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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···············································································61.4.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的启动启动Eviews9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10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。10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下拉菜单中的项目对一些默认格式进行修改。【Add-ins】Add-ins必需在Eviews8以上的功能选单里,用点选的方式执行,不是用执行程序方式执行。假如你尚未安装套件,执行方式如下1.功能选单寻找Add-ins=DownloadAdd-ins2.出
本文标题:48Eviews操作教程-完整版
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