Time Series Estimation

Basic time series modelling in EViews, including using lags, taking differences, introducing seasonality and trends, as well as testing for serial correlation, estimating ARIMA models, and using heteroskedastic and autocorrelated consistent (HAC) standard errors.

This tutorial is divided into four sections:

• Part A: Simple Time Series Regressions
• Part B: Date Dummies, Trends and Seasonality
• Part C: Serial Correlation and ARMA modelling
• Part D: Heteroskedasticity and Autocorrelation