User’s Guide : Multiple Equation Analysis
Multiple Equation Analysis
In this section, we document EViews tools for multiple equation estimation, forecasting and data analysis.
The first two section describe estimation techniques for systems of equations (“System Estimation”), and VARs and VECs (“Vector Autoregression and Error Correction Models”).
“State Space Models and the Kalman Filter” describes the use of EViews’ state space and Kalman filter tools for modeling structural time series models.
“Models” describes the use of model objects to forecast from multiple equation estimates, or to perform multivariate simulation.