R and eviews integration

[AndBurns]

Is there anymore on the eviews forum on R other than http://forums.eviews.com/viewtopic.php?f=7&t=4353 and the help file documentation -- which is a start but falls short in getting one going. I am trying to integrate and better understand how time-series data coming from eviews gets to r. Specifically if I run this program


wfcreate m 1950 2020
pagerename untitled monthly
series usaip=dlog(ipm::usaiptotsakd)
series usapmi=pmim::usapmisa
series usacpi=@dlog(cpim::usacptotsaxn)
series usacapu=fred::TCU

pagecreate(page=quarterly) q 1950 2020
pageselect quarterly

series usagdpq=dlog(gdpq::usanygdpmktpsakd)
pagecreate(page=annual) a 1950 2020

pageselect annual
series usagdpz=dlog(mm::usanygdpmktpkd)


pageselect monthly
xopen(type=r, case=upper)
xrun setwd("c:/stage2/R")
'put regressors and dependent variable into R
xput(rtype=data.frame, name=m_vars) usaip usapmi usacpi usacapu
rm(list
pageselect quarterly
xput(rtype=data.frame, name=q_vars) usagdpq

pageselect annual
xput(rtype=data.frame, name=a_vars) usagdpz



xrun save.image("USA.Rdata")


when I get to R the data look like time series

USAIP USAPMI USACPI USACAPU
1950M01 NA NA NA NA
…
1991M02 -6.616724e-03 NA 7.421151e-04 79.3
1991M03 -5.381215e-03 NA 0.000000e+00 78.7
..
1994M01 4.071222e-03 NA 0.000000e+00 82.5

But are not timeseries (as far as R is concerned) is.ts(m_vars[1]) returns FALSE

As a result simple functions like lag(usaip) will not work

[EViews Gareth]

Change

Code: Select all

xput(rtype=data.frame

To be

Code: Select all

xput(rtype=ts