应用时间序列Eviews.pdf

鏃堕棿搴忓垪鍒嗘瀽 EVIEWS涓婃満瀹炶返 2013-2014绗簩瀛︽湡 缁熻瀛﹂櫌鍛ㄥ嚒鍚 瀹炶返鍐呭 涓€锛庢椂闂村簭鍒楁暟鎹湪Eviews涓殑鍩烘湰鎿嶄綔 浜岋紟骞崇ǔ鎬х殑鍒ゆ柇 涓夛紟绾殢鏈烘€х殑鍒ゆ柇 鍥涳紟骞崇ǔ鏃堕棿搴忓垪寤烘ā涓庡弬鏁颁及璁 浜旓紟妯″瀷鐨勬瘮杈冨強浼樺寲 鍏紟妯″瀷鐨勬畫宸楠 涓冿紟妯″瀷鐨勯娴 鏃堕棿搴忓垪鏁版嵁鍦‥views涓殑鍩烘湰鎿嶄綔 飩 鏃堕棿搴忓垪鏁版嵁鐨勫垱寤 飩 缁樺埗鏃堕棿搴忓垪鍥 飩 鏌ョ湅搴忓垪鐨勭畝鍗曠粺璁￠噺 1.1鏃堕棿搴忓垪鏁版嵁鐨勫垱寤 飩 Eviews鐨勬搷浣滅殑鍩虹鏄璞★紝鑰屾墍鏈夌殑瀵硅薄鍧囨斁 缃湪宸ヤ綔鏂囦欢锛圵orkfile 锛変腑銆傚洜姝わ紝鎴戜滑瑕侀 鍏堝缓绔嬩竴涓柊鐨勫伐浣滄枃浠舵垨鑰呰皟鐢ㄤ竴涓凡缁忓瓨 鍦ㄧ殑宸ヤ綔鏂囦欢銆 1.1鏃堕棿搴忓垪鏁版嵁鐨勫垱寤 鈶 鍒涘缓宸ヤ綔鏂囦欢锛 飦 File/New/Workfile 飦 鍑虹幇涓変釜閫夐」鍖猴細 飦伐浣滄枃浠剁粨鏋勭被鍨?Workfile structure type) 飦 闈炵粨鏋?闈炴棩鏈熷瀷 飦 鏃ユ湡-瑙勫垯棰戠巼鍨 飦 骞宠　闈㈡澘鍨 飦 鏃ユ湡璁惧畾(Date specification) 飦 杈撳叆瀛ｅ害锛屾湀搴﹀拰鍛ㄥ害鏁版嵁鏃讹紝璧峰涓庣粓姝㈡椂鏈熼渶瑕佸湪骞 搴﹀悗鐩稿簲鐨勫姞涓奞, M, W鍜岀浉搴旂殑鏁板瓧 飦懡鍚嶉」(Names) 1.1鏃堕棿搴忓垪鏁版嵁鐨勫垱寤 鈶 鍒涘缓鏃堕棿搴忓垪 飦 Workfile/Object/New object 飦 閫夋嫨瀵硅薄绫诲瀷锛歋eries 飦 骞跺湪鍙充晶涓烘柊搴忓垪鍛藉悕锛屽a. 飦 鎵撳紑鏂板簭鍒楃殑鏂瑰紡锛 飦 鍙屽嚮搴忓垪 飦 閫変腑a, 鍦ㄥ伐浣滄枃浠剁獥鍙ｉ€夋嫨View/Open Selected/One Window. 飦 鍦ㄥ伐浣滄枃浠剁獥鍙ｇ偣鍑籹how锛屽湪瀵硅瘽妗嗕腑杈撳叆搴忓垪鍚峚锛 鐐瑰嚮OK 銆 1.1鏃堕棿搴忓垪鏁版嵁鐨勫垱寤 鈶 鏃堕棿搴忓垪鏁版嵁鐨勫綍鍏ヤ笌瀵煎叆 飦 鎵嬪姩褰曞叆鏁版嵁锛 1. 鎵撳紑搴忓垪瀵硅薄绐楀彛 2. 鍦ㄥ伐鍏锋爮涓婄偣鍑籈dit +/- 鎸夐挳杩涘叆缂栬緫鐘舵€併€ 3. 绮樿创澶嶅埗鎴栬緭鍏ユ暟鎹€ 4. 褰曞叆鎴栦慨鏀规暟鎹畬姣曞悗鍐嶆鐐瑰嚮Edit +/- 鎸夐挳鎭㈠鍒 鍙鐘舵€併€ 飦 瀵煎叆宸叉湁鏁版嵁鏂囦欢锛 1. File/Import/Import from file 鎴栧伐浣滄枃浠剁獥鍙roc/Import/ Import from file鈥 2. 閫夋嫨Excel鏂囨。銆 1.1鏃堕棿搴忓垪鏁版嵁鐨勫垱寤 鈶 鏃堕棿搴忓垪鏁版嵁鐨勬牱鏈?SAMPLE)閫夊彇 甯稿父闇€瑕佸垎鏋愮殑鏃舵湡浠呬粎鏄簭鍒楃殑瑙傛祴鍊肩殑涓€閮ㄥ垎锛 杩欐椂鍊欓渶瑕佹洿鏀瑰簭鍒楃殑鏍锋湰鏈熴€ 1. 鍦ㄥ伐浣滄枃浠剁獥鍙ｇ殑宸ュ叿鏍忕偣鍑籗ample; 鎴朠roc/Set Sample 鎴朡uick/Sample. 2. 鍦⊿ample range pairs 涓粰鍑烘垚瀵圭殑鏃ユ湡銆 3. 鍦↖F condition涓姞鍏ラ檮鍔犳潯浠躲€ 1.1鏃堕棿搴忓垪鏁版嵁鐨勫垱寤 鈶 鏃堕棿搴忓垪鏁版嵁鐨勭敓鎴愩€ 鍒╃敤宸叉湁鐨勫簭鍒楃敓鎴愭柊搴忓垪銆 1. 鍦ㄥ伐浣滄枃浠剁獥鍙ｇ殑宸ュ叿鏍忕偣鍑籊enerate; 鎴 Object/Generate Series 鎴朡uick/Generate Series. 2. 鍦‥nter equation涓緭鍏ヨ祴鍊艰鍙ワ紝鏍煎紡锛歯ames= formula 銆 3. 鍦⊿ample 涓姞鍏ユ牱鏈湡銆 1.1鏃堕棿搴忓