Eviews Workshop

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EViews Workshop
Program: MSc in Finance 2011-2012 Instructor: Dimitris Tsouknidis, MSc, MBA, PhD Email: dtsouknidis@gmail.com

Course Description
• Workshop 1
– Introduction, Regression Analysis, Multiple Regression Analysis

• Workshop 2
– Issues with the Classical Linear Regression Model and Univariate Time-series Modeling in Finance

• Workshop 3
– Multivariate Time-Series Modeling in Finance and Modeling Long-run Relationships in Finance
MSc Finance - EViews Workshop 1 - 2012 2

Workshop 1
Introduction, Classical Linear Regression Analysis and Multiple Regression Analysis 19 January 2012

Agenda
• • • • • • • Introduction to EViews Importing Data Loading and Saving Datasets Graphical and Statistical Analysis Regression Analysis Multiple Linear Regressions Case Studies
– January Effect
MSc Finance - EViews Workshop 1 - 2012 4

Introduction
• EViews is a menu-driven econometric software. • Open EViews requires:
– Start/All Programs/EViews 7

• EViews organizes data, graphs, output, etc. as objects. • Each of these objects can be copied, saved and/or cut-andpasted. • EViews is not case sensitive e.g. INDEX = index. • EViews is producing workfiles (.wf1). • You can import data from Microsoft Excel (.xls) and create workfiles (.wf1).
MSc Finance - EViews Workshop 1 - 2012 5

Creating a Workfile
• Click: File/New/Workfile. • You can select the type of your workfile (Dated – regular frequency, Balanced panel, Unstructured/Undated ), the frequency (e.g. monthly) and the start and end date in the following format YYYY:MM e.g. 1991:01 • Click OK and your workfile is created • Variable c contains any estimated parameters while resid the estimated residuals. • Within workfiles one works with objects, like series, equations, groups of variables, graphs, tables, etc. All these objects are part of the workfile.
MSc Finance - EViews Workshop 1…...

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