EViews.com

first-time user questions:

1. can I calculate eigenvalues of a matrix in Eviews? What is the related function?
2. how accurate regarding to decimals in computation? two, three, ten or more digits?

thx!

1. Yes, you can use the @eigenvalues function.

2. Complicated question, and the answer is, it depends. Some eigenvalue computations will perform better than others (eigenvalue computation is an iterative procedure, and as with all iterative procedures, sometimes it works better than others). However we'd be extremely surprised if an eigenvalue calculation wasn't at least 7 decimal places accurate.

thanks Gareth!