EViews Packages

EViews Add-ins, User Objects, and Library Packages

EViews offers an EViews Add-ins and User Object infrastructure that provides seamless access to user-defined programs and objects using the standard EViews command, menu, and object interface. Using Add-ins or User Objects, you can add user-defined features of power and sophistication that are virtually indistinguishable from built-in features.

The following are a set of freely downloadable add-in packages, User Objects, and libraries that you may use to extend your usage of EViews.

Add-in packages are EViews programs that, when installed, look and feel like built-in EViews procedures. Packages may generally be run from the EViews object and Add-ins menu, or via commands. Once installed, add-in packages should require no user-modification.

User Object packages are EViews programs that allow creation of brand new object types within a workfile. These objects will have their own custom View and Procedure menus and commands.

Add-in Libraries are EViews programs that extend the EViews programing language by providing routines and tools that other programs, including other Add-ins, may utilize.

To download an Add-in or User Object, simply click on the name, instruct your browser to open the file using EViews, and let EViews do the rest...

Note: IHS EViews does not provide telephone or email technical support for individual Add-ins. If you need help with an Add-in, please click on the corresponding support link below.

If you would like to contribute your own package and have it listed here, please visit the Add-in Writer's Forum for details on how to submit.

(*) Add-in's name indicates the Add-in was developed by an EViews community member rather than by IHS EViews.

EViews Add-ins and User Objects 

Title â–´ Date Description Support
aim_solve* 2011/02/07 Provides a way to simulate DSGE models within EViews. Requires R and the AMA package, and knowledge of the EViews model object. Forum
ARDLbound* 2014/01/23 Selects the ARDL model structure based on selected criterion and estimate the critical value for ARDL Bound appraoch.
ARIMASel 2010/05/28 Performs an ARIMA selection routine, where the order of differencing is chosen via unit root tests, and the AR, SAR, MA and SMA terms are chosen according to an information criterion. Forum
ARW* 2019/06/21 Estimates the Arias, Rubio-Ramirez and Waggoner algorithm for sign and zero restricted VARs.
asymvar* 2022/08/16 Estimates an Asymmetric VAR.Forum
Backtest 2015/11/12 This add-in performs simple portfolio backtesting for a set of positions and associated returns. Forum
BaiPerron 2010/10/12 This add-in performs the Bai-Perron (1998) breakpoints test, as implemented in the R package "struccchange". Note R is required for this add-in. Forum
BayesLinear* 2014/09/03 This add-in estimates a linear Gaussian model estimated by Gibbs Sampling. Forum
BBQ* 2017/12/15 Implements the Bry-Boschan (NBER) Business Cycle Dating Algorithm modified by Harding and Pagan for quarterly data. Forum
BFAVAR* 2015/12/28 This add-in perform the estimation of Factor-Augmented Vector Regression (FAVAR) models by using a one-step Bayesian Gibbs sampling likelihood approach. Forum
BiProbit 2010/09/28 Computes a bivariate probit regression. Forum
BMA 2012/04/05 Computes different Bayesian Model Averaging methods including LM, GLM and Multinomial Logit models. Note R is required for this add-in. Forum
BNDecom 2011/07/07 Performs the Beveridge-Nelson decomposition. Forum
BNFilter* 2017/11/17 Performs a modification of the BN decomposition to directly impose a low signal-to-noise ratio. Forum
bnmwd* 2020/12/01 Performs the Morley and Wong trend-cycle decomposition. Forum
boxcox* 2021/05/04 Applies the BoxCox transformation to a series with optional automatic optimization of lambda.
BPTest 2010/11/24 Calculates the Breusch-Pagan LM test and associated other tests for random effects for a least squares regression in a panel workfile. Forum
BVAR 2010/11/30 Performs a Litterman / Minnesota / Ko-Ko or Sims-Zha (1998) Bayesian VAR estimation. Note a previous version of this Add-in was based on the R package MSBVAR. This version of the Add-in can be obtained here Forum
CanCor 2010/07/08 Calculates canonical correlations between two group objects. Forum
canovahansen* 2018/07/26 Performs the Caonva Hansen seasonal unit root test. Forum
CDTest 2013/06/06 Tests for cross-section dependence amongst the residuals of an equation. Forum
cfbvar* 2020/10/26 Estimates the Waggoner and Zha (1999) constrained forecast BVAR. Forum
ColorCode* 2021/04/12 Sets colors of cells in table according to values in the cells relative to the distribution of values. Forum
confcast* 2016/07/05 Performs a conditional forecast from Vector Auto Regression models. Forum
cross_spectra* 2022/02/13 This add-in provides frequency-domain analysis of the covariance/correlation relationships among a set of time series. Forum
Crossvalid* 2015/05/12 Performs k-fold cross validation procedure on an already estimated equation. Forum
Croston 2016/05/25 Performs the Croston Method for intermittend demand forecasting.
Cutoff* 2015/05/12 Calculates the optimal cutoff value for binary choice models. Forum
dcc_rgarch* 2021/02/24 Estimates the DCC Range GARCH and DCC GARCH models. Forum
dccgarch11* 2014/03/04 Estimates a DCC Garch(1,1) model via a two-step procedure Forum
DMA* 2016/09/06 Performs dynamic model averaging of Koop and Korobilis (2012) Forum
DMtest* 2014/01/20 Performs the Diebold-Mariano Forecast Evaluation test. Forum
dyindex* 2018/04/24 Calculates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model. Forum
EqBootstrap 2010/06/28 Allows you to bootstrap standard errors and point estimates from a linear least squares equation. Forum
EqRefresh 2010/09/09 Refreshes/Re-estimates the equations in your workfile Forum
EqTabs 2010/09/27 Allows you to organize the output from the equations in your workfile into one table. Forum
EVStudy* 2022/04/25 Performs the Fatum and Hutchison (2003) Event Study approach to forex intervention.
ExpSmooth 2010/04/09 Performs an expanded set of exponential smoothing and forecasting techniques, including automatic model selection. Note R and the Forecast package are required for this add-in. Forum
Fama-Macbeth 2013/04/18 Performs Fama-MacBeth regression on a set of portfolio or asset returns and factors and returns summary results including the output of a simple cross-sectional average regression. Forum
FanChart 2016/04/27 Creates a Bank of England style fan chart using forecast mode, uncertainty and skewness data.
FAVAR* 2017/11/17 Factor-Audmented Vector Regression (FAVAR). Forum
FAVARSF* 2017/11/17 Factor-Audmented Vector Regression (FAVAR) User Object. Forum
FcastDecomp* 2021/04/12 Decomposes a forecast for left-hand side variable into individual drivers, i.e. right-hand side variables multiplied by coefficient. Forum
FDFilter* 2010/09/27 Calculates the Corbae-Ouliaris (2006) Frequency Domain (FD) approximation to the ideal band pass filter. Forum
forcomb* 2016/02/08 Performs robust real-time forecast combination, including the s-After, L1-After, h-After, L210-After and Scancetta's MLS methods.
fracdiff* 2010/12/10 Fractional differencing, where the difference parameter can take non-integer values.
frenchdata 2017/02/24 Fetches and processes zipped data files from Ken French's data library. Forum
gasmodelu* 2024/01/23 Estimates a univariate Generalized Autoregressive Score (GAS) framework for GARCH models.
GBASS* 2011/06/21 Estimation of the Generalized BASS model. Forum
GenDummy* 2011/05/02 Provides a simple interface for generating time based dummy variables.
GetMacroData 2011/02/02 Provides an easy way to download US macro data into EViews. Forum
GetQuandl 2013/07/03 Provides an easy way to download data into EViews from the Quandl website. Forum
gfevd* 2018/11/26 Estimates a new generalized forecast error variance decomposition with the property that the proportions of the impact accounted for by innovations in each variable sum to unity. Forum
giteviews* 2019/04/01 Provides the ability to run git commands from within EViews and view the git log output. GitHub
GroupX12* 2013/11/01 Provides a way to quickly perform X-12 seasonal adjustment on every series in a group. Forum
GURoot 2013/04/01 Performs individual unit root tests (ADF and DFGLS only) on each series in a group. Forum
Hamilton* 2016/09/26 Calculates the Hamilton Filter.
Hamilton Herrera 2014/04/30 Performs Hamilton-Herrera counterfactual simulation for VARs. Forum
HCCM 2010/04/14 Calculates Heteroskedasticity Consistent Covariance Matrices and standard errors for linear equations. Forum
HDecomp* 2012/04/12 Performs historical decomposition analysis on a VAR object. Forum
Heckman 2010/04/13 Performs the Heckman Selection model (both Two-Stage and Maximum Likelihood). Forum
HEGY* 2015/10/22 Perfoms HEGY seasonal unit root tests.
hpfilter1s* 2014/01/30 Calculates the one-sided HP Filter. Forum
hsiao* 2018/06/18 Calculates Hsaio tests of homogeneity in panel data.
hxprincomp* 2023/09/05 Hamilton-Xi procedure for uncovering cyclical factors in a mix of stationary and non-stationary series.
irrval* 2015/04/30 Computes the internal rate of return for cash flow data. Forum
JennrichCorr* 2013/12/20 Calculates the Jennrich Correlation Equality Test. Forum
Kilian* 2019/05/28 Calculates the Kilian Bias-Adjusted Bootstrap for VAR impulse responses. Forum
Kilianlewis* 2023/07/26 Performs Kilian-Lewis counter-factual analysis on a VAR.
KMeans* 2017/07/03 Performs K-means clustering, based upon Dr. Andrew Ng's Standford machine learning course. GitHub
L1Filter* 2016/11/02 Procedure that allows the user to implement the l1 trend filtering method proposed by Kim et. al. (2009) as an alternative to the HP filter. Forum
lbvar* 2016/11/28 Estimates a Large Bayesian VAR as described by Banbura, Giannone and Reichlin 2010. Forum
LDVHAC 2010/09/14 Calculates Heteroskedastic and Autocorrelation Consistent (HAC) standard errors for limited dependent variable equations. Forum
localirfs* 2016/06/03 Calculates impulse response functions using local projections on a VAR model. Supporting example files. Forum
lsunit* 2018/01/08 Lee Strazicich unit root test.
MacroTrans* 2015/05/22 Takes each series in a group and automatically transforms them ready for macroeconometric modeling, including taking seasonal adjustment, first-differencing, logs or percentage changes. Forum
Mcontrol* 2010/11/09 A command line tool for solving model objects when there are multiple control and target variables, with or without inequality constraints. Note that imposing inequality constraits requires R. Forum
MGARCH* 2017/10/17 Performs multivariate ARCH tests on VAR or VEC residuals, or an MGARCH system. Forum
Mishkin 2011/02/25 Performs the Mishkin (1983) test that tests rational pricing of accounting numbers. Forum
MonthLag 2011/01/20 Creates monthly lags or leads on daily data. Contains options on how to handle end of month and non-trading day issues. Forum
N_ARDL* 2023/10/04 Estimates a Non-linear Autoregressive Distributed Lag model.
NARDL* 2017/09/29 Estimates a Non-linear Autoregressive Distributed Lag model.
noninv_ma* 2012/12/15 Simulates non-invertible and invertible MA processes.
NormContour 2013/04/03 Plots a bivariate normal distribution contour. Forum
NormTest 2010/09/08 A collection of normality tests, including univariate Shapiro-Wilk, multi-variate and time-series based tests. Forum
NormTrunc 2014/06/02 Random draws from truncated normal distribution using the rejection method.
OGARCH* 2014/09/03 This add-in estimates an Orthogonal GARCH model with 3-step procedure. It is written solely for educational purposes. Forum
PairsTrade* 2012/01/23 This add-in performs Asset Pairs Trading Analysis, and demonstrates how economic concepts and/or econometric techniques can be useful in financial decision making (i.e. trading) and how EViews can effectively handle the whole process. The analytic structure behind the add-in is a restricted and a slightly less sophisticated version of the original model currently being used at Yapi Kredi Invest (among other tools). Copyright Eren Ocakverdi 2012 Forum
Periodogram* 2013/11/26 This add-in calculates the estimated spectrum of a time series series object. Forum
PPURoot* 2012/05/07 This add-in, written by Prof. Ruben Ibarra, performs the Perron (1997) unit root test with a break in the trend function at an unknown time. Forum
PseudoR2 2010/04/28 Calculates the Mcfadden, Efron, Cox & Snell, and Nagelkerke pseudo R-squareds. Forum
Psvar* 2018/07/26 Estimates a Pedroni Panel Structural VAR. Forum
rbnfilter* 2024/05/10 Performs the refined Beverage-Nelson filter of Kamber, Morley and Wong 2024. Forum
RecShade* 2010/11/11 Applies US or Japanese recession shading to a graph object. Forum
RecDum 2010/04/06 Creates a US recession dummy variable in your workfile. Forum
RGets 2017/07/05 Calls the R Gets package for general to specific modelling. Note R and the GETS package are required for this add-in. Forum
Ridge 2010/07/30 Ridge Regression. Forum
RobustReg 2010/10/07 Robust Regression (or M-Estimation). Forum
Roll 2010/04/19 Performs rolling regression from a single equation object, letting you store various coefficient or equation statistics from each iteration of the roll. Forum
Rtadf* 2013/08/28 Performs four typs of right tailed unit root test that help detect price bubbles. Forum
RunsTest* 2015/04/30 Estimates the runs test (a.k.a. Wald–Wolfowitz test), which is a non-parametric statistical test that checks a randomness hypothesis for a two-valued data sequence. Forum
seirmodel 2020/07/06 Simulates the SEIR model of infectious disease transmission. Forum
SignifCoefs 2010/02/10 Shades the significant coefficients in an equation's output. Three levels of significance can be specified, as can the colours associated with each level of significance. Forum
sims_zha* 2022/01/13 Performs the Sims-Zha (2006) counter-factual analysis on a VAR object. Forum
simulugarch* 2022/01/13 This add-in provides a procedure that allows the user to produce forecasts from univariate GARCH models via simulation and bootstrap.
sirf 2016/06/22 This add-in allows you to perform the estimation of scaled impulse response function of Structural Vector Auto Regression models. Forum
skewedugarch* 2021/01/20 Estimates a univariate GARCH model that assumes a skewed asymmetric distribution of the innovations.
speccaus* 2016/06/14 Performs the frequency domain Granger causality test of Breitung and Candelon (2006). Forum
SpecEval* 2021/04/15 A suite of programs that perform forecast evaluation, comparison and property analysis. Forum
SpectralAnalysis* 2014/02/18 Calculates various spectral analysis tools for time series. Forum
srvar* 2016/01/20 This add-in allows you to perform the estimation of Sign Restricted Vector Regression (SRVAR) models by using a rejection method(Uhlig 2005). Forum
sspacegarch* 2023/05/15 Estimates Univariate State Space Models with GARCH Errors.
sspacetdist* 2018/05/30 Adjustment of the disturbance term in StateSpace signal equations to follow a fat-tailed distribution.
StatFact* 2014/11/10 Principle component based estimation of static factors from macro-panels, with r determined by Bai and Ng (2002) criteria.
STAR* 2015/02/13 Perfoms testing, estimation and evaluation of STR models.
sysmbreak* 2022/02/03 Multiple structural changes in multivariate regressions.
swcause* 2019/12/31 Stock-Watson Dynamic Cause Effect for VARs.
SVARPatterns* 2014/01/15 Performs both Short-run and Long-run Restrictions for SVAR Models Forum
tarcoint* 2012/02/22 Performs the Enders and Siklos (2001) cointegration and threshold adjustment procedure. Forum
tbl2tex 2010/12/17 Converts simple EViews table objects (such as frozen equation output) into LaTeX files. Forum
TechAsis 2010/05/10 Allows you to perform various technical analysis techniques on stock data. Note this Add-in package includes the GetStocks add-in. Forum
TestCorr 2020/03/02 Dalla, Giraitis, and Phillips test for zero autocorrelation/cross-correlation/Pearson correlation and i.i.d. property
ThSVAR* 2016/04/04 Allows estimation and the generilised impulse response function of Threshold Structural Vector Auto Regression. Forum
Trim 2010/11/24 Allows you to perform trimming or Winsorising on a series or group. Forum
TSCVAL* 2016/04/04 Performs time series cross-validation using rolling estimation and out-of-sample forecast evaluations. Forum
TSDGP 2011/07/14 Creates time-series data that follows either an ARIMA or a GARCH process (or both!) Forum
TSNorm 2010/05/27 Computes the Bai and Ng (2005, JBES) time-series normality test. (Note this is now part of the Normtest Add-in).
tsepigrowth 2020/07/13 Builds and estimates observational time series models for the growth curves of infectious diseases that are commonly used in epidemiology.
TVAR 2011/10/25 Estimates a Threshold VAR. Note R and the tsDyn package are required for this add-in. Forum
tvgc* 2020/12/16 Performs a time-varying Granger Causality test.. Forum
tvpuni* 2019/01/30 Time Varying Parameter estimation for OLS models using Flexible Least Squares.
TVSVAR* 2016/03/01 Estimation of Time Varying Structural Vector Auto Regression (TVSVAR) models by using a Gibbs sampling approach. Forum
ucsvm* 2018/03/01 Estimates an unobserved component stochastic volatility model (UCSVM) of Joshua Chan 2017. Forum
ucsvo* 2018/03/15 Estimates the following unobserved component stochastic volatility outlier (UCSVO) model.
uhlig* 2022/11/28 Estimates a VAR with stochastic volatility using the Uhlig method.
urall* 2016/08/08 Provides a fast way to perform unit root tests on multiple series and summarize the results.
VARForecast 2010/02/10 Provides an easy way to perform forecasts from VAR objects. Simulated forecast standard errors are also provided. Forum
varsvol* 2022/09/07 Estimates a Stochastic volatility in mean VAR model.
Wavelets 2010/02/10 Performs a wavelet transform of a series. Requires R
ZAURoot* 2010/04/07 Zivot-Andrews Unit Root (1992) test with single structural break. Forum

EViews Libraries

Title Date Description Support
EqOutputTab 2010/04/14 Provides a subroutine that creates an equation output table, based on a coefficient vector and a covariance matrix. Optionally fills out the header information too. Forum
GetList 2010/08/03 Provides a subroutine that asks the user to provide a string list. The user input can be a simple list, an svector or table objects containing a list, or a text, csv, or Excel file containing a list. The subroutine will then return that list as a string. Forum
TechAsis 2010/02/10 Provides a group of subroutines that let you calculate technical analysis statistics using stock prices.
ZAURoot* 2010/03/16 Provides a subroutine that lets you calculate the Zivot-Andrews (1992) Unit Root test.