Available Add-ins for EViews 7.1 https://www.eviews.com/Addins/addins.shtml 1 1.0 Provides a way to simulate DSGE models within EViews. Requires R and the AMA package. https://eviews.com/Addins/aim_solve.aipz 07 Feb 2011 model 2.1 Selects the ARDL model structure based on selected criterion and estimate the critical value for ARDL Bound appraoch. https://eviews.com/Addins/ARDLbound.aipz 23 Jan 2014 series ARDLbound\ardlbound.prg arimasel\arimasel.prg 1.0 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. https://eviews.com/Addins/ARIMASel.aipz series 28 May 2010 1.1 Estimates the Arias, Rubio-Ramirez and Waggoner algorithm for sign and zero restricted VARs. https://eviews.com/Addins/arw.aipz 21 Jun 2019 1 Estimates an Asymmetric VAR. https://eviews.com/Addins/asymvar.aipz 16 Aug 2022 1.0 This add-in performs simple portfolio backtesting for a set of positions and associated returns. https://eviews.com/Addins/backtest.aipz 12 Nov 2015 1.0 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. https://eviews.com/Addins/BaiPerron.aipz 12 Apr 2010 eqn 1.1 This add-in estimates a linear Gaussian model estimated by Gibbs Sampling. https://eviews.com/Addins/BayesLinear.aipz 03 Sep 2010 1.6 Implements the Bry-Boschan (NBER) Business Cycle Dating Algorithm modified by Harding and Pagan for quarterly data.. https://eviews.com/Addins/BBQ.aipz 15 Dec 2017 series 1.0 This add-in perform the estimation of Factor-Augmented Vector Regression (FAVAR) models by using a one-step Bayesian Gibbs sampling likelihood approach. https://eviews.com/Addins/BFAVAR.aipz 28 Dec 2015 1.0 Computes a Biprobit regression. https://eviews.com/Addins/BiProbit.aipz 28 Sep 2010 bma\bma.prg bma\bmamlogit.prg 1.0 Computes different Bayesian Model Averaging methods including LM, GLM and Multinomial Logit models. Note R is required for this add-in https://eviews.com/Addins/BMA.aipz global global 13 Mar 2012 1.0 Performs Beveridge-Nelson decomposition. https://eviews.com/Addins/bndecom.aipz 07 Jul 2011 series 2.5 Performs a modification of the BN decomposition to directly impose a low signal-to-noise ratio. https://eviews.com/Addins/BNfilter.aipz 17 Nov 2017 series 2.2 Performs the Morley and Wong trend-cycle decomposition https://eviews.com/Addins/bnmwd.aipz 01 Dec 2020 Bootstrap IRFs for SVARs https://eviews.com/Addins/bootsvar.aipz 20 Jan 2026 1.0 Calculates the Breusch-Pagan LM test for random effects for a least squares regression in a panel workfile. https://eviews.com/Addins/BPTest.aipz 16 Apr 2010 eqn 1.0 Performs a Litterman or Sims-Zha (1998) Bayesian VAR estimation https://eviews.com/Addins/BVAR.aipz 11 Nov 2010 1.0 Calculates canonical correlation between two group objects. https://eviews.com/Addins/CanCor.aipz 08 July 2010 1.0 Performs the Canova Hansen seasonal unit root test. https://eviews.com/Addins/canovahansen.aipz 26 July 2018 1.1 Tests for cross-section dependence amongst the residuals of an equation. https://eviews.com/Addins/CDtest.aipz 06 June 2013 eqn 1.1 Performs X-13 seasonal adjustment with Chinese/Lunar New Year adjustments. https://eviews.com/Addins/cny_evp.aipz 31 May 2024 series 1 Estimation of coincident index with a single latent dynamic factor. https://eviews.com/Addins/coincident.aipz 26 June 2025 1 The outlier-robust cointegration test of Franses and Lucas 1998. https://eviews.com/Addins/cointout.aipz group 12 Feb 2026 1 >Performs a conditional forecast from Vector Auto Regression models. https://eviews.com/Addins/confcast.aipz 05 July 2016 var 1.1 Performs k-fold cross validation procedure on an already estimated equation. https://eviews.com/Addins/crossvalid.aipz 12 May 2015 eqn 1.0 Performs the Croston Method for intermittent demand forecasting. https://eviews.com/Addins/croston.aipz 25 May 2016 series 1.0 Calculates the optimal cutoff value for binary choice models. https://eviews.com/Addins/cutoff.aipz 12 May 2015 eqn 1.3 Estimates a DCC GARCH (1,1) model via a 2-step procedure. https://eviews.com/Addins/dccgarch11.aipz 04 March 2014 eqn 1.1 Performs dynamic model averaging of Koop and Korobilis (2012). https://eviews.com/Addins/DMA.aipz 06 Sep 2016 1.1 Performs the Diebold-Mariano Forecast Evaluation Test. https://eviews.com/Addins/DMtest.aipz 20 Jan 2014 1.6 Calculates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model. https://eviews.com/Addins/dyindex.aipz 24 Apr 2018 1.0 Allows you to bootstrap standard errors and point estimates from a linear least squares equation. https://eviews.com/Addins/EqBootstrap.aipz 28 Jun 2010 eqn 1.0 Refreshes/Restimates equations in your workfile. https://eviews.com/Addins/EqRefresh.aipz eqrefresh\refresh_eq.prg 07 Jun 2010 1.0 Allows you to organize the output from the equations in your workfile into one table. https://eviews.com/Addins/EqTabs.aipz 10 Feb 2010 eqtabs\eqstacktab.prg eqtabs\eqsumtab.prg 1.0 expsmooth\esmooth.prg 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. https://eviews.com/Addins/ExpSmooth.aipz 09 Apr 2010 series 1.2 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. https://eviews.com/Addins/fama-macbeth.aipz 18 Apr 2013 famamacbeth\fama-macbeth.prg 1.2 Creates a Bank of England style fan chart using forecast mode, uncertainty and skewness data. https://eviews.com/Addins/fanchart.aipz 27 Apr 2016 fanchart\fanchart.prg series 1.0 Calculates the Corbae-Ouliaris (2006) Frequency Domain (FD) approximation to the ideal band pass filter. https://eviews.com/Addins/FDFilter.aipz 27 Sep 2010 series group 1.0 Computes the Wooldridge autocorrelation test in Fixed-T Fixed-Effects models. https://eviews.com/Addins/feartest.aipz equation 1.2 Computes the Modified Wald test for groupwise heteroskedasticity in panel data models with a large number of time dimension (T). https://eviews.com/Addins/fehettest.aipz equation 1.3 Performs robust real-time forecast combination, including the s-After, L1-After, h-After, L210-After and Scancetta's MLS methods. https://eviews.com/Addins/forcomb.aipz 08 Feb 2016 series 1.0 A fourier unit root subroutine. https://eviews.com/Addins/funitroot.aipz 09 Feb 2026 series 1.2 Fractional differencing, where the difference parameter can take non-integer values. https://eviews.com/Addins/fracdiff.aipz 10 Dec 2010 series group 1.1 Fetches and processes zipped data files from Ken French's data library. https://eviews.com/Addins/frenchdata.aipz 24 Feb 2017 1 Estimates a univariate Generalized Autoregressive Score (GAS) framework for GARCH models. https://eviews.com/Addins/gasmodelu.aipz 23 Jan 2024 2.0 Estimates the Generalized BASS model.. https://eviews.com/Addins/GBASS.aipz 21 June 2011 28 Jan 2013 1.0 Provides a simple interface to generate time based dummy variables. https://eviews.com/Addins/GenDummy.aipz 02 May 2011 gendummy\gendummy.prg 1.0 Provides an easy way to download US macro data into EViews. https://eviews.com/Addins/GetMacroData.aipz 02 Feb 2011 1.1 Provides an easy way to download data into EViews from the Quandl website. https://eviews.com/Addins/GetQuandl.aipz 03 July 2013 2.0 Unfortunately 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. https://eviews.com/Addins/GetStocks.aipz 10 May 2010 Estimates 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. https://eviews.com/Addins/gfevd.aipz VAR 26 Nov 2018 1.1 Provides the ability to run git commands from within EViews and view the git log output. https://eviews.com/Addins/giteviews.aipz 01 Apr 2018 1 1.0 Provides a way to quickly perform X-12 seasonal adjustment on every series in a group. https://eviews.com/Addins/GroupX12.aipz group 01 Nov 2013 groupx12\groupx12.prg 1.0 Performs individual unit root tests (ADF and DFGLS only) on each series in a group. https://eviews.com/Addins/GURoot.aipz 01 May 2013 1.0 Calculates the Hamilton filter https://eviews.com/Addins/Hamilton.aipz 26 Sep 2016 1.0 Performs Hamilton-Herrera counterfactual simulation for VARs https://eviews.com/Addins/hamiltonherrera.aipz 30 Apr 2024 VAR 1.0 Calculates Heteroskedasticity Consistent Covariance Matrices and standard errors for linear equations. https://eviews.com/Addins/HCCM.aipz 14 Apr 2010 eqn 1.0 Performs historical decomposition analysis on a VAR object. https://eviews.com/Addins/hdecomp.aipz 12 Feb 2012 var 1.0 Performs the Heap permutation and swap algorithm. https://eviews.com/Addins/heappermswaplm.aipz 14 Aug 2025 1.0 Performs the Heckman Selection model (both Two-Stage and Maximum Likelihood). https://eviews.com/Addins/Heckman.aipz 13 Apr 2010 1.0 Perfoms HEGY seasonal unit root tests. https://eviews.com/Addins/HEGY.aipz 22 Oct 2015 1.0 Calculates the one-sided HP Filter. https://eviews.com/Addins/hpfilter1s.aipz 14 Jan 2014 Series 2.0 Calculates Hsaio tests of homogeneity in panel data. https://eviews.com/Addins/hsiao.aipz 21 Jun 2018 1.0 Hamilton-Xi procedure for uncovering cyclical factors in a mix of stationary and non-stationary series. https://eviews.com/Addins/hxprincomp.aipz 05 Sep 2023 1.0 Computes the internal rate of return for cash flow data. https://eviews.com/Addins/hpfilter1s.aipz 30 Arp 2015 1.0 Performs the Jennrich Correlation Equality Test. https://eviews.com/Addins/JennrichCorr.aipz Group 20 Dec 2013 1.2 Calculates the Kilian Bias-Adjusted Bootstrap for VAR impulse responses. https://eviews.com/Addins/Kilian.aipz 28 May 2019 2 Performs Kilian-Lewis counter-factual analysis for a VAR. https://eviews.com/Addins/Kilianlewis.aipz VAR 26 Jul 2023 1.0 Performs 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 2017 1.1 Procedure that allows the user to implement the l1 trend filtering method proposed by Kim et. al. (2009) as an alternative to the HP filter. https://eviews.com/Addins/l1filter.aipz 02 Nov 2016 series 3.1 Estimates a Large Bayesian VAR as described by Banbura, Giannone and Reichlin 2010. https://eviews.com/Addins/lbvar.aipz 28 Nov 2016 1.0 Calculates Heteroskedastic and Autocorrelation Consistent (HAC) standard errors for limited dependent variable equations. https://eviews.com/Addins/LDVHAC.aipz 14 Sep 2010 eqn 1 Estimation of Local Linear Trend via Kalman filter. https://eviews.com/Addins/locallinear.aipz 07 July 2024 series 1.1 Calculates impulse response functions using local projections on a VAR model. https://eviews.com/Addins/localirfs.aipz 03 June 2016 1.1 Lee Strazicich unit root test. https://eviews.com/Addins/lsunit.aipz 08 Jan 2018 1.0 Takes each series in a group and automatically transforms them ready for macroeconometric modeling, including taking seasonal adjustment, first-differencing, logs or percentage changes. https://eviews.com/Addins/MacroTrans.aipz 22 May 2015 group 1.0 A 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 https://www.eviews.com/Addins/mcontrol.aipz model 1.0 Performs multivariate ARCH tests on VAR or VEC residuals, or an MGARCH system. 11 Oct 2017 https://www.eviews.com/Addins/MGARCH.aipz 1.0 Performs the Mishkin (1983) test that tests rational pricing of accounting numbers. 25 Feb 2011 1.0 Creates monthly lags or leads on daily data. Contains options on how to handle end of month and non-trading day issues. 20 Jan 2011 global series group 1.1 Estimates a Non-linear Autoregressive Distributed Lag model. https://eviews.com/Addins/NARDL.aipz equation 29 Sep 2017 2.57 Estimates a Non-linear Autoregressive Distributed Lag model. https://eviews.com/Addins/N_ARDL.aipz series 04 Oct 2023 2.57 Estimates a Non-linear Autoregressive Distributed Lag model. https://eviews.com/Addins/N_ARDL.aipz group 04 Oct 2023 1 Simulates invertible and non-invertible MA processes. https://eviews.com/Addins/noninv_ma.aipz 15 Dec 2022 1.0 Plots a bivariate normal distribution contour. https://eviews.com/Addins/NormContour.aipz global 03 Apr 2013 1.0 A collection of normality tests, including univariate Shapiro-Wilk, multi-variate and time-series based tests. https://eviews.com/Addins/Normtest.aipz series group 08 Sep 2010 normtest\uninorm.prg normtest\mvnorm.prg normtest\tsnorm.prg 1.0 Random draws from truncated normal distribution using the rejection method. https://eviews.com/Addins/normtrunc.aipz global 02 Jun 2014 1.2 This add-in estimates an Orthogonal GARCH model with 3-step procedure. It is written solely for educational purposes. https://eviews.com/Addins/ogarch.aipz global 03 Sep 2014 3.0 Performs Asset Pairs Trading Analysis. https://eviews.com/Addins/pairstrade.aipz 23 Jan 2012 22 Jan 2014 2.0 Calculates the estimated spectrum of a time series series object.. https://eviews.com/Addins/Periodogram.aipz 26 Nov 2013 series 1.0 Programming permutation methods. https://eviews.com/Addins/permutationmethods.aipz 21 Oct 2025 1.0 Estimates the General GLS fixed-T panel data model. https://eviews.com/Addins/pgls.aipz equation 1.0 Performs Perron (1997) unit root test. https://eviews.com/Addins/ppuroot.aipz 07 May 2012 series 1.0 Calculates the Mcfadden, Efron, Cox-Snell, and Nagelkerke pseudo R-squareds. https://eviews.com/Addins/PseudoR2.aipz 28 Apr 2010 eqn 2.2 Estimates the Pedroni panel structural VAR. https://eviews.com/Addins/Psvar.aipz 26 Jul 2018 1.2 Performs the refined Beverage-Nelson filter of Kamber, Morley and Wong 2024. https://eviews.com/Addins/rbnfilter.aipz series 10 May 2024 1.3 Applies US or Japanese recession shading to a graph object. https://eviews.com/Addins/RecShade.aipz graph 11 Nov 2010 1.0 Creates a US recession dummy variable in your workfile. https://eviews.com/Addins/RecDum.aipz 06 Apr 2010 1.2 Calls the R Gets package for general to specific modelling. https://eviews.com/Addins/RGets.aipz 05 Jul 2017 1.0 Ridge Regression. https://eviews.com/Addins/Ridge.aipz 30 Jul 2010 ridge\ridgereg.prg ridge\ridgetrace.prg 1.0 Robust Regression. https://eviews.com/Addins/RobustReg.aipz 07 Oct 2010 1.3 Performs rolling regression from a single equation object, letting you store various coefficient or equation statistics from each iteration of the roll. https://eviews.com/Addins/Roll.aipz 19 Apr 2010 eqn 2.52 Performs four typs of right tailed unit root test that help detect price bubbles. https://eviews.com/Addins/rtadf.aipz 28 Aug 2013 series 1 Estimates the runs test , which is a non-parametric statistical test that checks a randomness hypothesis for a two-valued data sequence. https://eviews.com/Addins/runstest.aipz 30 Apr 2015 global 1 Simulates the SEIR model of infectious disease transmission. https://eviews.com/Addins/seirmodel.aipz 06 Jul 2020 global 1.0 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. https://eviews.com/Addins/SignifCoefs.aipz 10 Feb 2010 eqn signif coefs\signifcoefs.prg 2.0 Allows you to perform the estimation of scaled impulse response function of Structural Vector Auto Regression models. https://eviews.com/Addins/sirf.aipz 22 Jun 2016 var 1.0 Smida's Row Insertion Perumutation. https://eviews.com/Addins/smidaperm.aipz 06 Jan 2026 q.0 Estimates impulse response functions via smooth local projections. https://eviews.com/Addins/smlocalirfs.aipz 14 Aug 2025 2.1 Performs the frequency domain Granger causality test of Breitung and Candelon (2006) https://eviews.com/Addins/speccaus.aipz 14 Jun 2016 global 2.0 Calculates various spectral analysis tools for time series. https://eviews.com/Addins/SpectralAnalysis.aipz 18 Feb 2014 series spectralanalysis\spectralanalysis.prg 4.1 Estimation of Sign Restricted Vector Regression (SRVAR) models by using a rejection method(Uhlig 2005). https://eviews.com/Addins/srvar.aipz 20 Jan 2016 1.0 Estimates Univariate State Space Models with GARCH Errors. https://eviews.com/Addins/sspacegarch.aipz 15 May 2023 1.1 Adjustment of the disturbance term in StateSpace signal equations to follow a fat-tailed distribution. https://eviews.com/Addins/sspacetdist.aipz 30 May 2018 sspace 1.0 Principle component based estimation of static factors from macro-panels, with r determined by Bai and Ng (2002) criteria. https://eviews.com/Addins/StatFact.aipz 10 Nov 2014 group 2 Perfoms testing, estimation and evaluation of STR models https://eviews.com/Addins/STR.aipz 13 Feb 2015 series Stock-Watson Dynamic Cause Effect for VARs https://eviews.com/Addins/swcause.aipz 31 Dec 2019 Phillips Unit Root Tests for Polynomials of Integrated Processes. https://eviews.com/Addins/swuroot.aipz series 12 Feb 2026 1.2 Performs both Short-run and Long-run Restrictions for SVAR Models. https://eviews.com/Addins/svarpatterns.aipz 15 Jan 2014 var matrix Performs the Enders and Siklos (2001) cointegration and threshold adjustment procedure. https://eviews.com/Addins/tarcoint.aipz 22 Feb 2012 global group 1.2 1.0 Converts simple EViews table objects (such as frozen equation output) into LaTeX files. https://eviews.com/Addins/tbl2tex.aipz 17 Dec 2010 table 1.0 Allows you to perform various technical analysis techniques on stock data. Note this Add-in package includes the GetStocks add-in. https://eviews.com/Addins/TechAsis.aipz 07 Apr 2010 global series group techasis\getstocks.prg techasis\tagui.prg techasis\taseriesgui.prg techasis\tagroupgui.prg 1.0 Dalla, Giraitis, and Phillips test for zero autocorrelation/cross-correlation/Pearson correlation and i.i.d. property https://eviews.com/Addins/testcorr.aipz 02 Mar 2020 1.2 Estimation and the generilised impulse response function of Threshold Structural Vector Auto Regression. https://eviews.com/Addins/THSVAR.aipz 04 Apr 2016 1.0 Performs trimming and Winsorising. https://eviews.com/Addins/Trim.aipz 24 Nov 2010 series group 1.0 Performs 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 2016 1.0 Creates time-series data that follows either an ARIMA or a GARCH process (or both!) https://eviews.com/Addins/TSDGP.aipz 14 Jul 2011 1.0 Builds and estimates observational time series models for the growth curves of infectious diseases that are commonly used in epidemiology. https://eviews.com/Addins/tsepigrowth.aipz 13 Jul 2020 1.0 Estimates a Threshold VAR. Requires R and the tsDyn package. https://eviews.com/Addins/TVAR.aipz 25 Oct 2011 1.0 Time Varying Parameter estimation for OLS models using Flexible Least Squares https://eviews.com/Addins/tvpuni.aipz 30 Jan 2019 1.3 Estimation of Time Varying Structural Vector Auto Regression (TVSVAR) models by using a Gibbs sampling approach. https://eviews.com/Addins/TVSVAR.aipz 01 Mar 2016 1.0 Estimates an unobserved component stochastic volatility model (UCSVM) of Joshua Chan 2017. https://eviews.com/Addins/ucsvm.aipz 01 Mar 2018 1.0 Estimates the following unobserved component stochastic volatility outlier (UCSVO) model. https://eviews.com/Addins/ucsvo.aipz 15 Mar 2018 1.0 Estimates a VAR with stochastic volatility using the Uhlig method. https://eviews.com/Addins/uhlig.aipz 28 Nov 2022 1.0 Provides a quick way to perform unit root tests on multiple series and summarize the results. https://eviews.com/Addins/urall.aipz 08 Aug 2016 VARForecast\forecast.prg 1.0 Provides an easy way to perform forecasts from VAR objects. Simulated forecast standard errors are also provided. https://www.eviews.com/Addins/VARForecast.aipz 10 Feb 2010 var 1.0 Provides an easy way to perform forecasts from VAR objects. Simulated forecast standard errors are also provided. https://www.eviews.com/Addins/varsvol.aipz 22 Sep 2022 1.0 Performs a wavelets transform of a series. https://www.eviews.com/Addins/wavelets.aipz 11 Aug 2017 series 1.0 Zivot-Andrews Unit Root (1992) test with single structural break. https://eviews.com/Addins/ZAURoot.aipz 07 Apr 2010 series