What's New in EViews 8
EViews 8 features a wide range of exciting changes and improvements. The following is an overview of the most important new features in Version 8.
You may also view this summary in our EViews 8 What's New Feature Sheet.
A number of examples, including videos and walkthroughs, of some of the new features can be found on our What's New in EViews 8 Examples page.
- 64-bit version for much larger data sets.
- Enhanced dialog edit fields.
- Improved workfile details view.
- Workfile compare allowing quick comparison of data in different workfiles.
- Object Linking and Embedding (OLE) support, allowing linking of your EViews output in other packages such as Microsoft Excel® and Word®.
- Powerful new spreadsheet editing tools that allow easy manipulation of multiple cells at once.
- Group comparison tools to compare data across multiple series.
- Enhanced dated data tables, including full command line support.
- Support for writing to existing Excel® files, and writing Excel® .XLSX files.
- Transposed foreign data reading.
- Custom object attributes.
- New slider bar for quickly changing the visible sample in a graph window.
- Custom lines and arrows can be drawn in graphs using the mouse.
- User defined fit lines on scatter plots.
- Graphs, tables, and spools can now be saved in PDF format. Additionally, tables may be saved as Enhanced Metafiles (.emf).
Econometrics and Statistics
- Error-Trend-Seasonal exponential smoothing (Hyndman et al., 2002 and Hyndman et al., 2008).
- Census X-13.
- Panel series covariances.
- Panel series principal components.
- Switching regression (both exogenous and Markov).
- Bayesian Vector Autoregression (BVARs).
- Robust least squares.
- Breakpoint regression.
- Heckman selection models.
- Panel cointegration estimation.
- User-defined optimization.
- Multiple breakpoing testing (including Bai-Perron tests).
- Panel serial correlation tests.
- Panel causality tests.
- Heteroskedasticity and autocorrelation consistent (HAC) covariances for GLM models.
- Automatic computation of a robust Wald statistic for non-intercept coefficients in models estimated with White or HAC covariances.
- Improved model data editing.
- Solution comparison tools.
- Enhanced command line manipulation of models.