Improved holiday family of functions to return the proportion of an annual event associated with each observation (“Holiday Functions” on page 21). Improved data import and export from matrix objects (“New Matrix import/export engine,” on page 40). Extended support for setting up and using row and column labeling (“Matrix Row and Column Labels,” on page 43).
Fixed display of rows and columns in tables ("Fixing rows and columns in tables," on page 61). Improved vector error correction (VEC) estimator, which includes improved support for deterministic regressors (“Improved VEC estimator” on page 70). Bayes vector autoregression with time-varying coefficient (BTVCVAR) models (“Bayes vector autoregression with time-varying coefficient” on page 73).
Calculation and display of the expanded confidence interval of the VAR/VEC impulse response (“Improved Impulse Response Display” on page 90). List of new and updated object commands and data members (“Updated list of objects” on page 100).
Compatibility Notes
When you open multiple work files or multiple programs, previously opened windows will appear as tabs in the corresponding docks. When you open multiple object windows, the previously opened windows will appear as tabs in the object window. In the example screenshot, a working file window and a database window are grouped together in a single panel (docked on the left) and the program window floats outside the EViews frame on the right.
Select the EViews kernel by selecting it from the "New" drop-down menu in the upper right corner of the notebook dashboard. All pre-existing cell formatting in the Excel file will be overwritten using the cell colors and fonts in TAB1. The @holiday function returns the proportion or identifier of an annual event covered by the observation, for each observation in the work file.
The @holidayset function returns the proportion or identifier of the multiple annual events covered by the observation for each observation in the workfile. In the normal case where these two days are covered by different observations, the observation for December 31 will have a value of 0.33 and the observation for January 1 will have a value of 0.67 according to the relative weights indicated.
Engine
The user interface allows you to filter the results regardless of the selected method. For more information, click the Browse Trading Economics Stocks link at the bottom of the dialog to open the Trading Economics website. For more information, click the Open browser link at the bottom of the dialog box to open the WHO website.
All functions have extended scope in EViews 13 along with new functionality for referencing data using matrix row and column labels. Note that all SCID elements must be strings matching the column names previously assigned to X. Note the additional detail visible in the ALLIED and DUPONT series values for observations 9 through 16.
For example, we can display the county names in our geomap view of the county areas in the state of California, USA. When the end of the table is reached, EViews resumes searching from the beginning or end of the table, depending on the search direction. Depending on the contents of the table, the first few rows or columns in your table may contain identifying information about the data cells in the table.
In the dynamic linear specification, you must enter a list of variables consisting of the dependent variable followed by each ARDL distributed lag symmetric regressor. You can assess symmetry restrictions on the coefficients of the long-run and short-run asymmetric regressors (“Testing for asymmetry” on page 85). EViews will open a spool view, with each node in the spool containing the CDM plot corresponding to one of the explanatory variables.
These tests are formulated as standard F tests or Wald tests of the significance of parameters in the cointegrating association of the conditional error correction model for each cross section. The new views make it easier to use PMG estimates to examine the short- and long-run performances of distributed lag regressors and cointegrating relationships. You can perform a Hausman test of the similarity of the PMG estimator to the mean group (MG) and dynamic fixed effects (DFE) estimators ("Tests of similarity" on page 90).
These tests are formulated as standard F tests or Wald tests of the significance of parameters in the cointegrating association of the conditional error correction model for each cross section. The results of the test performed on each cross-section are shown in the first table of a coil. We can easily perform a Hausman test on the similarity of the PMG estimator to the mean group (MG) and dynamic fixed effects (DFE) estimators.
In the first set of procedures, the forecast sample is set independently of the rest of the procedure.
VAR Var Methods
Integer values correspond to rows, and string values correspond to previously defined row labels. If you have saved work files that contain any of the above objects and open them in previous versions, EViews will delete the incompatible object and notify you that one or more objects were not read. We recommend that you make a copy of any work files that contain these objects if you wish to use these work files in earlier versions of EViews.
There may be differences in results from previous versions due to Census Bureau changes in procedures. Note that the Census Bureau has tested this version of X-13ARIMA-SEATS on Windows 10 and indicates that it may work on earlier versions of Windows.
