7/24/2019 How to Use EViews - Unit 1 - Create a Workfile and Import the Data

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How to use EViews - Examples form BrooksIntroductory Econometrics for Finance(3ed)

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How to use EViewsUnit 1

Create a workfile and import the data

Outline:

- Create a workfile

- Import the data

- OLS analysis (OLS = ordinary least square)

Reading: Brooks 3ed Example 3.1 (p.81~84)

Data: Fund_XXXseries form Fund workfile (Fund.wf1)

Create a new workfile :

File New Workfile

7/24/2019 How to Use EViews - Unit 1 - Create a Workfile and Import the Data

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How to use EViews - Examples form BrooksIntroductory Econometrics for Finance(3ed)

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Import the data :

To import an xlsx file into your workfileuse File Import Import from

file...

7/24/2019 How to Use EViews - Unit 1 - Create a Workfile and Import the Data

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How to use EViews - Examples form BrooksIntroductory Econometrics for Finance(3ed)

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The Read Text-Lotus-Excel only reads text, lotus and .xls excel files.

The file contains two columns of numbers without header, so the data start in cell

A1and in the Names for series or Number if named in file box, type

fund_XXX index.

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How to use EViews - Examples form BrooksIntroductory Econometrics for Finance(3ed)

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Estimate a regression model

In the CAPM framework, the regression model is

t t ty x

Where :

ty : the excess return on fund_XXX =

,XXX t tr rf

tx : the excess return on market index = t trm rf

Choose 2 variables and open an Equation.

Freeze : Create a output.