EViews.com

I want to create a 95% confidence ellipse over my x y scatter plot. Here is a reference visual:
I have not found anything in the eviews GUI, but perhaps there are some features I can use to help me.

If eviews doesn't have built-in support for confidence ellipses, where can I find the values for the pink and green lines in the confidence ellipse picture above? In other words, assuming I have a group comprised of the series: x,y -- how can I retrieve the eigenvectors of the covariance matrix for x & y?

Specifically, I'll need the eigenvector of the covariance matrix that corresponds to the largest eigenvalue (one for x and one for y). This will get me closer to computing the ellipse from scratch.

Two parts to the question.

First, you can add a confidence ellipse as a layer to the scatterplot. From the interface, click on the graph, and select the desired confidence ellipse in the Fit Line combo.

In command form
There are options for the computation of the ellipse.

http://www.eviews.com/help/helpintro.ht ... 23ww245664

There are some example commands.


As to the second part,
will save the eigenvector and eigenvalues.

There are various options for the covariance and correlation computation.