# Questions tagged [eviews]

Commercial statistical package for general statistical analysis and econometric analyses.

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2k views

### Augmented Dickey-Fuller Trend and Intercept

I am trying to determine if I should include an "intercept" or a "trend and intercept" when using the Augmented Dickey-Fuller (ADF) test. I ran a regression with my dependent variable and a time ...
285 views

### Unit root and cointegration in Panel Data

What should I do when I found out that my variables are stationary in first differencies? Should I estimate model in differencies? How unit root is related with cointegration? Thx for answers.
5k views

### How to estimate Error Correction Model in Eviews?

I am using time series data of six metal prices (in real terms) to estimate its trend over the last 55 years. for that i am using a modified quadratic model which integrates an error correction term. ...
6k views

### How to apply heteroskedasticity and autocorrelation tests to panel data in eviews 8?

I am trying to test for heteroskedasticity and/or autocorrelation in my fixed effects panel regression in Eviews 8. There do not appear to be the necessary tests available. The Breusch-Pagan LM test ...
755 views

### How could I use VAR model for nonstationary series?

I have five independent variables: oil (stationary at level), f (stationary at level), k (...
30k views

### How to read UNIT ROOT TEST results obtained from EVIEWS? I mean what values do we study to interpret our result?

Null Hypothesis: D(OIL_PRICES) has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag=22) ...
1k views

### How to interpret standard errors and t-values in error-correction terms?

When estimating a Vector Error Correction (VEC) model in EViews, the resulting output always shows the error-correction terms together with standard errors and t-values for the included variables, and ...
26 views

### How to project video viewcount based on historicals?

My goal is to create a formula that can give an indication of how a YouTube channel's video will perform in the first 30 days of its lifespan and eliminate viral video / "lightening in a bottle" ...
1k views

### pooled regression in eviews

Hey I have to regress abnormal returns for 202 companies over a period of 10 years (between 2004-2013) against their respective PE ratios and a Profitability measure for the same time period. Thus I ...
252 views

### Cross-sectional SUR in R [closed]

Is there a package in R that can estimate panel data with cross-sectional seemingly unrelated regression generalized least squares weights (like in EViews)?
337 views

### Is ARIMA(1,0,0)+xreg for level shift the same as linear regression model with level shift adjustment and lag1 term?

I have a time series with a level shift. Thus, when treating it with an ARIMA model, I use arima(1,0,0)+xreg. The xreg is a ...
655 views

3k views

### Eviews vs R (Statistical Software)

Are there many features in Eviews that R misses? I have heard that especially when dealing with time series R is less extensive than Eviews. Is this true? Which of the two packages contains most ...
178 views

### do i need to add a variable to my regression?

I am doing multiple regression on a subset of the NLYS79 dataset, namely a subset containing 540 respondents. And am interested in the significance of race upon earnings. My variables here are: years ...
445 views

### Number of observations used for ARIMA modeling

Our professor keeps on writing in his slides that when you test different ARIMA models on your time series, one always has to keep T fixed. I assume he is talking about fitting your model using the ...
68 views

### Test of stationarity in Dickey and Fuller test

Why is that in DF (Dickey and Fuller) test, the test verifies that $Tst = 0$ or $Tst < 0$. Why not test $\Phi = 1$ or $\Phi < 1$? Need some guidance on this
10k views

### Interpret Eviews Output: EGARCH - ARCH and GARCH term

I am having some difficultires, figuering out what (and why) the ARCH term in the following output is: Please note that above's output is from Introductory Econometrics for Finance from p. 407 I ...
945 views

### Exogenous regressors in panel unit root test

From visual inspection I suspect some of the series in my panel dataset to be non-stationary. If I do the panel unit root test on them in EViews 7, I can choose exogenous regressors under ...