EViews Quick Reference

inspired by the R Reference Card . . .

This ‘Quick Reference’ shows only a small selection of

EViews commands and functions, for a more extensive

summary see \Quick Help Reference” in the EViews Help

menu. The complete manual is available as pdf in the

EViews Help menu.

Workfile, Pages, Input & Output

cd change default directory, e.g. cd \c:nmydata”;

wfcreate Create a new workfile;

Cross section:

wfcreate u num observations

e.g.: wfcreate(wf=mywf) u 60

Time series and panel data:

wfcreate frequency start end [num cross sect]

frequencies: a annual, q quarterly, m monthly, . . . ;

wfopen opens EViews workfile; can also open foreign file

formats, use options type = [stata, spss, excel, . . . ]

wfsave save workfile

pagecreate creates new page within existing workfile,

e.g.

pageappend

pagestruct assign a structure to the active workfile page;

pageload

pagecopy

pagecontract smpl spec

pagedelete

pagesave

smpl sets the workfile sample to use for statistical operations and series assignment expressions;

Special keywords: @all, @first, @last;

Examples:

smpl 1986 2003; or smpl 1986 @last;

smpl @all if x1 > 0

Resetting sample: smpl @all

show show object window

print print view

freeze create view object (graph or table)

output redirect printer output

read

write

Auxiliary Commands

rename guess what

delete guess what

copy also for frequency conversions or merging data

@expand may be added in estimation to indicate the use

of one or more automatically created dummy variables.

Objects

For extensive help on objects see EViews Help ! Quick

Help Reference ! Object Reference

series Series of numeric observations; Accessing individual values: ser(i) i-th element of the series ser

from the beginning of the workfile.

@elem(ser, j ) function to access the j -th observation of the series ser, where j identifies the date or

observation.

Example: series x2 = x1 – @mean(x1)

Creating dummy varables:

series D1 = condition produces dummy variable

which is 1 if condition is fullfilled and else 0, e.g.

series D1 = @all if x1 >= @mean(y)

frml create numeric series object with a formula

for auto-updating.

group create a group object.

Example: group mygroup1 ser1 ser2 . . .

groups can also be used as regressor list, e.g.

ls y c mygroup1

equation Equations are used for single equation estimation, testing, and forecasting.

Equation Methods: ls, tsls (2-stage ls), binary

(logit, probit), ordered, arch, censored, gmm, . . .

Data Members: Scalar Values: @aic Akaike information criterion; @coefcov(i,j ) covariance of coefficient estimates i and j ; @coefs(i) i-th coefficient value; @dw Durbin-Watson statistic; @f Fstatistic; @meandep mean of the dependent variable;

@ncoef number of estimated coefficients; @r2 Rsquared statistic; @rbar2 adjusted R-squared statistic; @regobs number of observations in regression;

@schwarz Schwarz information criterion; @sddep

standard deviation of the dependent variable; @se

standard error of the regression; @ssr sum of squared residuals; @stderrs(i) standard error for coefficient i; @tstats(i) t-statistic value for coefficient

i; c(i) i-th element of default coefficient vector for

equation (if applicable).

Vectors and Matrices: @coefcov covariance matrix

for coefficient estimates; @coefs coefficient vector;

@stderrs vector of standard errors for coefficients;

@tstats vector of t-statistic values for coefficients.

graph Specialized object used to hold graphical output.

Declaration either with graph or freeze

Examples: graph myline.line ser1, or

freeze(myline) ser1.line;

graph myscat.scat ser1 ser2, or

group grp2 ser1 ser2, freeze(myscat) grp2.scat

table Formatted two-dimensional table for output display. Declaration either with table or freeze

Example:

table(2,2) mytable ’ creates 2 × 2 table

mytable(1,1) = “First row, first column”

mytable(2,1) = “R2 = “

mytable(2,1) = [email protected]

sample description of a set of observations to be used in

operations.

text Object for holding arbitrary text information.

scalar a scalar holds a single numeric value. Scalar values may be used in standard EViews expressions

in place of numeric values.

vector declare vector object (one dimensional array of

numbers). Example: vector(10) myvect1 ’ creates

myvect1 with 10 rows.

rowvector declare rowvector object. Example:

rowvector(10) myvect2 ’ creates myvect2 with

10 columns.

coef coefficient vector. Coefficients are used to represent

the parameters of equations and systems.

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matrix declare matrix object (two-dimensional array).

Accessing elements: Simply append \(i, j )” to the

matrix name (without a ‘.’)

Examples: matrix(10,3) results;

matrix [email protected]

sym symmetric matrix (symmetric two-dimensional array).

alpha Alpha (alphanumeric) series. An EViews alpha series contains a set of observations on a variable containing string values.

system System of equations for estimation. System Methods: 3sls, 3sls, arch, fiml, gmm, ls, sur, tsls,

wls, wtsls.

var Vector autoregression and error correction object.

model declare model object, a set of simultaneous equations used for forecasting and simulation

logl Likelihood object. Used for performing maximum

likelihood estimation of user-specified likelihood

functions.

Matrix Commands and Functions

stom series to matrix; converts a group to a matrix;

stom(groupname, matrixname)

mtos matrix to series; converts a vector or matrix to a

series or group; mtos(matrixname, groupname)

@det Calculates the determinant of a square matrix or

sym.

@transpose Transposes matrix object.

@inverse Returns the inverse of a square matrix object or sym.; e.g.: let X be a N × K matrix and y a N × 1 vector, then the coefficient vector b of the OLS regression (for

K = 3) can be calculated by: coef(3) b =

@inverse(@transpose(X )*X )*@transpose(X )*y

@inner Computes the inner product of two vectors or series, or the inner product of a matrix object; e.g. OLS estimator: coef(3) b =

@inner(X )*@transpose(X )*y

Tests

auto [eq] Breusch-Godfrey LM tests for serial correlation

in the estimation residuals.

hettest [eq] test for heteroskedasticity, can be a

Breusch-Pagan-Godfrey (the default option), Harvey, Glejser, ARCH or White style test;

white [eq] White’s test for heteroskedasticity of residuals;

chow [eq] Chow breakpoint or Chow forecast tests for

parameter constancy;

facbreak [eq] factor breakpoint test for stability, using

Dummy;

reset [eq] Ramsey’s regression specification error test;

statby [series] statistics by classification;

stats [series, group] descriptive statistics table, e.g.: wage.statby(max,min) sex race;

testadd, testadrop [eq, panel] likelihood ratio test

whether to add (drop) regressors to (from) an estimated equation;

testby [series] equality test by classification, e.g.: wage.testby(med) race;

testbtw [group] tests of equality for mean, median, or

variance, between series in group

teststat [series] simple hypothesis tests;

ubreak [eq] Andrews-Quandt test for parameter stability

at some unknown breakpoint;

uroot [series, group, panel] unit root test;

wald [eq] Wald test of coefficient restrictions for an equation object;

Panel & Pool

auto [eq] Breusch-Godfrey LM tests for serial

pagestruct assign a structure to the active workfile page;

pagestack

pageunstack

Descriptive Statistics

stats [series, group, vector, . . . ] Computes and displays

a table of means, medians, maximum and minimum

values, standard deviations, and other descriptive

statistics of one or more series or a group of series.

freq [series, alpha] performs a one-way frequency tabulation. The options allow you to control binning

(grouping) of observations.

hist computes descriptive statistics and displays a histogram for the series.

boxplot [series, group, vector, . . . ] display boxplots for

each series or column.

Some Functions

@abs(x) absolute value of x.

@obs(x) the number of non-missing observations for x in

the current sample.

@mean(x) average of the values in x.

@median(x) median of the values in x.

@quantile(x; q) the q-th quantile of the series x.

@min(x) minimum of the values in x.

@max(x) maximum of the values in x.

@d(x) First difference, equals x – x(-1)

@dlog(x) First difference of the logarithm

@exp(x) exponential, ex

@log(x) Natural logarithm

@cor(x; y) the correlation between x and y.

@cov(x; y) the covariance between x and y (division by

N).

@stdevp(x) square root of the population variance

@stdevs(x) square root of the unbiased sample variance.

Note this is the same calculation as @stdev

@sum(x) the sum of x

@trend trend variable.

@iff(s; x; y) returns x if condition s is true; otherwise

returns y. Note this is the same as @recode.

Statistical Distribution Functions: There are four

functions associated with each distribution. The first character of each function name identifies the type of function:

Function Type: | Beginning of Name: |

Cumulative distribution (CDF) @c | |

Density or probability Quantile (inverse CDF) Random number generator | @d @q @r |

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The remainder of the function name identifies the distribution, e.g. chisq, fdist, tdist, norm, unif, . . .

Examples:

@runif(1,10) . . . random number from uniform distribution between 1 and 10; @cfdist(x,v1,v1) . . . cumulated Fdistribution for x with v1 nominator degrees of freedom

and v2 denominator df; @dchisq(x,v) . . . density for χ2

distribution for x with v df.

Programming: Structures | Commands | & | Control |

’ (single apostrophe) comment character, instructs

EViews to ignore all text following the apostrophe

until the end of the line;

(underscore), continuation character, allows { used as

last (!) character of a line { to continue a command

on the next line;

! starting character of control variable (numeric!), e.g.

!pi = 3.14

% starting character of string variable (enclosed in double

quotes), e.g. %name = “Herbert Stocker”

%0 { %9 program arguments, special string variables that

are passed to a program when the program is run.

fg for replacement variables; e.g. from %x = “GDP” and

equation eq1.ls f%xg c f%xg(-1) EViews produces equation eq1.ls GDP.ls c GDP(-1).

if statement in a program The if statement marks

the beginning of a condition and commands to be

executed if the statement is true. The statement

must be terminated with the beginning of an ELSE clause, or an ENDIF.

if [condition] then

[commands to be executed if condition is true]

else

[commands to be executed if condition is false]

endif

for loop in a program The FOR loop allows you to

repeat a set of commands for different values of a

control or string variable.

for counter=start to end [step stepsize]

[ commands ]

next

e.g. for numerical variables:

for !i = 1 to 15

series scalexf!ig = xf!ig/!i

next

For string variables:

for %y gdp gnp ndp nnp

equation f%ygtrend.ls %y c f%yg(-1) @trend

next

open opens a program file, or text (ASCII) file.

run executes a program.

exit exit the EViews program.

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