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EViews

EViews. Agenda. Introduction EViews files and data Examining the data Estimating equations. What is EViews?. An econometrics package, which provides data analysis, regression and forecasting tools Useful for many different analyses Very user-friendly Excellent help function.

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EViews

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  1. EViews

  2. Agenda • Introduction • EViews files and data • Examining the data • Estimating equations

  3. What is EViews? An econometrics package, which provides data analysis, regression and forecasting tools • Useful for many different analyses • Very user-friendly • Excellent help function

  4. Eviews can read Excel and numerous other file types

  5. The data is stored in a workfile. Eviews holds other types of information in the workfile as well

  6. It is often useful to transform existing variables for various purposes. This can be done in EViews using the [Genr] button in the top right hand corner of your workfile

  7. Copying output • Any graph or equation output can easily be copied into a Word document for example. • To copy a table, simply select the area you want to copy and click Edit  Copy. A dialog box should appear, where you would usually select the first option: Formatted – copy numbers as they appear in table. • Then you go to Word and paste the selected area and change the size of the output until it suits your document.

  8. Examining the data EViews can be used for examining the data in a variety of ways. In the following we will only demonstrate a few. • Displaying line graphs • Drawing a scatter plot • Obtaining descriptive statistics and histograms • Displaying correlation and covariance matrices

  9. Displaying line graphs - Open the series and click the [View] button. Choose graph or multiple graph depending on whether you have opened a group.

  10. Drawing a scatterplot - Click the [View] button and choose Graph  Scatter  Regression Line.

  11. Obtaining descriptive statistics and histograms. Click the [View] button. Choose Descriptive Statistics  Histogram and Stats

  12. Displaying correlation and covariance matrices • The easiest way to display correlation and covariance matrices is to highlight the relevant series (using the mouse and the [Ctrl] key) and then click Quick  Group Statistics  Correlations (or Covariances if you want a covariance matrix).

  13. Estimating equations • When you have opened your workfile you click on the [Objects] button. Select New Object  Equation and the following dialog box should appear

  14. You can enter the model in two ways: • List the dependent variable followed by C for the intercept term and then the independent variable(s). • In the same window you type the model as a true equation, where each coefficient is written as C(k) with k = 1, 2, 3, ….

  15. log(m1) c log(gdp) rs dlog(pr) • log(m1)= c(1)+c(2)*log(gdp)+c(3)*rs+c(4)*dlog(pr) When you have entered the equation you select the estimation Method (default is Least Squares) and your Sample (default is the entire sample).

  16. The [Options] button gives you the opportunity to change the estimation procedure further. For example you can choose the White correction if the dataset has problems with heteroscedasticity.

  17. Click OK and get the following output.

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