上机实验3 Eviews的基本操作、数据的输入

一、工作文件的建立、保存

Wfcreate myfile u 1 100WfopenWfsave a:\mywork CloseLoadRangeSmpl工作页

二、数据序列的建立、数据的输入

Series GenrFrml@trend()@obsnum@seas()@day @month @year @quarter 提取序列中某一个元素:@elem(x,d)张文彰

三、序列的查看：Bar\line\hist\freq\sort\stats\sheet\distplot cdf \ distplot kernel\distplot theory\distplot quantile

bar bar graph of the series.

distplot cdf distribution (cumulative, survivor, quantile) functions.

correl correlogram autocorrelation and partial autocorrelation functions. freq one-way tabulation.

hist descriptive statistics and histogram. distplot kernelkernel density estimate. label

label of the series.

Line line graph of the series. qqplot quantile-quantile plot. sheet

spreadsheet view of the series.

statby statistics by classification. stats

descriptive statistics and histogram.

testby equality test by classification. Teststat simple hypothesis tests. uroot

unit root test.

排序：在workfile窗口，执行主菜单上的procs/sort series，可选择升序或降序：Sort 随之移动，即不破坏对应关系。

sort(d) x：按降序排序，注意所有的其它变量值都会随之相应移动。 电子表格 m1.sheet统计量 m1.stats走势图 m1.line

直方图 freeze(gh) g(1).hist核密度图 freeze(gk) g(1).distplot kernel show gk show ghgh.setelem(1) fcolor(blue)

x：则y graph gfl.merge gk gh gfl.align(2,1,1) show gfl g.stats(i) g.stats g.cor(i)

对序列的假设检验：

workfile iron u 1 5 series iron

iron.fill 4.28,4.4,4.42,4.35,4.37 iron.teststat(mean=4.45,var=2)

Hypothesis Testing for IRON Date: 11/10/12 Time: 21:14 Sample: 1 5

Included observations: 5

Test of Hypothesis: Mean = 4.450000 Sample Mean = 4.364000 Sample Std. Dev. = 0.054129 Method t-statistic

Test of Hypothesis: Variance = 2.000000 Sample Variance = 0.002930 Method Variance Ratio

Value 0.005860

Probability 0.0000

Value -3.552627

Probability 0.0237

workfile engle a 1978 2001 series country series city

…… 此处隐藏894字 ……

Cramer-von Mises (W2) Watson (U2)

Anderson-Darling (A2)

0.195785 0.089742 0.089703 0.490757

NA 0.092734 0.092693 0.520203

> 0.1 0.1417 0.1170 0.1861

Method: Maximum Likelihood - d.f. corrected (Exact Solution)