770—Appendix C. Gradients and Derivatives

This spreadsheet view displays the value of the derivatives for each observation in the standard spreadsheet form. The graph view, plots the value of each of these derivatives for each coefficient.

Derivative Series

You can save the derivative values in series for later use. Simply select Proc/Make Derivative Group and EViews will create an untitled group object containing the new series. The series will be named DERIV##, where ## is a number associated with the next available free name. For example, if you have the objects DERIV01 and DERIV02, but not DERIV03 in the workfile, EViews will save the next derivative in the series DERIV03.

References

Davidson, Russell and James G. MacKinnon (1993). Estimation and Inference in Econometrics, Oxford: Oxford University Press.