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หลักการใช้โปรแกรม E-Views. Wasin Siwasarit Faculty of Economic, Thammasat University January 2009. บทนำ : Introduction. Title Bar. พื้นที่ในหน้าต่างหลัก :The EViews Window. Main Manu. Command Window. Work Area. การสร้างแฟ้มงาน และการนำเข้าข้อมูล :Creating a Workfile and Importing Data.

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E views

E-Views

Wasin Siwasarit

Faculty of Economic, Thammasat University

January 2009


Introduction

: Introduction

Title Bar

  • :The EViews Window

Main Manu

Command Window

Work Area


Creating a workfile and importing data

:Creating a Workfile and Importing Data

  • File/New/Workfile


Dialog box cross section time series pooled data

dialog box / ( Cross-section/Time series/Pooled data)


How to determine the range

:How to determine the range

  • :Annual>example 1990-2003

  • :Quarterly>example1990:1-1990:4

  • :Monthly>example1990:01-1990:12

  • :Semi-Annual>example1990:01-1997:02

  • :Weekly and Daily>01:01:1990-12:31:1990


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Remark: workfile range range


Import data into the workfile

:Import data into the workfile

  • Procs/Import/Read Text-Lotus-Excel


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  • Windows file dialog box drive&folder

  • Double-click file


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  • Excel spreadsheet import dialog


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  • Data order: Excel file

  • Excel5+sheet name: Sheet name

  • Upper-left data cell: Excel file Series ( cell )

  • Name for seriesor Number if named in file :Excel file ( 2 series x y 2 ) Excel file Series Series Series Ok Eviews Excel file series workfile window:


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  • icons workfile window:


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  • copy-and-paste the data Excel spreadsheet EViews


Series creating a series

series:Creating a series

  • Series 2

  • Object/New Object menu Series


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Click Edit to assign

Values for the series


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  • Quick/Empty Group(Edit Series)


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  • series by using mathematical expressionsQuick/Generate Series


Verifying the data

:Verifying the Data

  • X workfile window CTRLX1,YY1


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Click Mouse .

  • Open/as group


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  • Excel file work file workfile workfile save the workfile window A save dialog box Drive&folder workfile name

  • workfile workfile File/Open/Workfile the main menu


Examining the data

:Examining the Data

  • EViews X workfile window CTRLX1,YY1

  • Mouse View/Multiple Graph/Line


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  • View/Descriptive state/Individual Sample EViews


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  • View/Correlations/Common the correlation matrix of the four series


Estimating a regression model

:Estimating a Regression Model

  • (OLS)

  • (U.S coffee consumption-Y)(average real retail price-X) 1970-1980


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  • SRL

  • 1./ (-independent variable/s -dependent variable)

  • 2. mouse Open/as group/View/Graph/Scatter/Scatter with Regression


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  • 1 Quick the main menu Estimate Equation the estimate dialog. Equation specification C intercept ( intercept C) 1

For model (1)


Ols 1

OLS 1

Coefficient

P-value (t-Statistic)

t-Statistic is calculated from this formula

(coefficient/Std. Error)

P-value (F-statistic)


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  • 2

Model(2)


Ols 2

OLS 2


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  • Viewrepresentations


Model1 workfile name ok

(model1) Workfile Name OK..


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view/Actual,Fitted,Residual/Actual,Fitted,Residual Table


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1 icon resid 1 (! icon )

Resid is the Residual from the newest version of model ( It is changing every time you estimate the new model). Therefore, Be careful when use it!


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  • 1. Procs/ Make residual series

  • 2. residual name residual_model1

  • 3. Save


Interest and bond rates

: Interest and Bond Rates

  • The AAA bond rate is defied as an average over long-term bonds of firms with AAA rating

  • The data on the Treasury bill rate are taken form the Federal Reserve Board of governors and data on AAA bonds from Moodys Investors Services

  • Data run from January 1950 to December 1999

  • Let Xi denote the monthly change in the Treasury Bill rate

  • Let Yi be the monthly change in the AAA bond rate


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The variance over the first half of the considered time period is smaller than that over the second half.

Why?

-The uncertainty of AAA bonds has increased over the time


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End


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