Eviews操作教程 完整版

Eviews操作教程 完整版 超全Eviews操作教程,可供研究生学习。

1. EVIEWS基础 ······························································································································· 3 1.1. 1.2. 1.3. 1.4. 1.5.

EVIEWS简介 ················································································································ 3 EVIEWS的启动、主界面和退出 ·················································································· 3 EVIEWS的操作方式 ····································································································· 5 EVIEWS应用入门 ········································································································· 6 EVIEWS常用的数据操作 ··························································································· 15

2. 一元线性回归模型 ······················································································································ 24 2.1. 2.2. 2.3.

用普通最小二乘估计法建立一元线性回归模型······················································· 24 模型的预测 ················································································································ 30 结构稳定性的CHOW检验 ························································································· 34

3. 多元线性回归 ····························································································································· 39 3.1. 3.2.

用OLS建立多元线性回归模型 ················································································ 39 函数形式误设的RESET检验 ··················································································· 45

4. 非线性回归 ································································································································· 48 4.1. 4.2. 4.3. 4.4. 4.5. 4.6.

用直接代换法对含有幂函数的非线性模型的估计 ··················································· 48 用间接代换法对含有对数函数的非线性模型的估计 ··············································· 50 用间接代换法对CD函数的非线性模型的估计 ······················································· 53 NLS对可线性化的非线性模型的估计 ····································································· 55 NLS对不可线性化的非线性模型的估计 ································································· 58 二元选择模型 ············································································································ 62

5. 异方差 ········································································································································· 68 5.1. 5.2. 5.3.

异方差的戈得菲尔德——匡特检验 ·········································································· 68 异方差的WHITE检验 ······························································································ 72 异方差的处理 ············································································································ 75

6. 自相关 ········································································································································· 79 6.1. 6.2.

自相关的判别 ············································································································ 79 自相关的修正 ············································································································ 83

7. 多重共线性 ································································································································· 87 7.1. 7.2.

多重共线性的检验 ···································································································· 87 多重共线性的处理 ···································································································· 92

8. 虚拟变量 ····································································································································· 94 8.1. 8.2. 8.3.

虚拟自变量的应用 ···································································································· 94 虚拟变量的交互作用 ································································································ 99 二值因变量：线性概率模型 ··················································································· 101

9. 滞后变量模型 ··························································································································· 105 9.1. 9.2.

自回归分布滞后模型的估计 ··················································································· 105 多项式分布滞后模型的参数估计 ··········································································· 110

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