EViews-

1. EViews-
2. (cross section)
2.1
2.2 Workfile-
2.3 Workfile-
2.4 Workfile-
2.5
2.6
2.7
2.8 Object
3. Descriptive statistics (Cross section )
3.1 1 descriptive statistics
3.2
3.3 descriptive statistics
4. -
4.1
4.2
4.3
4.4 F
5. (heteroscedasticity)
5.1 White
5.2 White
6. (Dummy variable)
6.1
6.2
6.3
7. (time series data)
7.1 Workfile-
7.2
7.3

1.EViews-
EViews desktop Eviews 5 icon
Start/Programs/EViews5/EViews5-
.
.

2. (cross section)
2.1
, cross section
Workfile- , Excel- .
.
household.xls -
.
1
Excel-
disposal
number
age
consump
sex
money
debt
myhome

(1, 2)


(1, 0)

2.2 Workfile-
EViews Workfile . Workfile- ,
,
.
Workfile . 2 .
2

I .
1. Workfile- . [File]-[New]-[Workfile] .

2. Cross section (123 ) Workfile-

.
Workfile structure type

Unstructured/Undated (cross section )

Observations:

123

.
3.
. Workfile- .

II .
[File]-[Open]-[Foreign data as Workfile...] .xls, .txt
Workfile- .
3

2.3 Workfile-
[File]-[Save...]() [File]-[Save As...](
) .
Save .

.
2.4 Workfile-
[File]-[Open]-[EViews Workfile...]
Workfile- Open .
2.5
Excel- (.xls) EViews-
.

Excel- EViews-
. EViews
.

Excel- EViews- EViews-

. : ://data/data.xls

Excel- EViews- Excel- sheet- , @

+ # .

2.6
EViews Excel- 2 . EViews-
spreadsheet- copy and paste . Excel-
EViews- . 2 .
2.6.1 Copy and Paste
1. Workfile [Quick]-[Empty
Series)] .

Group (Edit

Excel- copy EViews-

spreadsheet- paste . Workfile- spreadsheet-
series- . .

SER01, SER02 Workfile

.

disposal, number .
2. Excel-
Workfile-
.[Proc]-[Import]-[Read Text-Lotus-Excel] .
. Open
.
5

. 8 (8 )
.

Data order
By Observation-series in columns
(cross section )
Upper-left data cell
2
( )
Name for series of if named in file 8
(8 8 2
series workfile- .

8 .
8-
.)
Excel 5+sheet name
.
(o Excel- sheet
sheet2
sheet2 )

2.7
Workfile- Workfile- Object
. Workfile- 2.3- . Object-
6

2.8- . household.xls
Excel- Sereies- Workfile- .
. Workfile [File]-[Save]-
, [File]-[Save As...]- .
. (
).
2.8 Object
Workfile , , , ,
. Workfile- Object .
Workfile Object- Workfile-
Object- . Workfile
Object- .
Coefficient vector
Pool

Equation

Scalar

Graph

Series

Group
Vector

Matrix
Text

able

2.8.1 bject-
. Object- . Object-
. bject [Name]
.
. Object- . Workfile- bject
(Object- Workfile- ).

3. Descriptive Statistics (Cross section)

3.1 descriptive statistics
1. Workfile- Series ( :

disposal) .

2. spreadsheet . Series (

disposal)- . Series- descriptive

statistic- .

3. descriptive statistics .
Series (
disposal)- [View][Descriptive Stats]-[Histogram and Stats]
.

4. [View]-[Graph]-[Line]
.

3.2
1. . Ctrl
Series- ( :
disposal, number, age, consump- ).

2. Series- 2
open group .
.
.
descriptive statistics- .

3. 2-
[Name] .
( : group01) group- bject .

4. Workfile
Group01
.

3.3 descriptive statistics

1. descriptive statistics- .
(
group01)[View]-[Descriptive Stats][Individual Sample]- .

2. . group (
group01)-
[View]-[Graph]-[Line] .

10

3. group
. group-
. group ( group01)- [View][Multiple Graph]-[Line] .

4. scatter . group (
group01)- [View]-[Multiple Graph]-[Scatter]- [Matrix
of all pairs] .

5. . group
(
group01)- [View]-[Correlation]-[Common
sample] .

11

4. -
4.1
.
.

12= .
yearcons [Quick]-[Generate Series...]
yearcons Series- .

yearcons ( ),
disposal ( )
.

yearconsi = c + disposali + ei

(1)

1. - . Workfile- [Quick]-[Estimate
Equation] . .

Equation specification
Method
Sample

yearcons c disposal1
LS-Least Squares (NLS and ARMA)2
1 1233

EViews-

. . EViews-
. EViews- .

. -

3
.

12

2. 4.

( )
1

Dependent Variable
Method
Date
Sample
Included observation

YEARCONS
Least Squares ()
05/04/2008
1- 123-
123

( )
2

4
5

Variable

Disposal

Coefficient

149.9611
0.271043

Std.Error

t-Statistic

Prob

16.70795
0.018078

8.975430
14.992605

0.0000
0.0000

Excel copy and paste a .

. H 0 : = 0 ,

H1 : 0 . t 14.9926
1%- 0 .

13

( )
3

R-squared
Adjusted R-squared
S.E. of regression
Sum Squared resid
Log likelihood
Durbin-Watson stat
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob (F-statistic)

-


likelihood
Durbin-Watson-


Akaike
Schwarz
F-
(F c )

0.650064
0.647172
102.7271
1276897
-743.2666
1.909800
358.4390
172.9434
12.11816
12.16388
224.7780
0.000000

3. Object Workfile- .
[Name]
( eq01 ) OK .

4. Workfile- (
.

eq01) Equation- bject

5. . (
eq01) [View]-[Representations]
.

14

6. . (
eq01) [View]-[Estimation output] 2-
[Freeze]
table bject . [Name]
(
table1) table1 Workfile- .
table1 Excel- spreadsheet- .

7. Residual . (
eq01)- [View]-[Actual, Fitted, Residual]-[Actual, Fitted, Residual
Graph]- . [Resids] .

8. Residual Jarque-Bera test (

)- 6. ( eq01)-
[View]-[Residual Tests]-[Histogram-Normality]- .

X - Jarque-Bera test :
H 0 : X
:

H1 : X

:
.
15

9. Ramseys Reset test- . ( eq01)-

[View]-[Stability test]-[Ramsey RESET Test...]- .
Number of fitted terms- (
2 ). .

10. .

4.2
1. . Workfile . Ctrl

yearcons,
disposal-
[Open] [as Group]- .

group02 .

16

2.

group02- [View]-[Graph]-[Scatter]-[Scatter with

Regression]- .

2- None

.

4.3
EViews-
.
1. .
yearcons,
17

,
disposal, number
.
yearconsi = c + 1disposali + 2 numberi + ei
2. Workfile- , [Quick]-[Estimate Equation]- .
.
Equation specification
yearcons c disposal number
Method
LS-Least Squares (NLS and ARMA)
Sample
1 123

3. .

4. Object Workfile- .
[Name]-
( eq02 ). Workfile-
eq02 Object-
.

18

5. . (

eq02) [View]-[Actual, Fitted, Residual][Actual, Fitted, Residual Graph]- . [Resids] .

6. .
( eq02)- [View]-[Residual
Tests]-[Histogram-Normality]- .

4.4 F
4.3- redundant
() . 4.3-
yearcons,
,
disposal,
number
.
19

yearconsi = c + 1disposali + 2 numberi + ei

Redundant variable test- .
H 0 : 1 = 2 = 0

H1 : H 0 - ( 1 0 or 2 0 )7.

1. Redundant variable test- . (

eq02)- [View]-[Coefficient Tests]-[Redundant TestsLikelihood Ratio...]- .
One or more test series
disposal number8

2.

3. disposal number 2 ,
3 . F
F(2,123-3=120) 5%- F
3.07 . 159.6860
H 0 : 1 = 2 = 0
0- yearcons- .

t
. F .

disposal number 2 yearcons-

20

5.
,

.
5.1 .
1. .

disposal,
debt- .

disposali = c + 1debti + ei
2. . Workfile- [Quick][Estimate Equation]- .

Equation specification

disposal c debt

3. .

5.2 .
( sex)
. =1, =0 .

.

disposali = c + 1debti + 2 sexi + ei

21

5. [Quick]-[Estimate Equation]-
.

6. .

6. Heteroscedasticity ( )
1. .
yearcons, ,
disposal, number,
age [Quick]-[Estimate Equation]-
.

22

2. .

6.2 Heteroscedasticity
[View]-[Residual Tests]-[White
Heteroskedasticity (no cross term)]- .

0 F
5%- F(6,116)
~2.17 F 3.75 0
.
Heteroskedasticity 6 2
5%- 12.635 Obs*R-squared 19.99
Heteroskedasticity .

23

6.3 White- .
White-
.
1. Workfile- [Quick]-[Estimate equation]-
.

Equation specification
Equation settings
Sample

yearcons c disposal number age

LS-Least Squares (NLS and ARMA)
1 123

2. tions- .

24

3. Heteroskedasticity consistente coefficient covariance- White-

OK .

4. . White-

, t , p ( t - )
.

25

7. Time series
time series Workfile-
. . 2003
7 1- 2003 9 19 .
1 Time series-
Excel
hatuden
kion_average
kion_max
kion_min
date
holiday
obon

1000/

7.1 Workfile-
1. Workfile- . File - New - Workfile .

2. time series ( 2003 7 1 2003 9 19 ) Workfile- .

.

26

3. . Workfile- Range: 7/01/2003 9/19/2003,

Sample: 7/01/2003 9/19/2003 .

7.2
7.2.1 opy Paste
1. Workfile- Quick - Empty Group (Edit Series) - .
2. xcel-
( 1- I82 ) copy .
.

27

3. EViews- worksheet- paste . Excel- time series-

obs
Paste .

7.2.2 .
1. Workfile- [Proc]-[Import]-[Read Text-Lotus-Excel]-
Excel . hatuden.xls
. .

28

2. cross section- hatuden.xls

kion_average, kion_max, kion_min, date, holiday, obon 7
.

Data order

Upper-left data cell

By Observation-series in columns
( )
C2 ( )

Names for series...

7 ( )

Excel 5+sheet name

(Excel- sheet
sheet2,
sheet3
sheet- )

29