E views
Sponsored Links
This presentation is the property of its rightful owner.
1 / 42

หลักการใช้โปรแกรม E-Views PowerPoint PPT Presentation


  • 102 Views
  • Uploaded on
  • Presentation posted in: General

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.

Download Presentation

หลักการใช้โปรแกรม E-Views

An Image/Link below is provided (as is) to download presentation

Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.


- - - - - - - - - - - - - - - - - - - - - - - - - - E N D - - - - - - - - - - - - - - - - - - - - - - - - - -

Presentation Transcript


E-Views

Wasin Siwasarit

Faculty of Economic, Thammasat University

January 2009


: Introduction

Title Bar

  • :The EViews Window

Main Manu

Command Window

Work Area


:Creating a Workfile and Importing Data

  • File/New/Workfile


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


: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


Remark: workfile range range


:Import data into the workfile

  • Procs/Import/Read Text-Lotus-Excel


  • Windows file dialog box drive&folder

  • Double-click file


  • Excel spreadsheet import dialog


  • 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:


  • icons workfile window:


  • copy-and-paste the data Excel spreadsheet EViews


series:Creating a series

  • Series 2

  • Object/New Object menu Series


Click Edit to assign

Values for the series


  • Quick/Empty Group(Edit Series)


  • series by using mathematical expressionsQuick/Generate Series


:Verifying the Data

  • X workfile window CTRLX1,YY1


Click Mouse .

  • Open/as group


  • 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

  • EViews X workfile window CTRLX1,YY1

  • Mouse View/Multiple Graph/Line


  • View/Descriptive state/Individual Sample EViews


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


:Estimating a Regression Model

  • (OLS)

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


  • SRL

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

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


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

For model (1)


OLS 1

Coefficient

P-value (t-Statistic)

t-Statistic is calculated from this formula

(coefficient/Std. Error)

P-value (F-statistic)


  • 2

Model(2)


OLS 2


  • Viewrepresentations


(model1) Workfile Name OK..


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


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!


  • 1. Procs/ Make residual series

  • 2. residual name residual_model1

  • 3. Save


: 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



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


End


  • Login