Part V. Multiple Equation Analysis

In this section, we document EViews tools for multiple equation estimation, forecasting and data analysis.

•The first two chapters describe estimation techniques for systems of equations (Chapter 23, “System Estimation”, on page 695), and VARs and VECs (Chapter 24, “Vector Autoregression and Error Correction Models”, on page 721).

•Chapter 25, “State Space Models and the Kalman Filter”, on page 753 describes the use of EViews’ state space and Kalman filter tools for modeling structural time series models.

•Chapter 26, “Models”, beginning on page 777 describes the use of model objects to forecast from multiple equation estimates, or to perform multivariate simulation.