- #How to use eviews 10 plus#
- #How to use eviews 10 series#
- #How to use eviews 10 zip#
- #How to use eviews 10 free#
#How to use eviews 10 zip#
Each tutorial is available in Microsoft Powerpoint® format, along with the data files, bundled together in a Zip file, in the Download Package area of of the side bar of each tutorial. The data files are available in the Supporting Files side bar of each tutorial. The tutorials are split into self-contained sessions, although we recommend that new users of EViews work their way through the tutorials one by one.Įach tutorial is accompanied by data files so that you may follow the tutorials in your own copy of EViews.
#How to use eviews 10 series#
Select Graph, provide a name (call the graph Graph1) and then in the new window provide the names of the series to plot.Below you will find a set of tutorials teaching the basics of EViews. To do this, create a new object by clicking on the Object/New Object menu on the menu bar. Now that the excess returns have been obtained for the two series, before running the regression, plot the data to examine visually whether d(X) first difference of Xĭlog(X) first difference of the logarithm of Xĭlog(X,n) nth order difference of the logarithm of X The Ford returns can similarly be transformed into a set of excess returns. Where 'ERSANDP' will be used to denote the excess returns, so that the original raw returns series will remain in the workfile. Now, to compute the excess returns, click Genr again and type ERSANDP=RSANDP-USTB3M So, to turn the T-bill yields into monthly figures and to write over the original series, press the Genr button again and type We could run the whole analysis using monthly data or using annualised data and it should not matter which we use, but the two series must be measured consistently. Before we can transform the returns into excess returns, we need to be slightly careful because the stock returns are monthly, but the Treasury bill yields are annualised. Note that the returns for the S&P index could have been constructed using a simpler command in the 'Genr' window such asĪs we used in chapter 1. If, in the transformation, the new series is given the same name as the old series, then the old series will be overwritten. Lagged by one period LAGX2=X(-2) creates a new variable LAGX2 containing X lagged by two periods For exampleĬreates a new variable called X2 that is half of XĬreates a new variable XSQ that is X squared creates a new variable LX that is the log of X EViews allows various kinds of transformations to the series.
This will yield a new series named RFORD that will contain the returns of the Ford stock.
To estimate percentage returns on the Ford stock, press the Genr button again and type The operator (-1) is used to instruct EViews to use the one-period lagged observation of the series. This will create a new series named RSANDP that will contain the returns of the S&P500. To transform the series, click on the Generate button (Genr) in the workfile window.
#How to use eviews 10 free#
In order to estimate a CAPM equation for the Ford stock, for example, we need to first transform the price series into returns and then the excess returns over the risk free rate. The monthly stock prices of four companies (Ford, General Motors, Microsoft and Sun) will appear as objects, along with index values for the S&P500 ('sandp') and three-month US-Treasury bills (' ustb3m'). As before, do not import the dates so the data start in cell B2.
#How to use eviews 10 plus#
The file is organised by observation and contains six columns of numbers plus the dates in the first column, so in the 'Names for series or Number if named in file' box, type 6. First, Open a new workfile to accommodate monthly data commencing in January 2002 and ending in April 2007. This exercise will estimate and test some hypotheses about the CAPM beta for several US stocks.