目次

I Introduction  2 Importing Data Into Eviews 2.1 Reading IBM SPSS date variables 2.2 Saving and opening an EViews datafile 3 Regression Models          3.1 Eviews regression3.2 Saving the regression equation 3.3 Editing and saving regression graphics 4 Univariate Time Series: Linear Models          4.1 Stationarity and Autocorrelations4.2 ARIMA modelling in EViews 4.3. Testing for stationarity 4.4 Applying the ARIMA modelling process to the STOCK variable 5 Stationarity and Unit Root Tests          5.1 Unit root tests5.2 Stationarity tests5.3 Examples6 Univariate Time Series: Volatility Models 6.1 The ARCH class of models 6.2 Generating rates of change 6.3 Testing for ARCH effects 6.4 Forecasting from an ARCH model 6.5 Problems with ARCH models in practice7 Other Volatility Models 7.1 GARCH models 7.2 GARCH model estimation7.3 EGARCH model7.4 PARCH Model7.5 TARCH Model 8 Multivariate Time Series Analysis 8.1 VAR model8.2 ADL model8.3 Other Cointegration models