EViewsGuide - Humboldt Universität zu Berlin Institut für...

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Unformatted text preview: Humboldt Universität zu Berlin Institut für Statistik und Ökonometrie Danijela Markovic A guide to EViews Based on a Practical Guide by R. R. Johnson Professor of Economics, The University of San Diego WS 2002/2003 A Guide to EViews WS 2002/2003 2 C ontents ¡ An Overview of Regression Analysis ........................................................................................... 3 Creating an EViews workfile .................................................................................................... 3 Entering data into an EViews workfile .................................................................................. 4 Importing data from a spreadsheet ......................................................................................... 4 Generating new variables in EViews ..................................................................................... 5 Creating a group in EViews ..................................................................................................... 5 Running a simple regression .................................................................................................... 6 ¡ Displaying numerical and graphical results of a Regression Analysis ................................ 8 Displaying the descriptive statistics for a group of variables ........................................ 8 Displaying the simple correlation coefficients between all pairs of variables in a group ........................................................................................................................................................... 9 Running a simple regression .................................................................................................. 10 Documenting the results .......................................................................................................... 10 Displaying the table and a graph of the actual, fitted and residuals for a regression ................................................................................................................................................. 11 ¡ Hypothesis testing ............................................................................................................................. 12 Calculating critical t values and applying the decision rule ......................................... 12 Calculating confidence intervals ........................................................................................... 13 Performing the t-test of the simple correlation coefficient ............................................ 13 Performing the F-test of overall significance .................................................................... 14 ¡ Autocorrelation & Heteroscedasticity ......................................................................................... 15 Creating a residual series from a regression model ....................................................... 15 Plotting the error term to detect autocorrelation...
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This note was uploaded on 05/26/2010 for the course ECON 301 taught by Professor Öcal during the Spring '10 term at Middle East Technical University.

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EViewsGuide - Humboldt Universität zu Berlin Institut für...

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