UNIQUEVALUES Procedure

@UNIQUEVALUES returns a vector of sorted unique values for an input series over an indicated range.

@UniqueValues(options) series start end

Parameters

series	source series
start, end	range of series to use. By default, the defined range of series.

Options

VALUES=(output) VECTOR of values found in the series [required]

SMPL=standard SMPL option[not used]

Example

This extracts the unique values from the threshold series, then runs a set of threshold regressions over a subrange of those (excluding the fraction PI at either end).

@UniqueValues(values=testvalues) threshold startl endl

compute pistart=fix(pi*%size(testvalues)),piend=%size(testvalues)-pistart+1

do ttau=pistart,piend

compute ltau=testvalues(ttau)

set xsplit(1) = u{1}*(threshold>=ltau)

set xsplit(2) = u{1}*(threshold<ltau)

linreg(noprint) du startl endl

# xsplit du{1 to lags}

if ttau==pistart.or.%rss<rssbest

compute taubest=ltau,rssbest=%rss

end do tau

compute ltau=taubest