Preface

This manual describes the interactive use of EViews, a program for statistical and econometric analysis, and forecasting. For details on the EViews command language, as well as a description of the programming and matrix languages, we refer you to the companion vol- ume—the EViews Command and Programming Reference.

The manual is divided into six parts:

•Part I. “EViews Fundamentals” beginning on page 15—introduces you to the basics of using EViews. In addition to a discussion of basic Windows operations, we explain how to use EViews to manage your data.

•Part II. “Basic Data Analysis” beginning on page 307—describes the use of EViews to perform basic analysis of data and to draw graphs and create tables describing your data.

•Part III. “Basic Single Equation Analysis” on page 441—discusses standard regression analysis: ordinary least squares, weighted least squares, two-stage least squares, nonlinear least squares, time series analysis, specification testing and forecasting.

•Part IV. “Advanced Single Equation Analysis” beginning on page 599—documents autoregressive conditional heteroskedasticity (ARCH) models, discrete and limited dependent variable models, and user specified likelihood estimation.

•Part V. “Multiple Equation Analysis” on page 693—describes estimation and forecasting with systems of equations, vector autoregression and error correction models, state space models, pooled cross-section/time series data, and model solution.

•Part VI. “Panel and Pooled Data” on page 823—documents working with and estimating models with time series, cross-section data. The analysis may involve small numbers of cross-sections, with data unstacked series (pooled data) or large numbers systems of cross-sections, with stacked data (panel data).

You should not feel a need to read the manual from cover-to-cover in order to use EViews. We recommend, however, that you glance at most of Part I “EViews Fundamentals” to gain familiarity with the basic concepts and operation of the program. At a minimum, you should look over the first four chapters, especially the extended demonstration in Chapter 2, “A Demonstration”, on page 27.