Menu
Home
Log in / Register
 
Home arrow Economics arrow Financial Econometrics
< Prev   CONTENTS   Next >

Series

An series object contains a set of observations on a numeric variable. Associated with each observation in the series is a date or observation label. Note that the series object may only be used to hold numeric data. If you wish to work with alphanumeric data, you should employ alpha series.

You can create a numeric series by selecting Object/New Object from the menu, and then to select Series. EViews will open a spreadsheet view of the new series object with all of the observations containing "NA" (the missing value). You may then edit or use expressions to assign values for the series. A second method of creating a series is to generate the series using mathematical expressions. Click on Quick/Generate Series in the main EViews menu, and enter an expression defining the series.

Lastly, you may create the series by entering a series command in the command window. Entering an expression of the form:

series returns=expression

creates a series with the name returns and assigns the expression to each observation.

You can edit individual values of the data in a series. First, open the spreadsheet view of the series. Next, make certain that the spreadsheet window is in edit mode (you can use the Edit +/- button on the toolbar to toggle between edit mode and protected mode). To change the value for an observation, select the cell, type in the value, and press ENTER.

You can also insert and delete observations in the series. First, click on the cell where you want the new observation to appear. Next, right click and select Insert Obs or Delete Obs from the menu. You will see a dialog asking how many observations you wish to insert or delete at the current position and whether you wish to insert observations in the selected series or in all of the series in the group. If you choose to insert a single observation, EViews will insert a missing value at the appropriate position and push all of the observations down so that the last observation will be lost from the workfile. If you wish to preserve this observation, you will have to expand the workfile before inserting observations. If you choose to delete an observation, all of the remaining observations will move up, so that you will have a missing value at the end of the workfile range.

Groups

A group is a list of series names that provides simultaneous access to all of the elements in the list. With a group, you can refer to sets of variables using a single name. Thus, a set of variables may be analyzed using the group object, rather than each one of the individual series. Once a group is defined, you can use the group name in many places to refer to all of the series contained in the group. You would normally create groups of series when you wish to analyze or examine multiple series at the same time. For example, groups are used in computing correlation matrices, testing for cointegration and estimating a VAR or VEC, and graphing series against one another.

There are several ways to create a group. Perhaps the easiest method is to select Object/New Object from the main menu or workfile toolbar, click on Group. You should enter the names of the series to be included in the group, separated by spaces, and then click OK. A group window will open showing a spreadsheet view of the group.

If you apply an operation to a group, EViews will automatically evaluate the expressions for each observation and display the results as if they were an ordinary series.

An equivalent method of creating a group is to select Quick/Show, or to click on the Show button on the workfile toolbar, and then to enter the list of series, groups and series expressions to be included in the group. You can also create an empty group that may be used for entering new data from the keyboard or pasting data copied from another Windows program.

 
Found a mistake? Please highlight the word and press Shift + Enter  
< Prev   CONTENTS   Next >
 
Subjects
Accounting
Business & Finance
Communication
Computer Science
Economics
Education
Engineering
Environment
Geography
Health
History
Language & Literature
Law
Management
Marketing
Philosophy
Political science
Psychology
Religion
Sociology
Travel