YEARE=(n6,n7) - Sets ending year and period.  This is required.            
                                                                                
     RUN=key       - Sets running mode.                                         
                     key = BATCH       run in batch. This is default.           
                         = DLOADO      load data only.                          
                         = RINTER      do not load data, run                    
                                          interactively.                        
                         = LDRINTER    load data and run interactively.         
                                                                                
     NCOLS = n8    - Sets number of columns to save data. Default = 2 *         
                     # of series on VAR sentence.                               
                                                                                
Note:  If run interactively, B34S will not begin to run unless                  
       the B34SRUN$ command has been used in place of B34SEEND$.                
       The data is saved on unit 11 in unformatted form in Col  1 ...           
       Col. NSERIE. If RUN=BATCH  a final terminate command is                  
       automatically given. If the interactive options are requested,           
       the user will enter the commands at the terminal and will not use        
       the PGMCARDS$ or DATACARDS$ sentences.                                   
                                                                                
VAR sentence.                                                                   
                                                                                
     VAR Xvar1 xvar2 xvar3  $                                                   
                                                                                
     Loads data from B34S into command.  Do not confuse this global             
required VAR sentence with the local VAR paramater in VARF sentence.            
                                                                                
VARF sentence.                                                                  
                                                                                
     The VARF sentence controls estimation of VAR models in the                 
frequency domain.                                                               
                                                                                
Preliminary options and parameters on VARF sentence.                            
                                                                                
     NLAGS = n1    Sets number of lags in VAR model. This is required.          
                                                                                
     VAR=(Xvar1,Xvar2) Sets variables in VAR model.                             
                                                                                
     FEEDX =(  )  Specifies X variables for feedback analysis.                  
                                                                                
     FEEDY =(  )  Specifies Y variables for feedback analysis.                  
                                                                                
     FEEDZ =(  )  Specifies Z variables for conditional feedback                
                  analysis.                                                     
                                                                                
     DUMMY=key    Specifies user Dummy variables.  The only supported           
                  options are CONS or NONE. Default = NONE.                     
                                                                                
     NREP= n2     Sets number of replications. Must be > 3.                     
                  Default = 4.                                                  
                                                                                
     TABLE=(' up to 16 characters')                                             
                                                                                
     TABLEU=n3    Sets table unit.  Default = 6.                                
                                                                                
     FREQ=(r1,r2,..rk)   Sets up to 70 frequencies. Default = 11                
                         frequencies from 1.0 to 0.0 if PERIOD has              
                         not been set. Actual frequencies are 1.0pi-            
                         0pi. These translate to period with the                
                         following formula: (2/ f) = period.                    
                         For example a frequency of f * pi where f              
                         is .5 is a period of 4.                                
                                                                                
     PERIOD=(r1,r2,..rk) Sets up to 70 periods. Periods specified must          
                         be GE 0.0. If both FREQ and PERIOD are set,            
                         PERIOD will be used. If neither are given, FREQ        
                         default will be used.                                  
                                                                                
     ORDMULT=n4          Sets ordinate multiplier for conditional               
                         feedback analysis. Default = 1. Range 1-32.            
Sample job.                                                                     
                                                                                
     b34sexec varfreq  datap=4 years=(1900,1) yeare=(1973,4)$                   
        var time gasin gasout constant$                                         
        varf nlags=6 var=(gasin,gasout) feedx=(gasin) feedy=(gasout)            
             dummy=cons nrep=100 table=('test of program')                      
             freq=(1.0 .9 .8 .7 .6 .5 .4 .3 .2 .1 0.0)  $                       
        b34seend$