How do I create the odbc databace and the DNS using eviews?
Creating a database and/or a DNS is outside the scope of this EViews forum but I'll go over the rough details to try and help you out.
Usually you would already have an external database (such as SQL Server, Oracle, DB2, MYSQL, or even MS Access) that you want to push data into. These databases are usually hosted on a different machine on your network and provides centralized access to all of your data.
Each kind of database requires a different way to connect to them. "ODBC" was developed as a standard way of connecting to all of these different kinds of databases so that software like EViews could 'talk' to these different databases without having to do anything custom for each database type.
Hence, if you have a database that also provides you an ODBC driver, you can install their ODBC driver on your machine that is running EViews, create a DSN (see below) to connect that database, and then instruct EViews to write to that database via that DSN.
To create a DSN on your machine, go to Control Panel -> Administrative Tools -> Data Sources (ODBC). There, you should see a tabbed dialog called "ODBC Data Source Administrator". Click on the Add button to begin creating a new DSN.
You should see a list of ODBC drivers already on your system. From this list, pick the driver that matches the type of external database that you're connecting to. For example, if you have a Microsoft SQL Server database, you'd pick the "SQL Server" driver and then click "Finish". If you don't see the name you're looking for, you're going to have to talk to your database administrator about installing the correct driver on your system.
Once you click on Finish, this is where the steps will differ based on the driver you pick. For example, SQL Server will require you to specify a DSN name, server name, authentication type, database login id, password, and optionally a default database. Again, if you don't know this information, you're going to have to talk to your database administrator.
Once you've created this DSN successfully, it is now available to any program running on your machine. At this point, you can launch EViews and start exporting data to (or importing from) your ODBC compliant database.
Microsoft's ODBC page:
http://support.microsoft.com/kb/110093
Microsoft releases a set of standard ODBC drivers that can be installed on your system (if it's not already) called MDAC (Microsoft Data Access Components). The current version if MDAC 2.8 SP1. You can get it here:
http://msdn.microsoft.com/en-us/data/aa937729.aspx
Steve