Eviews教程

1.EVIEWS基础····························································································31.1.EVIEWS简介·························································································31.2.EVIEWS的启动、主界面和退出··································································31.3.EVIEWS的操作方式················································································51.4.EVIEWS应用入门···················································································61.5.EVIEWS常用的数据操作··········································································152.一元线性回归模型······················································································242.1.用普通最小二乘估计法建立一元线性回归模型··············································242.2.模型的预测·························································································302.3.结构稳定性的CHOW检验········································································343.多元线性回归····························································································393.1.用OLS建立多元线性回归模型·································································393.2.函数形式误设的RESET检验···································································454.非线性回归·······························································································484.1.用直接代换法对含有幂函数的非线性模型的估计···········································484.2.用间接代换法对含有对数函数的非线性模型的估计········································504.3.用间接代换法对CD函数的非线性模型的估计··············································534.4.NLS对可线性化的非线性模型的估计·························································554.5.NLS对不可线性化的非线性模型的估计······················································584.6.二元选择模型······················································································625.异方差····································································································685.1.异方差的戈得菲尔德——匡特检验····························································685.2.异方差的WHITE检验···········································································725.3.异方差的处理······················································································756.自相关····································································································796.1.自相关的判别······················································································796.2.自相关的修正······················································································837.多重共线性·······························································································877.1.多重共线性的检验················································································877.2.多重共线性的处理················································································928.虚拟变量·································································································948.1.虚拟自变量的应用················································································948.2.虚拟变量的交互作用··············································································998.3.二值因变量：线性概率模型···································································1019.滞后变量模型··························································································1059.1.自回归分布滞后模型的估计···································································1059.2.多项式分布滞后模型的参数估计·····························································110210.联立方程模型························································································11510.1.联立方程模型的单方程估计方法·····························································11510.2.联立方程模型的系统估计方法································································11931.Eviews基础1.1.Eviews简介Eviews：EconometricViews（经济计量视图），是美国QMS公司（QuantitativeMicroSoftwareCo.，网址为）开发的运行于Windows环境下的经济计量分析软件。Eviews是应用较为广泛的经济计量分析软件——MicroTSP的Windows版本，它引入了全新的面向对象概念，通过操作对象实现各种计量分析功能。Eviews软件功能很强，能够处理以时间序列为主的多种类型数据，进行包括描述统计、回归分析、传统时间序列分析等基本数据分析以及建立条件异方差、向量自回归等复杂的计量经济模型。1.2.Eviews的启动、主界面和退出1.2.1.Eviews的启动单击Windows的【开始】按钮，选择【程序】选项中的【Eviews5】，单击其中的【Eviews5】；或者在相应目录下用鼠标双击启动Eviews5程序，进入主窗口。如图1.1所示：图1.1标题栏菜单栏命令窗口工作区状态栏41.2.2.Eviews的主界面1.2.2.1.标题栏Eviews窗口的顶部是标题栏，标题栏左边是控制框；右边是控制按钮，有【最小化】、【最大化（或还原）】、【关闭】三个按钮。1.2.2.2.菜单栏标题栏下面是菜单栏。菜单栏中排列着按照功能划分的9个主菜单选项，用鼠标单击任意选项会出现不同的下拉菜单，显示该部分的具体功能。9个主菜单选项提供的主要功能如下：【File】有关文件（工作文件、数据库、Eviews程序等）的常规操作，如文件的建立（New）、打开（Open）、保存（Save/SaveAs）、关闭（Close）、导入（Import）、导出（Export）、打印（Print）、运行程序（Run）等；选择下拉菜单中的Exit将退出Eviews软件。【Edit】通常情况下只提供复制功能（下拉菜单中只有Cut、Copy项被激活），应与粘贴（Paste）配合使用；对某些特定窗口，如查看模型估计结果的表达式时，可对窗口中的内容进行剪切（Cut）、删除（Delete）、查找（Find）、替换（Replace）等操作，选择Undo表示撤销上步操作。【Objects】提供关于对象的基本操作。包括建立新对象（NewObjects）、从数据库获取/更新对象（Fetch/UpdatefromDB）、重命名（Rename）、删除（Delete）。【View】和【Procs】二者的下拉菜单项目随当前窗口不同而改变，功能也随之变化，主要涉及变量的多种查看方式和运算过程。我们将在以后的实验中针对具体问题进行具体介绍。【Quick】下拉菜单主要提供一些简单常规用法的快速进入方式。如改变样本范围（Sample）、生成新序列（GenerateSeries）、显示对象（Show）、作图（Graph）、生成新组（EmptyGroup）以及序列和组的描述统计量、新建方程和VAR。【Options】系统参数设定选项。与一般应用软件相同，Eviews运行过程中的各种状态，如窗口的显示模式、字体、图像、电子表格等都有默认的格式，用户可以根据需要选择Options下拉