Scribd
Upload
41 views6 pages

EViews 10 Student Version Guide

The document provides instructions for downloading the Eviews 10 student version and opening Excel files within Eviews. It includes commands for estimating equations, analyzing residuals, and estimating GARCH models, as well as simulating MA(1) and AR(1) processes. Additionally, it outlines various options for viewing and analyzing data series.

Uploaded by

uaukumo
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
41 views6 pages

EViews 10 Student Version Guide

The document provides instructions for downloading the Eviews 10 student version and opening Excel files within Eviews. It includes commands for estimating equations, analyzing residuals, and estimating GARCH models, as well as simulating MA(1) and AR(1) processes. Additionally, it outlines various options for viewing and analyzing data series.

Uploaded by

uaukumo
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

To download Eviews 10 student version –free:

[Link]

Open an excel file in eviews:

File > Open > Foreign Data as Workfile and select Excel file

Opening a .wf1 file:

File > Open > EViews Workfile and select file

Useful commands

• Quick:
o Sample: To select the sampling period
o Generate series: to create a new series by equation

Alternatively, we can use the command line:


o Estimate Equation: (this is the way to do it in EViews 10 – in past
versions of EViews it’s simpler – just type the equation and run or
(choose White covariance method))

And select options:


To analyze the residuals: View-> Residual Diagnostics….

To save the residuals: Proc-> Make residual series


To estimate a GARCH model:

Quick-> Estimate Equation and in method select ARCH

Click OK
Double click on the series you want to analyze and:

• View:
o Spreadsheet: to see the series of observations
o Graph: to make a plot of the series
▪ We can look at some transformations of the series by
selecting from the drop-down list:

o
o

o Descriptive Statistics and Tests (to analyze series (mean,


stdev,…), Jarque-Bera test)
o Correlogram (you can choose level, first differences, second
differences to compute PACF and ACF – Ljung-Box test is
automatic)
o Unit Root test:

• PROC:
• Sample: to select the sample period

Code to simulate an MA(1) process:

series e=0.5*nrnd
series y=2+0.5*e(-1) +e

Code to simulate an AR(1) process:

smpl @first @first


series y=0
smpl @first+1 @last
series y=1+0.4*y(-1)+0.5*nrnd

You might also like