Writing a script to generate things

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

wetkneehouston
Posts: 3
Joined: Sun Jan 12, 2014 12:56 pm

Writing a script to generate things

Postby wetkneehouston » Mon Jan 13, 2014 11:45 am

I have a time series data set for two variables, ftse100 and sp500. I have to generate a script in order to:

- generate returns and squared returns for both variables
- report descriptive statistics and correlations for both variables
- run the regression of sp500 on a constant and ftse100
- test for normality, autocorrelation, heteroskedasticity, stability in returns and squared returns
- plot returns and squared returns

I can do most of this stuff in Eviews, but I'm supposed to do it by making a script and I can't seem to figure out how this is done. Does anyone know the appropriate code to use to come up with these things? I can't seem to locate it in the Eviews help menu.

Thanks!

trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Writing a script to generate things

Postby trubador » Mon Jan 13, 2014 12:09 pm

All the information is there. Look more carefully. Plus, there are lots of examples in the forum. For a good start in writing scripts in EViews, you can start here: http://forums.eviews.com/viewtopic.php?f=5&t=1638


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests