EViews provides academic researchers, corporations, government agencies, and students with access to powerful statistical, forecasting, and modeling tools, all within a user-friendly and innovative interface.
EViews seamlessly combines modern software technology with advanced features, resulting in a state-of-the-art program that offers exceptional power and flexibility through its object-oriented design.
Discover why EViews is the global leader in Windows-based econometric software and the preferred choice for those who seek the very best in their analyses.
An Overview
Innovative Solution for Econometrics Analysis, Forecasting & Simulation
EViews 12 offers academic researchers, corporations, government agencies, and students access to powerful statistical, forecasting, and modeling tools through an innovative, easy-to-use object-oriented interface.
EViews is an ideal package for working on time series, cross sectional and longitudinal data with ease. EViews has a powerful statistical engine capable of performing econometric and statistical analysis, generating forecast and modeling simulation, producing precise outputs with high-quality graphs and tables.
A great deal of worldly experience in analysis with a graphical object-oriented engine. The modern trends in statistical methods and the latest analytical user friendly interface has blended together to form EViews as a powerful solution for time series analysis.
Product details
Product Name: EViews 14
Principal Name: S&P Global
Authorized Distributor of EViews in India: https://www.eviews.com/3rd-party/distrib_asia.html
Features & Benefits
Time Series Models
Graphs and Plots
Industries
Non-Profit
NGO
Corporate
Financial Research Institute
Users
Quantitative Researchers
Students
Data Analyst
Economist
Resources
JDemetra+ Seasonal Adjustment in EViews
Prophet in EViews
Quantile Autoregressive Distributed Lag (QARDL) in EViews
MIDAS GARCH in EViews
Learning Activities
Blogs
Generalized Autoregressive Score (GAS) approach to univariate GARCH Models
Authors and guest post by Eren Ocakverdi
This blog piece intends to introduce a new add-in (i.e. GASMODELU) that estimates selected univariate GARCH models within the Generalized Autoregressive Score (GAS) framework.
Principal Component Analysis for Nonstationary Series
Authors and guest post by Eren Ocakverdi
This blog piece intends to introduce a new add-in (i.e. HXPRINCOMP) that implements the procedure developed by Hamilton and Xi (2022).
System Requirements:
These are the minimum requirements for your computer
- Approx. 400 MB free hard disk space
- At least 2GB RAM
- Windows or MacOSX operating system
Testimonials
EViews
“EViews’ user-friendly interface and extensive features make it an indispensable tool for researchers and analysts in the field of economics. It simplifies the process of managing, analysing, and interpreting economic and financial data, regardless of the complexity of the dataset. It allows for in-depth exploration of time series data, making it easy to detect trends, seasonality, and other crucial patterns. The software’s forecasting and modelling features are top-notch, empowering users to develop accurate and reliable econometric models.”
Dr Dhaval Mehata
Professor, Department of Business and Industrial Management, Veer Narmad South Gujarat University, Surat.
Frequently Asked Questions
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