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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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EViews: How to estimate by OLS a more complex regression model?

For example I estimated by OLS the following model: using an Eviews program file with code: equation e1.ls log(cons) c log(sw) log(nsw) log(inc) However, I have to now estimate this model: But I am not sure how to go about writing the code. I…
user14336952
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Threshold vector autoregression, different amount of lags for each regime

I've been trying to run a threshold vector autoregression (TVAR) model. I need to allow each regime to have a different number of lags. I have tried in matlab using Gabriel Bruneau's toolbox, the tsDyn package in R, and the thsvar add-in in E-views.…
camilo lopez
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How to import Eviews data into pandas

I am unfortunately only given datasets for my time series course as an Eviews wf1 file. How can I import this into pandas? I cannot find an answer in pandas online documentation.
riemann_lebesgue
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Moving average in eviews and Python

I wanted to ask when doing moving average models in Time series trend analyze when we do moving average in eviews we do something like code below moving average = @movavc(data, n) However in python, we would do something like below: data["mov_avc"]…
Thomas Kyle
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What is the order of AR and MA?

I am unable to understand how to choose the order of AR and MA for ARIMA model. I am using Automatic ARIMA forecasting tool of E-views and it gives ARMA(2,4) but the output table shows p-values of these greater than 0.05.
Ankita
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Optimal lag of Johansen cointegration test in Eviews

If I choose the optimal lag of VAR from lag length criteria function in Eviews. When I conduct Johansen Cointegration test, as Eviews tells that the lag in Johansen is for differened terms, so the lag that I need to specify is the optimal lag from…
Menn
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Flow of Control Statement...eviews

i am having a simple problem ,i am sure the solution is easy but , i am not able to solve it . however when i operate : smpl 1 500 genr u1=nrnd*4 genr u2=nrnd*5 genr serix =.1 genr serix =.1 genr seriy=.1 for !i=2 to 500 smpl !i !i…
Zina Jg
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Is there any way to impliment Elliott–Rothenberg–Stock (ERS) with Hannan-Quinn lag selection criterion in R?

Hi TimeSeries and R gurus, Is there any way to impliment Elliott–Rothenberg–Stock (ERS) with Hannan-Quinn lag selection criterion in R? Libraries like urca, fUnitRoots and fSeries have commands for Elliott–Rothenberg–Stock unitroot test. However, I…
M.Qasim
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Find last " in strings where " are written as ""

I'm trying to write a (Ruby) regex for capturing the double quote that closes an EViews string. In EViews, strings are enclosed by double quotes and to include actual double quotes in a string, we write double double quotes: myStr = "item1 item2…
Fredrik P
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HexFile package R

I am trying to import an eviews file (.wf1) into R with the hexView package. Code: file = readEViews(hexViewFile("eviewsr.wf1"),as.data.frame = TRUE) Error message: Error in readBin(infile, what = "raw", n = nbytes) : can only read from a…
user191919
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Autocorrelation and heteroskedasticity in VAR models

I am building a VAR(X) model to find the effects between advertising expenditures in different channels and Google Trends Search Volume Index for a specific brand and its competitors using daily time-series data. However, when checking for residual…
larissa komen
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Different results in R and Eviews for SVAR

I'm estimating a SVAR in R, but the A-B form results are very different than in Eviews, I'm not sure why it happened. Also, the option I think is right gives me error message. Could anyone help me? Here is the R code I'm using: resA <- matrix(NA,…
ZhiJie Fu
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Using EViews, running a Robust Least Square Regression, I can't do an MM-estimation?

I have developed a fairly simple multivariate regression econometrics model. I am now attempting to run Robust Regressions (EViews calls them Robust Least Square). I can easily run a Robust Regression M-estimation. But, every time I run a Robust…
Sympa
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eViews: save quarterly data in workfile with 10min frequency

I have a dataset (in Excel) consisting of quarterly observations. For each of these Observations, I also have an exact date and time, like: Obs.value, 20000101, 07:00. Also I created an eViews Workfile with 10 Minute frequency. Now I want to import…
user2986671
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