1 I EViews View Proc Freeze

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1 EViews

2 1 I EViews View Proc Freeze & Name II EViews EViews

3 EViews EViews EViews -EViews PDF EViews EViews EViews EViews II EViews F TEL: :00 18:00 FAX: tech@lightstone.co.jp Web: 2

4 3

5 I EViews

6 1 demols.zip( demols.xlsx) demols.zip ) demols.xlsx (C eviews eviewsguide C:\eviews\eviewsguide demols.xlsx EViews demo.xls Excel 2007 demo.xls C:\Program Files\EViews 10\Example Files\EV10 Manual Data\Chapter 02 - A Demonstration ( C:\Program Files(86)\EViews 10\Example Files\EV10 Manual Data\Chapter 02 - A Demonstration) Note: Windows Program Files PC EViews c:\eviews ( eviewsguide ) *1 *1 Windows C:\Users\ \Desktop Windows 5

7 demols.xlsx EViews 1 EViews File > Open > Open data as Workfile demols.xlsx Update default directory 6

8 *2 EViews10 (Description) *2 Custom range Start cell End cell 1 7

9 *3 *3 Name Read series by row 8

10 Basic structure EViews Dated - specified by date series Finish (demols.xlsx) No 9

11 2 EViews EViews Enter 1 II 10

12 Path= Window > Reset Window Layout EViews gdp, m1 EViews c Windows 11

13 Save File > Save( As) Save As.wf1 EViews EViews EViews 12

14 3 gdp GDP gdp gdp gdp 13

15 1 Ctrl Open > as Group 14

16 Name *1 Delete Untitled Group? Yes *1 15

17 4 View, Proc, Freeze&Name EViews gdp 16

4.1 View View) View View 4.1.1 View > SpreadSheet View > Spreadsheet 4.

18 4.1 View View) View View View > SpreadSheet View > Spreadsheet View > Descriptive Statistics & Tests Histogram and Stats 17

19 Stats Table Freeze&Name 18

20 4.1.3 View > Graph View > Graph OK 19

21 EViews Graph Options Graph Elements Apply OK 20

22 21

4.2 Proc Proc Proc 4.2.1 Proc > Seasonal Adjustment EViews

23 4.2 Proc Proc Proc Proc > Seasonal Adjustment EViews Census (United States Census Bureau) X11, X12, X13 Census X-12 OK 22

24 gdp gdp sa View 23

25 4.2.2 Proc > Hodrick-Prescott Filter Hodrick-Prescott Smoothed series OK 24

26 hptrend01 *1 4.3 Freeze & Name EViews Freeze Freeze Name EViews OK *1 25

27 Series Graph View > Graph View > Spreadsheet Freeze 26

28 Freeze ) Freeze&Name gdp graph01 Save EViews 27

29 5 EViews (View, Proc, Object... EViews View View View Covariance Analysis 2 28

30 Covariance Analysis group01 View > Graph Scatter 2 EViews EViews EViews 29

31 6 EView EViews (Observation) (Sample) EViews 30

32 gdp (Freeze 1990q1 1996q4 31

33 1990 Freeze Enter 49 32

34 7 EViews 7.1 *1 New Object Object > New object Equation OK *1 Quick Estimate equation 33

35 Method( ) LS *2 *2 VAR VAR 34

36 Equation specification gdp c m1 pr EViews ( ) c EViews 47 Sample Sample OK Options Options Huber-White HAC(Newey-West) EViews10 HC(various) Cluster-robust *3 OK *3 35

37 36

38 7.2 5 EViews View Proc M View Coefficient Diagnostics > Wald Test - Coefficient Restrictions.. c(2) 2 (Coefficient) View View > Estimation Output 37

39 7.3 EViews Freeze eqtest Freeze&Name table01 table01 proc Save table to disk File Type PNG File name/path OK table01.png 38

40 CSV Excel *4 TeX TeX table 7.4 EViews 1. Excel eqtest rs 11 eqtest eqtest01 Estimate *4 EViews Cell Format 39

41 rs OK rs eqtest EViews 40

42 II EViews

43 8 EViews 8.1 EViews 1 for while Enter Enter series after1991 = 0 smpl series after1991 = after

smpl @all... smpl @all smpl @all series after1991 = 0... series =0 0 smpl 1992 @last.

44 series after1991 = 0... series =0 0 smpl Range 1996Q4 series after1991 = 1... after1991 = Q Q4 1 EViews 1 1 smpl EViews Command Ref PDF Help EViews9 EViews vol.12 43

http://www.lightstone.co.jp/eviews/tips.html 8.

45 8.2 EViews EViews 1 Enter for while EViews File > New > Program series after1991 = 0 smpl series after1991 = 1 after1991 Run OK after Enter 44

46 Run selected Save(Save As) File > Open > Programs for while 45

47 for!i = 1 to 9 series randomdraw{!i} next (I i ) randomdraw1 randomdraw9 {!I} Command Ref EViews 46

48 9 EViews c Quick > EstimatEquation gdp c m1 ar(1) M1 AR(1) MA(2) 47

49 48

50 10 EViews EViews vol.14 if if if rs 1.5 if rs > 1.5 rs if rs and or EViews = 1 49

$wf1 C:\eviews\eviewsguide C:\Program Files\EViews 9\Example Files\EV9 Manual Data\Chapter 06 - Working with Data EViews File >$

51 11 EViews bonds.wf1 macro data.wf1 C:\eviews\eviewsguide C:\Program Files\EViews 9\Example Files\EV9 Manual Data\Chapter 06 - Working with Data EViews File > Open > EViews Workfile bonds.wf1 macro data.wf1 bonds.wf1 cp macro data.wf1 & macro data.wf1 cp 50

1952 1952Q4 NA Options > General Options > Series and Alphas > Frequency Conversion Paste special 3

52 Q4 NA Options > General Options > Series and Alphas > Frequency Conversion Paste special 3 EViews 51

5.2 White

5.2 White 1 EViews 1 : 2007/5/15 2007/5/25 1 EViews 4 2 ( 6 2.1............................................ 6 2.2 Workfile............................................ 7 2.3 Workfile............................................