Sei sulla pagina 1di 441

EViews Illustrated

for Version 9

Richard Startz

University of California, Santa Barbara

EViews Illustrated for Version 9

Copyright © 1994–2015 IHS Global Inc. All Rights Reserved

ISBN: 978-1-880411-30-8

This software product, including program code and manual, is copyrighted, and all rights are reserved by IHS Global Inc. The distribution and sale of this product are intended for the use of the original purchaser only. Except as permitted under the United States Copyright Act of 1976, no part of this product may be reproduced or distributed in any form or by any means, or stored in a database or retrieval system, without the prior written permission of IHS Global Inc.

Disclaimer

The authors and IHS Global Inc. assume no responsibility for any errors that may appear in this manual or the EViews program. The user assumes all responsibility for the selection of the pro- gram to achieve intended results, and for the installation, use, and results obtained from the pro- gram.

Trademarks

EViews® is a registered trademark of IHS Global Inc. Windows and Excel are registered trade- marks of Microsoft Corporation. All other product names mentioned in this manual may be trademarks or registered trademarks of their respective companies.

IHS Global Inc. 4521 Campus Drive, #336 Irvine CA, 92612-2621 Telephone: (949) 856-3368 Fax: (949) 856-2044 e-mail: sales@eviews.com

web: www.eviews.com

March 19, 2015

Editors: Meredith Startz and IHS Global Inc.

EViews Illustrated is dedicated to my students of many years, especially those who thrive on organized chaos—and even more to those who don’t like chaos at all but who nonetheless manage to learn a lot and have fun anyway.

Acknowledgements

First off, I’d like to thank the entire EViews crew at IHS EViews for their many suggestions— and you’d like to thank them for their careful review of the manuscript of this book.

Next, thank you to David for letting me kibitz over the decades as he’s built EViews into the leading econometric software package. Related thanks to Carolyn for letting me absorb much of David’s time, and even more for sharing some of her time with me.

Most of all, I'd like to thank my 21-year-old editor/daughter Meredith. She's the world's best editor, and her editing is the least important contribution that she makes to my life.

Table of Contents

FOREWORD

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1

CHAPTER 1. A QUICK WALK THROUGH

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3

Workfile: The Basic EViews Document

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3

Viewing an individual series

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4

Viewing everything at once

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6

Looking at different samples

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7

. Looking at a pair of series together

Generating a new series

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10

13

Estimating your first regression in EViews

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15

Saving your work

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20

Forecasting

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22

What’s Ahead

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23

CHAPTER 2. EVIEWS—MEET DATA

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25

The Structure of Data and the Structure of a Workfile

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Creating a New Workfile

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26

27

. Deconstructing the Workfile

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28

Time to Type

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29

Identity Noncrisis

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34

. The Import Business

Dated Series

. Adding Data To An Existing Workfile—Or, Being Rectangular Doesn’t Mean Being Inflexible

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36

40

53

Among the Missing

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58

. Appendix: Having A Good Time With Your Date

Quick Review

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60

60

CHAPTER 3. GETTING THE MOST FROM LEAST SQUARES

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63

A

First Regression

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63

. The Pretty Important (But Not So Important As the Last Section’s) Regression Results

The Really Important Regression Results

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66

68

A

Multiple Regression Is Simple Too

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75

Hypothesis Testing

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76

Representing

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80

ii— Table of Contents

What’s Left After You’ve Gotten the Most Out of Least Squares

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.80

Quick Review

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.83

CHAPTER 4. DATA—THE TRANSFORMATIONAL EXPERIENCE

 

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85

Your Basic Elementary Algebra

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.85

. Data Types Plain and Fancy

Simple Sample Says

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.103

.98

Numbers and Letters

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.103

Can We Have A Date?

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.108

What Are Your Values?

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112

Relative Exotica

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