EViews
Developer(s) | IHS Markit |
---|---|
Stable release | 12
/ November 10, 2020 |
Operating system | Windows 7 or newer |
Type | Econometrics software |
License | Proprietary |
Website | eviews |
EViews is a statistical package for Windows, used mainly for time-series oriented econometric analysis. It is developed by Quantitative Micro Software (QMS), now a part of IHS. Version 1.0 was released in March 1994, and replaced MicroTSP.[1] The TSP software and programming language had been originally developed by Robert Hall in 1965. The current version of EViews is 13, released in August 2022.
Features
EViews can be used for general statistical analysis and econometric analyses, such as cross-section and panel data analysis and time series estimation and forecasting.
EViews combines spreadsheet and relational database technology with the traditional tasks found in statistical software, and uses a Windows GUI. This is combined with a programming language which displays limited object orientation.
The Enterprise edition of EViews allows access to 3rd party time series data from multiple providers including:[2] Thomson Reuters Datastream, Moody's Economy.com, Macrobond Financial,[3] Haver Analytics,[4] and CEIC.
Data formats
EViews relies heavily on a proprietary and undocumented file format for data storage. However, for input and output it supports numerous formats, including databank format, Excel formats, PSPP/SPSS, DAP/SAS, Stata, RATS, and TSP. EViews can access ODBC databases. EViews file formats can be partially opened by gretl.
Stationarity of data
EViews helps researchers detect unit roots in their data series. Multiple unit root tests are available in the research software, including Dickey–Fuller, Phillips–Perron, Kwiatkowski–Phillips–Schmidt–Shin and Elliott, Rothenberg and Stock Point-Optimal tests.
Estimation
EViews helps researchers and professionals to estimate linear equations and systems of linear equations models of time series and panel data with various methods. Eviews allows the user to assess econometric results easily.[5]
See also
References
- ^ Doti, James L.; Adibi, Esmael (1987). Econometric Analysis with MicroTSP Student Software: An Applications Approach. Englewood Cliffs, NJ: Prentice Hall. ISBN 0-13-224114-5.
- ^ "EViews 12 Enterprise Edition". Retrieved June 17, 2016.
- ^ "Macrobond product overview". Retrieved June 17, 2016.
- ^ "Haver Analytics Third Party Software Review". Retrieved January 2, 2018.
- ^ "Memento on EViews Output" (PDF). Retrieved June 17, 2016.
Further reading
- Agung, I. Gusti Ngurah (2011). Time Series Data Analysis Using EViews. John Wiley & Sons. ISBN 978-1-118-17630-6.
- Griffiths, William E.; Hill, R. Carter; Lim, Guay C. (2011). Using EViews for Principles of Econometrics (Fourth ed.). John Wiley & Sons. ISBN 978-1-118-03207-7.
- Vogelvang, Ben (2005). Econometrics: Theory and Applications with EViews. Pearson Education. ISBN 0-273-68374-8.