Regression and Histogram output automation

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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Section8
Posts: 2
Joined: Tue Mar 10, 2015 1:46 am

Regression and Histogram output automation

Postby Section8 » Tue Mar 10, 2015 1:55 am

Hi eviews forum! I was wondering if you could help me. Before I explain anything, I am using Eviews 7.

I have approximately 40 data series that I am attempting to automate the output to either word or excel. Each series has to be tested against two different benchmark series and the output of the regression (as seen on the stats page) as well as the histogram of the regression has to be outputted. If this is not possible, is there a way to output the JB test from the histogram page? Up until now, I have been doing this manually, simply by copying and pasting, but I cannot imagine that there is no way to automate the process. I am struggling with the programming as I am not a programmer, so any assistance, however minute, would be greatly appreciated!

trubador
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Joined: Thu Nov 20, 2008 12:04 pm

Re: Regression and Histogram output automation

Postby trubador » Tue Mar 10, 2015 5:28 am

You can find Spool object very useful. But you'll have to become familiar with programming features of EViews:

Code: Select all

spool charts 'create a spool object to hold histograms equation reg matrix(40,2) jbera 'create a matrix to hold jbera statistics for !i=1 to 40 reg.ls y!i c x1 x2 reg.makeresids res freeze(mode=overwrite,grout) reg.hist 'histogram of residuals charts.append grout freeze(mode=overwrite,tabout) res.stats 'stats of residuals jbera(!i,1) = @val(tabout(14,2)) 'jbera statistic jbera(!i,2) = @val(tabout(15,2)) 'jbera p-value next 'Save the spool as a RTF file charts.save(t=rtf) c:\users\...\documents\chartout 'Or save it as a PDF file charts.save(t=pdf) c:\users\...\documents\chartout

Section8
Posts: 2
Joined: Tue Mar 10, 2015 1:46 am

Re: Regression and Histogram output automation

Postby Section8 » Sun Mar 15, 2015 7:58 pm

Thanks very much for your assistance! I have been playing around and have managed to get most things in order. The spool object is very useful, though I'm wondering if there is any way to live update the data without appending new objects to the spool, or do I simply have to create a new spool each time I would like to update the data?


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