LINCO <data>,<matrix_of_coefficients> computes and saves linear combinations of variables in <data> into the same data (file). <matrix_of_coefficients> is a standard MAT file with following properties: The names of variables to be used in linear combinations are the row labels (8 first characters will be matched) of the matrix. An additive constant must be indicated by row label 'constant' or '-'. The names of the linear combinations are the column labels of the matrix. New variables (of 4 bytes) are created when necessary. Lagged variables may be used by giving in the matrix an extra column with label '#lag' and with integer elements. In this column negative values refer to lags and positive to leads. LINCO will be an important auxiliary operation when computing various derived variables in linear models, multivariate analysis, etc. Several statistical modules generate their own matrices of coeffi- cients to be used in LINCO. For example, LINREG gives the regression coefficients (REG.M) to be used in computing predicted values of the model (See also OUTCNTRL?). Example: 11 * w=1/5 12 *MATRIX MOV5 13 */// %2 #lag 14 *%1 w -2 15 *%1 w -1 16 *%1 w 0 17 *%1 w 1 18 *%1 w 2 19 * 20 *MAT SAVE MOV5 21 *LINCO DATA1,MOV5(Temp,Ave5) LINCO on line 21 computes and saves a five term moving average 'Ave5' of variable 'Temp' in data 'DATA1'. The matrix of coefficients 'MOV5' has to be saved by MAT SAVE MOV5 on line 20 before activating LINCO. The matrix of coefficients may have replaceable parameters %1,%2,... as column and row labels, too. In this example MOV5(Temp,Ave5) means that %1 will be replaced by 'Temp' and %2 by 'Ave5'. Hence, the same matrix may be used for different applications. V = More information on transformations (VAR) O = Output matrices (giving coefficients) S = More information on statistical operations

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