EViews Add-insAvailable Add-ins for EViews 7.1
http://www.eviews.com/Addins/addins.shtml
1aim_solve1.0Provides a way to simulate DSGE models within EViews. Requires R and the AMA package.
http://eviews.com/Addins/aim_solve.aipz
07 Feb 2011modelARDLbound2.1Selects the ARDL model structure based on selected criterion and estimate the critical value for ARDL Bound appraoch.
http://eviews.com/Addins/ARDLbound.aipz
23 Jan 2014seriesARDLbound\ardlbound.prgARIMASelarimasel\arimasel.prg1.0Performs 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.
http://eviews.com/Addins/ARIMASel.aipz
series28 May 2010arw1.1Estimates the Arias, Rubio-Ramirez and Waggoner algorithm for sign and zero restricted VARs.
http://eviews.com/Addins/arw.aipz
21 Jun 2019asymvar1Estimates an Asymmetric VAR.
http://eviews.com/Addins/asymvar.aipz
16 Aug 2022BackTest1.0This add-in performs simple portfolio backtesting for a set of positions and associated returns.
http://eviews.com/Addins/backtest.aipz
12 Nov 2015BaiPerron1.0This add-in performs the Bai-Perron (1998) breakpoints test, as implemented in the R package "struccchange". Note R is required for this add-in.
http://eviews.com/Addins/BaiPerron.aipz
12 Apr 2010eqnBayesLinear1.1This add-in estimates a linear Gaussian model estimated by Gibbs Sampling.
http://eviews.com/Addins/BayesLinear.aipz
03 Sep 2010BBQ1.6Implements the Bry-Boschan (NBER) Business Cycle Dating Algorithm
modified by Harding and Pagan for quarterly data..
http://eviews.com/Addins/BBQ.aipz
15 Dec 2017seriesBFAVAR1.0This add-in perform the estimation of Factor-Augmented Vector Regression
(FAVAR) models by using a one-step Bayesian Gibbs sampling likelihood approach.
http://eviews.com/Addins/BFAVAR.aipz
28 Dec 2015BiProbit1.0Computes a Biprobit regression.
http://eviews.com/Addins/BiProbit.aipz
28 Sep 2010BMAbma\bma.prgbma\bmamlogit.prg1.0Computes different Bayesian Model Averaging methods including LM, GLM and Multinomial Logit models. Note R is required for this add-in
http://eviews.com/Addins/BMA.aipz
globalglobal13 Mar 2012BNDecom1.0Performs Beveridge-Nelson decomposition.
http://eviews.com/Addins/bndecom.aipz
07 Jul 2011seriesBNFilter2.3Performs a modification of the BN decomposition to directly impose a low signal-to-noise ratio.
http://eviews.com/Addins/BNfilter.aipz
17 Nov 2017seriesBPTest1.0Calculates the Breusch-Pagan LM test for random effects for a least squares regression in a panel workfile.
http://eviews.com/Addins/BPTest.aipz
16 Apr 2010eqnBVAR1.0Performs a Litterman or Sims-Zha (1998) Bayesian VAR estimation
http://eviews.com/Addins/BVAR.aipz
11 Nov 2010CanCor1.0Calculates canonical correlation between two group objects.
http://eviews.com/Addins/CanCor.aipz
08 July 2010canovahansen1.0Performs the Canova Hansen seasonal unit root test.
http://eviews.com/Addins/canovahansen.aipz
26 July 2018CDTest1.1Tests for cross-section dependence amongst the residuals of an equation.
http://eviews.com/Addins/CDtest.aipz
06 June 2013eqnconfcast1>Performs a conditional forecast from Vector Auto Regression models.
http://eviews.com/Addins/confcast.aipz
05 July 2016varCrossvalid1.1Performs k-fold cross validation procedure on an already estimated equation.
http://eviews.com/Addins/crossvalid.aipz
12 May 2015eqnCroston1.0Performs the Croston Method for intermittent demand forecasting.
http://eviews.com/Addins/croston.aipz
25 May 2016seriesCutoff1.0Calculates the optimal cutoff value for binary choice models.
http://eviews.com/Addins/cutoff.aipz
12 May 2015eqndccgarch111.2Estimates a DCC GARCH (1,1) model via a 2-step procedure.
http://eviews.com/Addins/dccgarch11.aipz
04 March 2014eqnDMA1.1Performs dynamic model averaging of Koop and Korobilis (2012).
http://eviews.com/Addins/DMA.aipz
06 Sep 2016DMtest1.1Performs the Diebold-Mariano Forecast Evaluation Test.
http://eviews.com/Addins/DMtest.aipz
20 Jan 2014dyindex1.3Calculates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model.
http://eviews.com/Addins/dyindex.aipz
24 Apr 2018EqBootstrap1.0Allows you to bootstrap standard errors and point estimates from a linear least squares equation.
http://eviews.com/Addins/EqBootstrap.aipz
28 Jun 2010eqnEqRefresh1.0Refreshes/Restimates equations in your workfile.
http://eviews.com/Addins/EqRefresh.aipz
eqrefresh\refresh_eq.prg07 Jun 2010EqTabs1.0Allows you to organize the output from the equations in your workfile into one table.
http://eviews.com/Addins/EqTabs.aipz
10 Feb 2010eqtabs\eqstacktab.prgeqtabs\eqsumtab.prgExpSmooth1.0expsmooth\esmooth.prgPerforms 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.
http://eviews.com/Addins/ExpSmooth.aipz
09 Apr 2010seriesFama-Macbeth1.2Performs 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.
http://eviews.com/Addins/fama-macbeth.aipz
18 Apr 2013famamacbeth\fama-macbeth.prgFanChart1.2Creates a Bank of England style fan chart using forecast mode, uncertainty and skewness data.
http://eviews.com/Addins/fanchart.aipz
27 Apr 2016fanchart\fanchart.prgseriesFDFilter1.0Calculates the Corbae-Ouliaris (2006) Frequency Domain (FD) approximation to the ideal band pass filter.
http://eviews.com/Addins/FDFilter.aipz
27 Sep 2010seriesgroupforcomb1.3Performs robust real-time forecast combination, including the s-After, L1-After, h-After, L210-After and Scancetta's MLS methods.
http://eviews.com/Addins/forcomb.aipz
08 Feb 2016seriesfracdiff1.2Fractional differencing, where the difference parameter can take non-integer values.
http://eviews.com/Addins/fracdiff.aipz
10 Dec 2010seriesgroupfrenchdata1.1Fetches and processes zipped data files from Ken French's data library.
http://eviews.com/Addins/frenchdata.aipz
24 Feb 2017GBASS2.0Estimates the Generalized BASS model..
http://eviews.com/Addins/GBASS.aipz
21 June 201128 Jan 2013GenDummy1.0Provides a simple interface to generate time based dummy variables.
http://eviews.com/Addins/GenDummy.aipz
02 May 2011gendummy\gendummy.prgGetMacroData1.0Provides an easy way to download US macro data into EViews.
http://eviews.com/Addins/GetMacroData.aipz
02 Feb 2011GetQuandl1.1Provides an easy way to download data into EViews from the Quandl website.
http://eviews.com/Addins/GetQuandl.aipz
03 July 2013GetStocks2.0Unfortunately Yahoo have blocked direct access to their data, so this add-in no longer works. Provides an easy way to download US stock data into EViews.
http://eviews.com/Addins/GetStocks.aipz
10 May 2010gfevdEstimates 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.
http://eviews.com/Addins/gfevd.aipz
VAR26 Nov 20181.1giteviewsProvides the ability to run git commands from within EViews and view the git log output.
http://eviews.com/Addins/giteviews.aipz
01 Apr 20181GroupX121.0Provides a way to quickly perform X-12 seasonal adjustment on every series in a group.
http://eviews.com/Addins/GroupX12.aipz
group01 Nov 2013groupx12\groupx12.prgGURoot1.0Performs individual unit root tests (ADF and DFGLS only) on each series in a group.
http://eviews.com/Addins/GURoot.aipz
01 May 2013Hamilton1.0Calculates the Hamilton filter
http://eviews.com/Addins/Hamilton.aipz
26 Sep 2016HCCM1.0Calculates Heteroskedasticity Consistent Covariance Matrices and standard errors for linear equations.
http://eviews.com/Addins/HCCM.aipz
14 Apr 2010eqnHDecomp1.0Performs historical decomposition analysis on a VAR object.
http://eviews.com/Addins/hdecomp.aipz
12 Feb 2012varHeckman1.0Performs the Heckman Selection model (both Two-Stage and Maximum Likelihood).
http://eviews.com/Addins/Heckman.aipz
13 Apr 2010HEGY1.0Perfoms HEGY seasonal unit root tests.
http://eviews.com/Addins/HEGY.aipz
22 Oct 2015hpfilter1s1.0Calculates the one-sided HP Filter.
http://eviews.com/Addins/hpfilter1s.aipz
14 Jan 2014Serieshsiao2.0Calculates Hsaio tests of homogeneity in panel data.
http://eviews.com/Addins/hsiao.aipz
21 Jun 2018hxprincomp1.0Hamilton-Xi procedure for uncovering cyclical factors in a mix of stationary and non-stationary series.
http://eviews.com/Addins/hxprincomp.aipz
05 Sep 2023irrval1.0Computes the internal rate of return for cash flow data.
http://eviews.com/Addins/hpfilter1s.aipz
30 Arp 2015JennrichCorr1.0Performs the Jennrich Correlation Equality Test.
http://eviews.com/Addins/JennrichCorr.aipz
Group20 Dec 2013Kilian1.2Calculates the Kilian Bias-Adjusted Bootstrap for VAR impulse responses.
http://eviews.com/Addins/Kilian.aipz
28 May 2019Kilianlewis1Performs Kilian-Lewis counter-factual analysis for a VAR.
http://eviews.com/Addins/Kilianlewis.aipz
VAR26 Jul 2023KMeans1.0Performs K-means clustering, based upon Dr. Andrew Ng's Standford machine learning course.
https://github.com/ErhardMenker/kMeans4EViews/blob/master/Installers/kmeans.aipz?raw=true
03 Jul 2017l1filter1.1Procedure that allows the user to implement the l1 trend filtering method proposed by Kim et. al. (2009) as an alternative to the HP filter.
http://eviews.com/Addins/l1filter.aipz
02 Nov 2016serieslbvar3.1Estimates a Large Bayesian VAR as described by Banbura, Giannone and Reichlin 2010.
http://eviews.com/Addins/lbvar.aipz
28 Nov 2016LDVHAC1.0Calculates Heteroskedastic and Autocorrelation Consistent (HAC) standard errors for limited dependent variable equations.
http://eviews.com/Addins/LDVHAC.aipz
14 Sep 2010eqnlocalirfs1.1Calculates impulse response functions using local projections on a VAR model.
http://eviews.com/Addins/localirfs.aipz
03 June 2016lsunit1.1Lee Strazicich unit root test.
http://eviews.com/Addins/lsunit.aipz
08 Jan 2018MacroTrans1.0Takes each series in a group and automatically transforms them ready for macroeconometric modeling, including taking seasonal adjustment, first-differencing, logs or percentage changes.
http://eviews.com/Addins/MacroTrans.aipz
22 May 2015groupmcontrol1.0A command line tool for solving model objects when there are multiple control and target variables, with or without inequality constraints. Requires R.09 Nov 2010
http://www.eviews.com/Addins/mcontrol.aipz
modelMGARCH_TESTS1.0Performs multivariate ARCH tests on VAR or VEC residuals, or an MGARCH system.11 Oct 2017
http://www.eviews.com/Addins/MGARCH.aipz
Mishkin1.0Performs the Mishkin (1983) test that tests rational pricing of accounting numbers. 25 Feb 2011monthlag1.0Creates monthly lags or leads on daily data. Contains options on how to handle end of month and non-trading day issues. 20 Jan 2011globalseriesgroupNARDL1.1Estimates a Non-linear Autoregressive Distributed Lag model.
http://eviews.com/Addins/NARDL.aipz
equation29 Sep 2017noninv_ma1Simulates invertible and non-invertible MA processes.
http://eviews.com/Addins/noninv_ma.aipz
15 Dec 2022NormContour1.0Plots a bivariate normal distribution contour.
http://eviews.com/Addins/NormContour.aipz
global03 Apr 2013NormTest1.0A collection of normality tests, including univariate Shapiro-Wilk, multi-variate and time-series based tests.
http://eviews.com/Addins/Normtest.aipz
seriesgroup08 Sep 2010normtest\uninorm.prgnormtest\mvnorm.prgnormtest\tsnorm.prgNormTrunc1.0Random draws from truncated normal distribution using the rejection method.
http://eviews.com/Addins/normtrunc.aipz
global02 Jun 2014ogarch1.2This add-in estimates an Orthogonal GARCH model with 3-step procedure. It is
written solely for educational purposes.
http://eviews.com/Addins/ogarch.aipz
global03 Sep 2014PairsTrade3.0Performs Asset Pairs Trading Analysis.
http://eviews.com/Addins/pairstrade.aipz
23 Jan 201222 Jan 2014Periodogram2.0Calculates the estimated spectrum of a time series series object..
http://eviews.com/Addins/Periodogram.aipz
26 Nov 2013seriesPPURoot1.0Performs Perron (1997) unit root test.
http://eviews.com/Addins/ppuroot.aipz
07 May 2012seriesPseudoR21.0Calculates the Mcfadden, Efron, Cox-Snell, and Nagelkerke pseudo R-squareds.
http://eviews.com/Addins/PseudoR2.aipz
28 Apr 2010eqnPsvar2.2Estimates the Pedroni panel structural VAR.
http://eviews.com/Addins/Psvar.aipz
26 Jul 2018RecShade1.3Applies US or Japanese recession shading to a graph object.
http://eviews.com/Addins/RecShade.aipz
graph11 Nov 2010RecDum1.0Creates a US recession dummy variable in your workfile.
http://eviews.com/Addins/RecDum.aipz
06 Apr 2010RGets1.2Calls the R Gets package for general to specific modelling.
http://eviews.com/Addins/RGets.aipz
05 Jul 2017Ridge1.0Ridge Regression.
http://eviews.com/Addins/Ridge.aipz
30 Jul 2010ridge\ridgereg.prgridge\ridgetrace.prgRobustReg1.0Robust Regression.
http://eviews.com/Addins/RobustReg.aipz
07 Oct 2010Roll1.3Performs rolling regression from a single equation object, letting you store various coefficient or equation statistics from each iteration of the roll.
http://eviews.com/Addins/Roll.aipz
19 Apr 2010eqnrtadf2.52Performs four typs of right tailed unit root test that help detect price bubbles.
http://eviews.com/Addins/rtadf.aipz
28 Aug 2013seriesrunstest1Estimates the runs test , which is a non-parametric statistical test that checks a randomness hypothesis for a two-valued data sequence.
http://eviews.com/Addins/runstest.aipz
30 Apr 2015globalseirmodel1Simulates the SEIR model of infectious disease transmission.
http://eviews.com/Addins/seirmodel.aipz
06 Jul 2020globalSignifCoefs1.0Shades 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.
http://eviews.com/Addins/SignifCoefs.aipz
10 Feb 2010eqnsignif coefs\signifcoefs.prgsirf2.0Allows you to perform the estimation of scaled impulse response function of Structural Vector Auto Regression models.
http://eviews.com/Addins/sirf.aipz
22 Jun 2016varspeccaus2.1Performs the frequency domain Granger causality test of Breitung and Candelon (2006)
http://eviews.com/Addins/speccaus.aipz
14 Jun 2016globalSpectralAnalysis2.0Calculates various spectral analysis tools for time series.
http://eviews.com/Addins/SpectralAnalysis.aipz
18 Feb 2014seriesspectralanalysis\spectralanalysis.prgsrvar4.1Estimation of Sign Restricted Vector Regression (SRVAR) models by using a rejection method(Uhlig 2005).
http://eviews.com/Addins/srvar.aipz
20 Jan 2016sspacegarch1.0Estimates Univariate State Space Models with GARCH Errors.
http://eviews.com/Addins/sspacegarch.aipz
15 May 2023sspacetdist1.1Adjustment of the disturbance term in StateSpace signal equations to follow a fat-tailed distribution.
http://eviews.com/Addins/sspacetdist.aipz
30 May 2018sspaceStatFact1.0Principle component based estimation of static factors from macro-panels, with r determined by Bai and Ng (2002) criteria.
http://eviews.com/Addins/StatFact.aipz
10 Nov 2014groupSTAR2Perfoms testing, estimation and evaluation of STR models
http://eviews.com/Addins/STR.aipz
13 Feb 2015seriesswcauseStock-Watson Dynamic Cause Effect for VARs
http://eviews.com/Addins/swcause.aipz
31 Dec 2019SVARPatterns1.2Performs both Short-run and Long-run Restrictions for SVAR Models.
http://eviews.com/Addins/svarpatterns.aipz
15 Jan 2014varmatrixtarcointPerforms the Enders and Siklos (2001) cointegration and threshold adjustment procedure.
http://eviews.com/Addins/tarcoint.aipz
22 Feb 2012globalgroup1.2tbl2tex1.0Converts simple EViews table objects (such as frozen equation output) into LaTeX files.
http://eviews.com/Addins/tbl2tex.aipz
17 Dec 2010tableTechAsis1.0Allows you to perform various technical analysis techniques on stock data. Note this Add-in package includes the GetStocks add-in.
http://eviews.com/Addins/TechAsis.aipz
07 Apr 2010globalseriesgrouptechasis\getstocks.prgtechasis\tagui.prgtechasis\taseriesgui.prgtechasis\tagroupgui.prgTestCorr1.0Dalla, Giraitis, and Phillips test for zero autocorrelation/cross-correlation/Pearson correlation and i.i.d. property
http://eviews.com/Addins/testcorr.aipz
02 Mar 2020THSVAR1.2Estimation and the generilised impulse response function of Threshold Structural Vector Auto Regression.
http://eviews.com/Addins/THSVAR.aipz
04 Apr 2016Trim1.0Performs trimming and Winsorising.
http://eviews.com/Addins/Trim.aipz
24 Nov 2010seriesgroupTSCVAL1.0Performs time series cross-validation using rolling estimation and out-of-sample forecast evaluations.
https://github.com/jameslamb/ML4EVIEWS/raw/master/Installers/tscval.aipz
04 Apr 2016TSDGP1.0Creates time-series data that follows either an ARIMA or a GARCH process (or both!)
http://eviews.com/Addins/TSDGP.aipz
14 Jul 2011tsepigrowth1.0Builds and estimates observational time series models for the growth curves of infectious diseases that are commonly used in epidemiology.
http://eviews.com/Addins/tsepigrowth.aipz
13 Jul 2020TVAR1.0Estimates a Threshold VAR. Requires R and the tsDyn package.
http://eviews.com/Addins/TVAR.aipz
25 Oct 2011tvpuni1.0Time Varying Parameter estimation for OLS models using Flexible Least Squares
http://eviews.com/Addins/tvpuni.aipz
30 Jan 2019TVSVAR1.3Estimation of Time Varying Structural Vector Auto Regression (TVSVAR) models by using a Gibbs sampling approach.
http://eviews.com/Addins/TVSVAR.aipz
01 Mar 2016UCSVM1.0Estimates an unobserved component stochastic volatility model (UCSVM) of Joshua Chan 2017.
http://eviews.com/Addins/ucsvm.aipz
01 Mar 2018UCSVO1.0Estimates the following unobserved component stochastic volatility outlier (UCSVO) model.
http://eviews.com/Addins/ucsvo.aipz
15 Mar 2018uhlig1.0Estimates a VAR with stochastic volatility using the Uhlig method.
http://eviews.com/Addins/uhlig.aipz
28 Nov 2022urall1.0Provides a quick way to perform unit root tests on multiple series and summarize the results.
http://eviews.com/Addins/urall.aipz
08 Aug 2016VARForecastVARForecast\forecast.prg1.0Provides an easy way to perform forecasts from VAR objects. Simulated forecast standard errors are also provided.
http://www.eviews.com/Addins/VARForecast.aipz
10 Feb 2010varvarsvol1.0Provides an easy way to perform forecasts from VAR objects. Simulated forecast standard errors are also provided.
http://www.eviews.com/Addins/varsvol.aipz
22 Sep 2022Wavelets1.0Performs a wavelets transform of a series.
http://www.eviews.com/Addins/wavelets.aipz
11 Aug 2017seriesZAURoot1.0Zivot-Andrews Unit Root (1992) test with single structural break.
http://eviews.com/Addins/ZAURoot.aipz
07 Apr 2010series