Eviews操作教程完整版本.doc

1. EVIEWS基础 ······························ 3 1.1. EVIEWS简介 ····························· 3 1.2. EVIEWS的启动、主界面和退出 ····················· 3 1.3. EVIEWS的操作方式 ·························· 6 1.4. E应用入门 ··························· 6 VIEWS 1.5. EVIEWS常用的数据操作······················· 15 2. 一元线性回归模型··························· 24 2.1. 用普通最小二乘估计法建立一元线性回归模型 ············· 24 2.2. 模型的预测 ···························· 30 2.3. 结构稳定性的 C 检验 ······················· 34 HOW 3. 多元线性回归 ····························· 39 3.1. 用 OLS建立多元线性回归模型 ···················· 39 3.2. 函数形式误设的 RESET检验 ····················· 45 4. 非线性回归 ······························ 48 4.1. 用直接代换法对含有幂函数的非线性模型的估计 ············ 48 4.2. 用间接代换法对含有对数函数的非线性模型的估计 ··········· 50 4.3. 用间接代换法对 CD函数的非线性模型的估计 · ············· 53 4.4. NLS对可线性化的非线性模型的估计 ················· 55 4.5. NLS对不可线性化的非线性模型的估计 ················ 58 4.6. 二元选择模型 ··························· 62 5. 异方差 · ······························· 68 5.1. 异方差的戈得菲尔德——匡特检验 ·················· 68 5.2. 异方差的 WHITE检验 ························ 72 5.3. 异方差的处理 ··························· 75 6. 自相关 · ······························· 79 6.1. 自相关的判别 ··························· 79 6.2. 自相关的修正 ··························· 83 7. 多重共线性 ······························ 87 7.1. 多重共线性的检验 ························· 87 7.2. 多重共线性的处理 ························· 92 8. 虚拟变量 ······························· 94 8.1. 虚拟自变量的应用 ························· 94 8.2. 虚拟变量的交互作用 ························ 99 8.3. 二值因变量：线性概率模型 ····················· 101 9. 滞后变量模型 ···························· 106 9.1. 自回归分布滞后模型的估计 ····················· 106 9.2. 多项式分布滞后模型的参数估计 ··················· 111 10. 联立方程模型 ··························· 116 10.1. 联立方程模型的单方程估计方法 ··················· 116 10.2. 联立方程模型的系统估计方法 ···················· 120 2 .. Eviews 基础 1.1. Eviews 简介 Eviews ：Econometric Views（经济计量视图） ，是美国 QMS公司（ Quantitative Micro Software Co. ，网址为 ）开发的运行于 Windows 环境下的经济计 量分析软件。 Eviews 是应用较为广泛的经济计量分析软件—— MicroTSP 的 Windows 版本， 它引入了全新的面向对象概念，通过操作对象实现各种计量