EViews Packages

EViews Add-ins and Library Packages

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

Add-ins offer you a exciting new way of running EViews programs. You may readily define Add-ins that augment the EViews language with user-defined commands, specify new menu entries for point-and-click program interaction, and display program output in standard EViews object windows.

All Add-ins require EViews 7.1 or above (note some Add-ins might require later versions). Add-ins do not work with the student version of EViews.

The following are a set of freely downloadable add-in packages and libraries that you may use to extend your copy 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.

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, simply click on the Add-in 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 Add-in and have it listed here, please visit the Add-in Writer's Forum for details on how to submit. An * next to an Add-in's name indicates the Add-in was developed by an EViews community member rather than by IHS EViews.

EViews Add-ins  

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
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
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
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
CDTest 2013/06/06 Tests for cross-section dependence amongst the residuals of an equation. Forum
Crossvalid 2015/05/12 Performs k-fold cross validation procedure on an already estimated equation. Forum
Cutoff 2015/05/12 Calculates the optimal cutoff value for binary choice models. Forum
dccgarch11* 2014/03/04 Estimates a DCC Garch(1,1) model via a two-step procedure Forum
DMtest* 2014/01/20 Performs the Diebold-Mariano Forecast Evaluation test. 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
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
FDFilter* 2010/09/27 Calculates the Corbae-Ouliaris (2006) Frequency Domain (FD) approximation to the ideal band pass filter. Forum
fracdiff* 2010/12/10 Fractional differencing, where the difference parameter can take non-integer values.
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.
GetExchangeData 2011/02/08 Provides an easy way to download international exchange rate data into EViews. Forum
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
GetStocks 2010/05/10 Provides an easy way to download US stock data into EViews. Note this Add-in is also included in the TechAsis Add-in. Forum
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
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
hpfilter1s* 2014/01/30 Calculates the one-sided HP Filter. Forum
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
LDVHAC 2010/09/14 Calculates Heteroskedastic and Autocorrelation Consistent (HAC) standard errors for limited dependent variable equations. Forum
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
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
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
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
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
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
SpectralAnalysis* 2014/02/18 Calculates various spectral analysis tools for time series. Forum
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.
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
Trim 2010/11/24 Allows you to perform trimming or Winsorising on a series or group. 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).
TVAR 2011/10/25 Estimates a Threshold VAR. Note R and the tsDyn package are required for this add-in. Forum
VARForecast 2010/02/10 Provides an easy way to perform forecasts from VAR objects. Simulated forecast standard errors are also provided. Forum
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. -