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Questions tagged [eviews]

EViews is a statistical package, used mainly for time-series oriented econometric analysis.

Eviews is a statistical program. It's main use is econometric analysis and forcasting of time-series. Eviews has both a GUI interface and a scripting language to work with the data. It uses its own format for saving data (workfile, file ending wf1), but can also access other formats including ODBC connections.

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Replicate EViews' MA() function in R regression

I'm taking some models that were built in EViews and putting them into R. I'm having trouble replicating EViews' MA function. I tried using the lag of the regressions residuals, but this isn't quite the same. I've seen some mentions that this is an…
Rafael
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Transition between PCA and factor analysis Eviews

I have 8 financial variables that vary across sectors (see attached file). In total I have 30 observations. I want to run a PCA analysis in order two scores (one score for profitability and the other for indebtness). In my financial variables, I…
Dorra s
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How to achieve Tramo/Seats seasonaly analysis with regressos in statsmodels?

I frequently used Eviews for econometric analysis, and would like to move on to Python for some automatic work. Now I wonder how can I achieve Tramo/Seats seasonaly analysis with regressors in statsmodels? To be specific, I have a monthly series of…
lkonweb
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OLS or Fixed Effects;

I am writing my master thesis at the moment, and I have some struggles with the eviews output. In my paper I investigate a credit rating change effect on the profitability of a firm, in this example measured with return on equity (ROE). I made dummy…
Mats Poorthuis
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Import Eviews workfile into R

I have problem importing an Eviews workfile into R. I use the hexView package and I can get the time series data into R but I do not get the periods responding to the time series imported. (The periods is not stored as a timeseries object.) I would…
CaptHaddock
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Eviews can't export to Excel when print titles are defined

We want to save time when exporting to Excel from Eviews. To do this we have export a long list of variables in one command. Totally almost 800 rows are exported at once. We want to have titles on top of each page. To be readable we have at most…
Linkan
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EViews can't import a newly-copied Excel workbook

I have an Excel file which I am able to import into EViews. When I copy this file (either manually using the File Explorer or using the shell command in Matlab), I cannot directly read that file into EViews. I get the following error: File…
RAFisherman
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How to import data from EViews to MATLAB directly (without writing anything to disk)

I would like to import data from an EViews (point-and-click econometric software which I am regrettably forced to use) database directly into MATLAB without writing any temporary files to disk. Of course it is straightforward to export a series to…
transversality condition
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What does w{%A}(!i+1) mean in EViews?

Couldn't find any hint about w{} on eviews documents. Any explanation? w{}(), can't understand how it works. BTW, how can I print a single variable to command window not print it to a file? Thanks!
Windtalker
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OLS regression data eviews

I'm doing an OLS regression to estimate the global financial cycle from 1980q2 to 2018q4. I have to use all dependent variables in growth rate but when I use GDP in growth rate I get non-significant results whereas if I use it in levels I get a…
Moly
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State Space Model in R

I would like to do a similar SSM in R. Below the code in Eviews. Is a simple SSM. How would be the code in R ? Thanks for help. I have never done a SSM in R. %keep = "POP PIT" '(two series) %dataIni = "2012m01" %dataFim = "2023m02" for %var…
Leandro Pires
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Automatic arima forecasting value issues

I run automatic arima forecasting in eviews and it is give the result but it is not generate forecasting value further periods. The values are not generate or forecasting the further periods in automatic arima forecasting
S. SURYA PRAKASH
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ImportError: cannot import name 'COMError' from '_ctypes'

I got the error like : ImportError Traceback (most recent call last) in ----> 1 import pyeviews as pye 1 frames /usr/local/lib/python3.9/dist-packages/comtypes/init.py in 26 27 from ctypes import * ---> 28 from…
shuning zhang
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Quarterly forecast with Midas (eviews)

I'm really struggling with this problem. Suppose I want to forecast 2022Q3 GDP using a monthly variable for industrial production (let´s call it IP), the first lag of GDP and a constant with MIDAS. Now, let's consider that I'm in July/22 and have…
Jackaba
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PCA in R - trying to compute Normalize scores instead of normalize loadings

I am trying to calculate normalize scores of my PC instead of normalize loadings. I have tried to use princomp and prcomp package. All my data are scaled and centered. In Eviews there is just one click by default: the loadings are normalized so the…
Tomassi
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