EViews 2017 9 6
1 I EViews 4 1 5 2 10 3 13 4 16 4.1 View.......................................... 17 4.2 Proc.......................................... 22 4.3 Freeze & Name.................................... 25 5 28 6 30 7 33 7.1..................................... 33 7.2....................................... 37 7.3..................................... 38 7.4........................... 39 II EViews 41 8 42 8.1................................. 42 8.2 EViews................................ 44 9 47 10 49 11 50 1
EViews EViews - - - -EViews -EViews 2000 3 PDF EViews EViews EViews EViews II EViews 101-0031 2-5-12 7F TEL: 03-3864-5212 9:00 18:00 FAX: 03-3865-0050 E-Mail: tech@lightstone.co.jp Web: http://www.lightstone.co.jp/ 2
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I EViews
1 demols.zip( demols.xlsx) http://www.lightstone.co.jp/eviews/files/demols.zip 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
demols.xlsx EViews 1 EViews File > Open > Open data as Workfile demols.xlsx Update default directory 6
*2 EViews10 (Description) *2 Custom range Start cell End cell 1 7
*3 *3 Name Read series by row 8
Basic structure EViews Dated - specified by date series Finish (demols.xlsx) No 9
2 EViews EViews Enter 1 II 10
Path= Window > Reset Window Layout EViews gdp, m1 EViews c Windows 11
Save File > Save( As) Save As.wf1 EViews EViews EViews 12
3 gdp GDP gdp gdp gdp 13
1 Ctrl Open > as Group 14
Name *1 Delete Untitled Group? Yes *1 15
4 View, Proc, Freeze&Name EViews gdp 16
4.1 View View) View View 4.1.1 View > SpreadSheet View > Spreadsheet 4.1.2 View > Descriptive Statistics & Tests Histogram and Stats 17
Stats Table Freeze&Name 18
4.1.3 View > Graph View > Graph OK 19
EViews Graph Options Graph Elements Apply OK 20
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4.2 Proc Proc Proc 4.2.1 Proc > Seasonal Adjustment EViews Census (United States Census Bureau) X11, X12, X13 Census X-12 OK 22
gdp gdp sa View 23
4.2.2 Proc > Hodrick-Prescott Filter Hodrick-Prescott Smoothed series OK 24
hptrend01 *1 4.3 Freeze & Name EViews Freeze Freeze Name EViews OK *1 25
Series Graph View > Graph View > Spreadsheet Freeze 26
Freeze ) Freeze&Name gdp graph01 Save EViews 27
5 EViews (View, Proc, Object... EViews View View View Covariance Analysis 2 28
Covariance Analysis group01 View > Graph Scatter 2 EViews EViews EViews 29
6 EView EViews (Observation) (Sample) EViews 30
gdp (Freeze Sample @all 1990 @all 1990q1 1996q4 31
1990 Freeze Freeze @all Enter smpl @all 49 32
7 EViews 7.1 *1 New Object Object > New object Equation OK *1 Quick Estimate equation 33
Method( ) LS *2 *2 VAR VAR 34
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 http://www.lightstone.co.jp/eviews/ev10newfeatures04-2.html 35
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7.2 5 EViews View Proc M1 0.93... 1 View Coefficient Diagnostics > Wald Test - Coefficient Restrictions.. c(2) 2 (Coefficient) View View > Estimation Output 37
7.3 EViews Freeze eqtest Freeze&Name table01 table01 proc Save table to disk File Type PNG File name/path OK table01.png 38
CSV Excel *4 TeX TeX table 7.4 EViews 1. Excel 2. 3. 3 eqtest rs 11 eqtest eqtest01 Estimate *4 EViews Cell Format 39
rs OK rs eqtest EViews 40
II EViews
8 EViews 8.1 EViews 1 for while Enter Enter smpl @all series after1991 = 0 smpl 1992 @last series after1991 = 1 smpl @all 1992 1 after1991 42
smpl @all... smpl @all smpl @all series after1991 = 0... series =0 0 smpl 1992 @last... smpl @last Range 1996Q4 series after1991 = 1... after1991 =1 1992 Q1 1996 Q4 1 smpl @all... EViews 1 1 smpl EViews Command Ref PDF Help EViews9 EViews vol.12 43
http://www.lightstone.co.jp/eviews/tips.html 8.2 EViews EViews 1 Enter for while EViews File > New > Program smpl @all series after1991 = 0 smpl 1992 @last series after1991 = 1 smpl @all after1991 Run OK after1991 1 Enter 44
Run selected Save(Save As) File > Open > Programs for while 45
for!i = 1 to 9 series randomdraw{!i} = @nrnd next (I i ) randomdraw1 randomdraw9 {!I} 1 9 9 Command Ref EViews http://www.lightstone.co.jp/eviews/seminar.html 46
9 EViews c Quick > EstimatEquation gdp c m1 ar(1) ma(2) @trend M1 AR(1) MA(2) 47
@seas @expand 48
10 EViews EViews vol.14 http://www.lightstone.co.jp/eviews/tips.html if if if rs 1.5 smpl @all if rs > 1.5 rs smpl @all if rs >= @mean(rs) and or EViews vol.14 @first @last 2 smpl @first+2 @last-2 @first, @last EViews smpl @all if @quarter = 1 49
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 http://www.lightstone.co.jp/eviews/tips.html EViews http://www.lightstone.co.jp/eviews/manual.html 51