Eviews 3 사용자 - finance.tistory.com

1 Eviews 3 2001/4/19 Forecasting Lab@KAIST 1 Chapter 1. introduction .. 4 Chapter 2. Demonstarion .. 4 Creating a Workfile and Importing Data ..4 Verifying the Data ..5 Examining the Data ..6 Estimating a Regression Model ..6 Specification and Hypothesis Tests ..7 Modifying the Forecasting from an Estimated Chapter 3. Eviews Basics .. 9 Workfile ..9 Object Basics ..10 Chapter 4. Basic Data Handling .. 11 Series ..11 Groups ..11 Samples.

2 12 Sample Object ..12 Importing Data ..12 Exporting Data ..13 Reading ASCII Files ..13 Chapter 5. Working with Data .. 13 Using Expressrion ..13 Working with Series ..14 Working with Auto-series ..14 Working with Groups of Series ..15 Chapter 6. Eviews 15 Chapter 7. 15 Series Views ..15 Series Procedures: ..17 Chapter 8. 20 Views from a Group Window ..20 Group Procedures ..22 Chapter 9. Statistical Graphs Using Series and 22 Distribution Graphs of Series ..22 Scatter Diagrams with Fit Lines.

3 23 Chapter 10. Graphs, Tables, and Text Objects .. 24 Graphs ..24 Tables ..24 Chapter 11. Basic Regression Objectives .. 24 Forecasting Lab@KAIST Specifying a regression Estimating a regression Chapter 12. Additional Regression Methods .. 28 Weighted Least Squares (WLS) ..28 Two-Stage Least Squares (TSLS) ..29 Nonlinear Least Squares (NLS)..30 Generalized Method of Moments ..31 Chapter 13. Time Series 31 Testing for Serial Correlation ..31 Estimating AR Models ..32 ARIMA Modeling (series ).

4 32 Chapter 14. Specification and Diagnostic Tests .. 34 Coefficient Residual Stability Tests ..35 Chapter 15. Forecasting from an Equation .. 36 Forecasting from Equations in Eviews ..36 Chapter 16. ARCH and GARCH 38 ARCH specification ..38 Estimating ARCH model in Eviews ..38 Asymmetric ARCH Models: TARCH, EGARCH ..40 Component ARCH model ..41 Chapter 17. Discrete and Limited Dependent Variable 41 Binary Dependent Variable Models ..41 Ordered Dependent Variable Models ..42 Chapter 18. System 43 Background.

5 43 System Estimation Methods ..44 How to Create and Specify a System ..44 Working with Systems ..46 Example ; A Cost Function for Manufacturing ..47 Chapter 19. Vector Autoregression and Error Correction Model .. 50 Vector Autoregression Theory ..50 Working with a VAR ..52 Vector Error Correction and Cointegration Chapter 20. State Space Models and The Kalman Filter .. 59 State Space Models ..59 Specifying State Space Models ..59 Estimating State Space Models ..63 Working With the State Forecasting Lab@KAIST 3 Chapter 21.

6 Pooled Time Series, Cross-Section 66 Creating a Workfile for Pooled Data ..66 The Pool Importing Pooled Data ..67 Working with Pooled Data ..68 Pooled Chapter 22. 77 Creating a Model ..77 Specifying a Model ..77 Equations in a Statements in a Model ..77 Solving Working Forecasting Lab@KAIST 4 Chapter 1. introduction Chapter 2. Demonstarion z Eviews Demo . example data( ) Eviews .

7 M1,GDP,PR,RS . Creating a Workfile and Importing Data z File/Open/Workfile workfile( .wf1) .. z File/New/Workfile .. z 1952 1 1996 4 . z OK . Forecasting Lab@KAIST 5z c resid Eviews workfile . import . Proc/Import/Read . z Upper-left data cell B2 import B2.

8 , Names for series or Number .. 4 OK Eviews 4 series import .. Verifying the Data z import 4 (Ctrl ) . Open/as Group . Forecasting Lab@KAIST 6 z . Examining the Data z 4 series View/Multiple Graphs/Line, View/Descriptive Stats/Individual Samples, View/Correlations.

9 Z , . Quick/Show log(m1) m1 . Estimating a Regression Model z 1952:1 1992:4 tttttPRRSGDPM + +++=)log()log()1log(4321 Quick/Estimate Equation . Forecasting Lab@KAIST 7z LS . c dlog . Ok Equation View . Specification and Hypothesis Tests z View /Coefficient Tests/Wald-Coefficient.

10 C( ) . PR 2 . z Residual View/Residual Test/Serial Correlation LM Correlation Test . Modifying the Equation z Residual Estimate . (-1) . Forecasting from an Estimated Equation z 1993:1 1996:4 log(m1) equation forecast.