EViews 5.1 Update
EViews 5.1 Update
Copyright © 1994–2005 Quantitative Micro Software, LLC
All Rights Reserved
Printed in the United States of America
This software product, including program code and manual, is copyrighted, and all rights are reserved by Quantitative Micro Software, LLC. The distribution and sale of this product are intended for the use of the original purchaser only. Except as permitted under the United States Copyright Act of 1976, no part of this product may be reproduced or distributed in any form or by any means, or stored in a database or retrieval system, without the prior written permission of Quantitative Micro Software.
Disclaimer
The authors and Quantitative Micro Software assume no responsibility for any errors that may appear in this manual or the EViews program. The user assumes all responsibility for the selection of the program to achieve intended results, and for the installation, use, and results obtained from the program.
Trademarks
Windows, Windows 95/98/2000/NT/Me/XP, and Microsoft Excel are trademarks of Microsoft Corporation. PostScript is a trademark of Adobe Corporation. X11.2 and X12ARIMA Version 0.2.7 are seasonal adjustment programs developed by the U. S. Census Bureau. Tramo/Seats is copyright by Agustin Maravall and Victor Gomez. All other product names mentioned in this manual may be trademarks or registered trademarks of their respective companies.
Quantitative Micro Software, LLC
4521 Campus Drive, #336, Irvine CA, 92612-2621
Telephone: (949) 856-3368
Fax: (949) 856-2044 e-mail: sales@eviews.com web: www.eviews.com
March 17, 2005
Table of Contents
EVIEWS 5.1 UPDATE OVERVIEW . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Overview of EViews 5.1 New Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
. 1 |
CHAPTER 1. EVIEWS 5.1 ENHANCED GRAPH CUSTOMIZATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
. 5 |
Basic Graph Characteristics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
. 5 |
Adding and Editing Text . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
8 |
Updated Graph Command Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
12 |
CHAPTER 2. EVIEWS 5.1 WORKFILE PAGE CREATION TOOLS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
15 |
Creating a New Page Using Identifiers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
15 |
Updated Workfile Page Command Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
20 |
CHAPTER 3. EVIEWS 5.1 PANEL AND POOL TESTING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
21 |
Omitted Variables Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
21 |
Redundant Variables Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
23 |
Fixed Effects Testing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
25 |
Hausman Test for Correlated Random Effects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
27 |
Updated Panel and Pool Command Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . |
29 |
CHAPTER 4. EVIEWS 5.1 ECOWIN DATABASE SUPPORT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
Interactive Graphical Interface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 Tips for Working with EcoWin Databases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 Updated EcoWin Command Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
CHAPTER 5. EVIEWS 5.1 MISCELLANEOUS FEATURES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
Enhanced Copy Command . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 Equation Forecast Coefficient Uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 Additional GARCH Output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38 Global Default for Maximum Number of Errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
CHAPTER 6. EVIEWS 5.1 COMMAND REFERENCE UPDATE SUMMARY . . . . . . . . . . . . . . . . . . . . . . . . 41
INDEX . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .117
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