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Data Analysis with Eviews

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Page 1: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Data Analysis with Eviews

Page 2: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

A. Entering Data

Page 3: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Sample Excel Worksheet

filename : ubook years: 1990 - 1999

Page 4: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Defining the Workfile

• Start Eviews

• Select File/New/Workfile

• Enter the frequency and the range

Page 5: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Entering Frequency and RangeFrequency workfile Start date End date

Annual a 1990 1999

Semi-annual s 1990:1 1999:2

Quarterly q 1990:1 1999:4

Monthly m 1990:1 1999:12

Weekly* w 01/01/1990 31/12/1999

Daily[5 day]* d 01/01/1990 31/12/1999

Daily[7 day]* 7 01/01/1990 31/12/1999

Undated u 1 100

Page 6: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Information Needed to Import

• name of the worksheet where the data are (unnecessary if the data file is a worksheet)

• the number of variables

• where (cell) the data (numbers) begin

Page 7: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Importing the Excel Worksheet

• Procs/Import/Read Text-Lotus-Excel

Page 8: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Entering the Worksheet Info(1) The Excel workbook must not be in use. Close it.(2) Must indicate the cell where the data begin.(3) Must indicate the number of Columns.

Page 9: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Workfile Created

Page 10: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Examine the Contents

1 2

Page 11: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Using Commands

• workfile “name” “frequency” “range”

• data “variable name”

Start typing data

1999 January 814,8671999 February 753,2841999 March 803,4761999 April 729,6961999 May 751,9251999 June 795,2231999 July 853,4931999 August 775,7901999 September 773,0121999 October 822,6831999 November 821,0791999 December 1,455,792

Page 12: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Resizing the Workfile• range

Page 13: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

B. Basic Data Analysisand Transformation

Page 14: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Select the Variable

Page 15: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Timeplot

Select: View/Line Graph

Page 16: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Freeze

Page 17: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Line/Shade in Freezed Version

Page 18: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Descriptive StatisticsView/Descriptive Statistics/Histogram and Stats

Page 19: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Storing Descriptive Statisticsscalar m=@mean(series_name) scalar s=@stdev(series_name)

Page 20: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Creation of “Time” Variable

Page 21: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Linear Trend Line

Page 22: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Actual, Fitted, Residual Graph

Page 23: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

log and diff

Page 24: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

lead and lag

“series” to create a new series

Page 25: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Open Data as One Group

Select Objects,Double Click, Select Open Group.

The Group can be Stored as a new

object

Page 26: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Timeplot – Multiple Graph

Select Multiple Graphs/ Line

Page 27: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Descriptive Statistics by Variables

Select: Descriptive Stat /Individual Samples

Page 28: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Scatterplot and RegressionSelect month (x) and general (y) in that order; name.

Page 29: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Scatterplot and Regression

400000

600000

800000

1000000

1200000

1400000

1600000

1800000

0 20 40 60 80 100 120 140

MONTH

GE

NE

RA

LGENERAL vs. MONTH

View/Graph/Scatter/Simple with Regression

Page 30: Data Analysis with Eviews. A. Entering Data Sample Excel Worksheet filename : ubook years: 1990 - 1999

Using a Section of Data