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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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Replicating the example of Markov Switching Model of Hamilton using MSwM package in R

I'm trying to estimate the basic Markov Switching Model of Hamilton (1989) as is post in E-views webpage. This model is itself is an exact replication of the existing in RATS. This is the time series of the example: gnp <-…
JosePerles
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R "for loop" and/or Apply to transform several variables dynamically

I am trying to translate/replicate into R a shorthand "for loop" technique that I would use in EViews. I'm trying to replicate a "for loop" where I would divide one time series variable by another (vectors) and save it as a new series. As I use a…
econs grad
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Why statsmodels ARMA converge so slowly (or not at all) when Eviews works fine

I'm trying to automate a regression usually performed in Eviews in python's statsmodels. Unfortunately it won't be possible to give reproducible example in this case, but the model is a multivariate regression model with ARMA errors. The number of…
Björn Backgård
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How do I export eviews workfile in R?

I need to work with a matrix made in eviews, is there any way to load or export in R, eviews workfiles or data base and work with this in R?
user2358634
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autocorrelation and heteroscedasticity - Eviews

I am running a regression in E-views with cross-section data for a sample of 314 companies to check the factors that affect the abnormal return in the M&A deals. The regression is CAR ROE_ACQUIRER ROE_TARGET TARGET_DISTRESS PAYMENT_METHOD where…
user10111881
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Call Eviews from Matlab

I am trying to call Eviews (8, 32bit) from Matlab (2013a, 32bit), but without success so far. I used the following code in Matlab: clear all; clc; hm = actxserver('EViews.Manager.8') hm = COM.Eviews_Manager h = hm.GetApplication(0) h =…
user3482499
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Why do I get very different results estimating GARCH-M model in Eviews and R (rugarch)?

I don't know whether it is permitted to post the same question on different sites on StackExchange. I have posted it on Cross Vlidated and got no answer, so I want to have a try here. This is the original question. I really appreciate it if someone…
Junnan
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Regression in R (vs Eviews)

When you do a regression in Eviews, you get a panel of statistics like this: Is there a way in R in which I can get all/most of these statistics about a regression in R in one list as well?
dreamer
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AR(1) with Nonlinear Least Squares using Marquardt Algorithm: EViews vs R

Some weeks ago, I posted a poorly thought-out question plagued with vague information. This is my attempt to correct the original question and get better answers. The main problem is: I cannot obtain similar parameter estimates with EViews and…
Fael
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How do I get an adjusted r-squared for an arima function in R?

I am trying to replicate the output from EViews in R. When I run an ARMA model in Eviews, I get this output Eviews Output. The coefficients and standard error are basically the same as the ones that I get from the R output, with miniscule…
nferret
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VECM in R: Testing weak exogeneity and imposing restrictions

I estimated VECM and would like to make 4 separate tests of weak exogeneity for each variable. library(urca) library(vars) data(Canada) e prod rw U 1980 Q1 929.6105 405.3665 386.1361 7.53 1980 Q2 929.8040 404.6398…
Helios
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Recreating ARMA Model from EViews in R

I am trying to reformulate a working ARMA(1, 1) model from EViews in R. I have a quarterly time series of around 45 years and try to perform a rolling ARMA forecast using 12 years of data for estimating the model in each quarter after the initial 12…
TheHerold
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Linear regression - testing for multicolinearity in the presence of heteroskedasticty in Eviews

My question concerns use of VIF test for multicolinearity diagnostics when the model suffers from heteroskedasticity. I want to use HAC correction to account for heteroskedasticity in my model. However VIF gives my starkly different results…
syrop
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How can i add more columns in dataframe by for loop

I am beginner of R. I need to transfer some Eviews code to R. There are some loop code to add 10 or more columns\variables with some function in data in Eviews. Here are eviews example code to estimate deflator: for %x exp con gov inv cap ex…
Lkhagvasuren
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Regression query

I am new to using Eviews. I want to fit my data to an exponential curve: y = a*e^(bx). I am running the regression using these two equations: MICE_1= COEF(1)*(EXP(COEF(2)*OBSERVATION)) LOG(MICE_1) = COEF(3) + COEF(4)*OBSERVATION Since, both…
abhinavgnash
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