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.





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.
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.
ARW* 2019/06/21 Estimates the Arias, Rubio-Ramirez and Waggoner algorithm for sign and zero restricted VARs.
Backtest 2015/11/12 This add-in performs simple portfolio backtesting for a set of positions and associated returns.
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.
BayesLinear* 2014/09/03 This add-in estimates a linear Gaussian model estimated by Gibbs Sampling.
BBQ* 2017/12/15 Implements the Bry-Boschan (NBER) Business Cycle Dating Algorithm modified by Harding and Pagan for quarterly data.
BFAVAR* 2015/12/28 This add-in perform the estimation of Factor-Augmented Vector Regression (FAVAR) models by using a one-step Bayesian Gibbs sampling likelihood approach.
BiProbit 2010/09/28 Computes a bivariate probit regression.
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.
BNDecom 2011/07/07 Performs the Beveridge-Nelson decomposition..
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.
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
CanCor 2010/07/08 Calculates canonical correlations between two group objects.
canovahansen* 2018/07/26 Performs the Caonva Hansen seasonal unit root test.
CDTest 2013/06/06 Tests for cross-section dependence amongst the residuals of an equation.
cfbvar* 2020/10/26 Estimates the Waggoner and Zha (1999) constrained forecast BVAR.
confcast 2016/07/05 Performs a conditional forecast from Vector Auto Regression models.
Crossvalid* 2015/05/12 Performs k-fold cross validation procedure on an already estimated equation.
Croston 2016/05/25 Performs the Croston Method for intermittend demand forecasting.
Cutoff* 2015/05/12 Calculates the optimal cutoff value for binary choice models.
dccgarch11* 2014/03/04 Estimates a DCC Garch(1,1) model via a two-step procedure
DMA* 2016/09/06 Performs dynamic model averaging of Koop and Korobilis (2012)
DMtest* 2014/01/20 Performs the Diebold-Mariano Forecast Evaluation test.
dyindex* 2018/04/24 Calculates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a VAR model.
EqBootstrap 2010/06/28 Allows you to bootstrap standard errors and point estimates from a linear least squares equation.
EqRefresh 2010/09/09 Refreshes/Re-estimates the equations in your workfile
EqTabs 2010/09/27 Allows you to organize the output from the equations in your workfile into one table.
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.
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.
FanChart 2016/04/27 Creates a Bank of England style fan chart using forecast mode, uncertainty and skewness data.
FAVARSF* 2017/11/17 Factor-Audmented Vector Regression (FAVAR) User Object.
FDFilter* 2010/09/27 Calculates the Corbae-Ouliaris (2006) Frequency Domain (FD) approximation to the ideal band pass filter.
forcomb* 2016/02/08 Performs robust real-time forecast combination, including the s-After, L1-After, h-After, L210-After and Scancetta’s MLS methods.
fracdiff* 2010/12/10 Fractional differencing, where the difference parameter can take non-integer values.
frenchdata 2017/02/24 Fetches and processes zipped data files from Ken French’s data library.
GBASS* 2011/06/21 Estimation of the Generalized BASS model.
GenDummy* 2011/05/02 Provides a simple interface for generating time based dummy variables.
GetMacroData 2011/02/02 Provides an easy way to download US macro data into EViews.
GetQuandl 2013/07/03 Provides an easy way to download data into EViews from the Quandl website.
gfevd* 2018/11/26 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.
giteviews* 2019/04/01 Provides the ability to run git commands from within EViews and view the git log output.
GroupX12* 2013/11/01 Provides a way to quickly perform X-12 seasonal adjustment on every series in a group.
GURoot 2013/04/01 Performs individual unit root tests (ADF and DFGLS only) on each series in a group.
Hamilton* 2016/09/26 Calculates the Hamilton Filter.
HCCM 2010/04/14 Calculates Heteroskedasticity Consistent Covariance Matrices and standard errors for linear equations.
HDecomp* 2012/04/12 Performs historical decomposition analysis on a VAR object.
Heckman 2010/04/13 Performs the Heckman Selection model (both Two-Stage and Maximum Likelihood).
HEGY* 2015/10/22 Perfoms HEGY seasonal unit root tests.
hpfilter1s* 2014/01/30 Calculates the one-sided HP Filter.
hsiao* 2018/06/18 Calculates Hsaio tests of homogeneity in panel data.
irrval* 2015/04/30 Computes the internal rate of return for cash flow data.
JennrichCorr* 2013/12/20 Calculates the Jennrich Correlation Equality Test.
Kilian* 2019/05/28 Calculates the Kilian Bias-Adjusted Bootstrap for VAR impulse responses.
KMeans* 2017/07/03 Performs K-means clustering, based upon Dr. Andrew Ng’s Standford machine learning course.
L1Filter* 2016/11/02 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.
lbvar 2016/11/28 Estimates a Large Bayesian VAR as described by Banbura, Giannone and Reichlin 2010.
LDVHAC 2010/09/14 Calculates Heteroskedastic and Autocorrelation Consistent (HAC) standard errors for limited dependent variable equations.
localirfs* 2016/06/03 Calculates impulse response functions using local projections on a VAR model. Supporting example files.
lsunit* 2018/01/08 Lee Strazicich unit root test.
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.
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.
MGARCH* 2017/10/17 Performs multivariate ARCH tests on VAR or VEC residuals, or an MGARCH system.
Mishkin 2011/02/25 Performs the Mishkin (1983) test that tests rational pricing of accounting numbers.
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.
NARDL* 2017/09/29 Estimates a Non-linear Autoregressive Distributed Lag model.
NormContour 2013/04/03 Plots a bivariate normal distribution contour.
NormTest 2010/09/08 A collection of normality tests, including univariate Shapiro-Wilk, multi-variate and time-series based tests.
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.
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
Periodogram* 2013/11/26 This add-in calculates the estimated spectrum of a time series series object.
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.
PseudoR2 2010/04/28 Calculates the Mcfadden, Efron, Cox & Snell, and Nagelkerke pseudo R-squareds.
Psvar* 2018/07/26 Estimates a Pedroni Panel Structural VAR.
RecShade* 2010/11/11 Applies US or Japanese recession shading to a graph object.
RecDum 2010/04/06 Creates a US recession dummy variable in your workfile.
RGets 2017/07/05 Calls the R Gets package for general to specific modelling. Note R and the GETS package are required for this add-in.
Ridge 2010/07/30 Ridge Regression.
RobustReg 2010/10/07 Robust Regression (or M-Estimation).
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.
Rtadf* 2013/08/28 Performs four typs of right tailed unit root test that help detect price bubbles.
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.
seirmodel 2020/07/06 Simulates the SEIR model of infectious disease transmission.
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.
sirf 2016/06/22 This add-in allows you to perform the estimation of scaled impulse response function of Structural Vector Auto Regression models.
speccaus* 2016/06/14 Performs the frequency domain Granger causality test of Breitung and Candelon (2006).
SpectralAnalysis* 2014/02/18 Calculates various spectral analysis tools for time series.
srvar* 2016/01/20 This add-in allows you to perform the estimation of Sign Restricted Vector Regression (SRVAR) models by using a rejection method(Uhlig 2005).
sspacetdist* 2018/05/30 Adjustment of the disturbance term in StateSpace signal equations to follow a fat-tailed distribution.
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.
swcause* 2019/12/31 Stock-Watson Dynamic Cause Effect for VARs.
SVARPatterns* 2014/01/15 Performs both Short-run and Long-run Restrictions for SVAR Models
tarcoint* 2012/02/22 Performs the Enders and Siklos (2001) cointegration and threshold adjustment procedure.
tbl2tex 2010/12/17 Converts simple EViews table objects (such as frozen equation output) into LaTeX files.
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.
TestCorr 2020/03/02 Dalla, Giraitis, and Phillips test for zero autocorrelation/cross-correlation/Pearson correlation and i.i.d. property.
ThSVAR* 2016/04/04 Allows estimation and the generilised impulse response function of Threshold Structural Vector Auto Regression.
Trim 2010/11/24 Allows you to perform trimming or Winsorising on a series or group.
TSCVAL* 2016/04/04 Performs time series cross-validation using rolling estimation and out-of-sample forecast evaluations.
TSDGP 2011/07/14 Creates time-series data that follows either an ARIMA or a GARCH process (or both!)
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).
tsepigrowth 2020/07/13 Builds and estimates observational time series models for the growth curves of infectious diseases that are commonly used in epidemiology.
TVAR 2011/10/25 Estimates a Threshold VAR. Note R and the tsDyn package are required for this add-in.
tvpuni* 2019/01/30 Time Varying Parameter estimation for OLS models using Flexible Least Squares.
TVSVAR* 2016/03/01 Estimation of Time Varying Structural Vector Auto Regression (TVSVAR) models by using a Gibbs sampling approach.
ucsvm* 2018/03/01 Estimates an unobserved component stochastic volatility model (UCSVM) of Joshua Chan 2017.
ucsvo* 2018/03/15 Estimates the following unobserved component stochastic volatility outlier (UCSVO) model.
urall* 2016/08/08 Provides a fast way to perform unit root tests on multiple series and summarize the results.
VARForecast 2010/02/10 Provides an easy way to perform forecasts from VAR objects. Simulated forecast standard errors are also provided.
Wavelets 2010/02/10 Performs a wavelet transform of a series. Requires R
ZAURoot* 2010/04/07 Zivot-Andrews Unit Root (1992) test with single structural break.



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.


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.

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.
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


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