# Time Series Data Analysis Using EViews

## I. Gusti Ngurah Agung

# Time Series Data Analysis Using EViews

## I. Gusti Ngurah Agung

## About This Book

Do you want to recognize the most suitable models for analysis of statistical data sets?

This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures introduced are easily extendible to cross-section data sets.

The author:

- Provides step-by-step directions on how to apply EViews software to time series data analysis
- Offers guidance on how to develop and evaluate alternative empirical models, permitting the most appropriate to be selected without the need for computational formulae
- Examines a variety of times series models, including continuous growth, discontinuous growth, seemingly causal, regression, ARCH, and GARCH as well as a general form of nonlinear time series and nonparametric models
- Gives over 250 illustrative examples and notes based on the author's own empirical findings, allowing the advantages and limitations of each model to be understood
- Describes the theory behind the models in comprehensive appendices
- Provides supplementary information and data sets

An essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource.

## Information

*File/New*, which will give the options in Figure 1.2.

*File/Open*, which will give the options in Figure 1.3 using EViews 4. Using EViews 5 or 6 gives the options in Figure 1.4.

*Foreign Data as Workfile*…’ and clicking the.

*All files*(*.*). option, all files presented in Figure 1.5 can be seen, and can be opened as workfiles. Then a workfile can be saved as an EViews workfile.

*Foreign Data as Workfile*…’ can be opened using EViews 5, as well as EViews 6, as presented in Figures 1.3 and 1.4, there are many alternative ways that can be used to create an EViews workfile. This makes it easy for a researcher to create or derive new variables, indicators, composite indexes as well as latent variables (unmeasurable or unobservable factors) by using any one of the package programs presented in Figure 1.4, which is very convenient for the researcher. Then he/she can open the whole data set as a workfile.

*My Documents*…, the directory ‘EViews Example Files’ will be seen inMy Documents, as presented in Figure 1.6.

*GDP*,

*PR*,

*NPM*and

*RS*in an Excel spreadsheet, as shown in Figure 1.8. For further demonstrations of data analysis, three new variables are created in the spreadsheet: (i)

*t*as the time variable having values from 1 up to 180, (ii)

*Year*having values from 1952 up to 1996 and (iii)

*Q*as a quarterly variable having values 1, 2, 3 and 4 for each year (see the spreadsheet below).

*Edit/Copy*…

*File/New/Workfile…*This gives the window in Figure 1.9, showing the quarterly data set with starting and ending dates inDemo.xls.

*Annual:*specify the year. Years from 1930 to 2029 may be identified using either 2- or 4-digit identifiers (e.g. ‘32’ or ‘1932’). All other years must be identified with full year identifiers.*Quarterly:*the year followed by a colon or the letter ‘Q,’ and then the quarter number. Examples: ‘1932: 3,’ ‘32: 3’ and ‘2003Q4.’

*Monthly:*the year followed by a colon or the letter ‘M,’ and then the month number. Examples: ‘1932M9’ and ‘1939: 11.’*Semiannual:*the year followed a colon of the letter ‘S,’ and then either ‘1’ or ‘2’ to denote the period. Examples: ‘1932: 2’ and ‘1932S2.’*Weekly and daily:*by*default*, these dates should be specified as month number, followed by a colon, then followed by the day number, then followed by a colon, followed by the year. For example, entering ‘4: 13: 60’ indicates that the workfile begins on April 13, 1960.- Alternatively, for quarterly, monthly, weekly and daily data, just the year can be entered and EViews will automatically specify the first and the last observation.
- For...

## Table of contents

*Time Series Data Analysis Using EViews*(1st ed.). Wiley. Retrieved from https://www.perlego.com/book/1010149/time-series-data-analysis-using-eviews-pdf (Original work published 2011)

*Time Series Data Analysis Using EViews*. 1st ed. Wiley. https://www.perlego.com/book/1010149/time-series-data-analysis-using-eviews-pdf.

*Time Series Data Analysis Using EViews*. 1st edn. Wiley. Available at: https://www.perlego.com/book/1010149/time-series-data-analysis-using-eviews-pdf (Accessed: 14 October 2022).

*Time Series Data Analysis Using EViews*. 1st ed. Wiley, 2011. Web. 14 Oct. 2022.