Part VII. Multiple Equation Analysis

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

•The first two chapter describe estimation techniques for systems of equations (Chapter 31. “System Estimation,” on page 419), and VARs and VECs (Chapter 32. “Vector Autoregression and Error Correction Models,” on page 459).

•Chapter 33. “State Space Models and the Kalman Filter,” on page 487 describes the use of EViews’ state space and Kalman filter tools for modeling structural time series models.

•Chapter 34. “Models,” beginning on page 511 describes the use of model objects to forecast from multiple equation estimates, or to perform multivariate simulation.