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EViews Packages EViews Add-ins, User Objects, and

Library Packages
EViews offers an EViews Add-ins and User Object infrastructure that provides seamless access to user-
defined programs and objects using the standard EViews command, menu, and object interface. Using
Add-ins or User Objects, you can add user-defined features of power and sophistication that are virtually
indistinguishable from built-in features.

The following are a set of freely downloadable add-in packages, User Objects, and libraries that you may
use to extend your usage of EViews.

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.

User Object packages are EViews programs that allow creation of brand new object types within a
Packages workfile. These objects will have their own custom View and Procedure menus and commands.
Add-ins Add-in Libraries are EViews programs that extend the EViews programing language by providing routines
Libraries and tools that other programs, including other Add-ins, may utilize.

To download an Add-in or User Object, simply click on the name, instruct your browser to
open the file using EViews, and let EViews do the rest...

Note: IHS EViews does not provide telephone or email technical support for individual Add-ins. If you need
help with an Add-in, please click on the corresponding support link below.

If you would like to contribute your own package and have it listed here, please visit the Add-in Writer's
Forum for details on how to submit.

(*) Add-in's name indicates the Add-in was developed by an EViews community member rather than by
IHS EViews.

EVIEWS ADD-INS AND USER OBJECTS

Title ▴ Date Description Support

aim_solve* 2011/02/07 Provides a way to simulate DSGE models within EViews. Requires R and the AMA package, and knowledge of Forum
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 Forum
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. Forum

BaiPerron 2010/10/12 This add-in performs the Bai-Perron (1998) breakpoints test, as implemented in the R package Forum
"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. Forum

BBQ* 2017/12/15 Implements the Bry-Boschan (NBER) Business Cycle Dating Algorithm modified by Harding and Pagan for Forum
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. Forum

BMA 2012/04/05 Computes different Bayesian Model Averaging methods including LM, GLM and Multinomial Logit models. Forum
Note R is required for this add-in.

BNDecom 2011/07/07 Performs the Beveridge-Nelson decomposition. Forum

BNFilter* 2017/11/17 Performs a modification of the BN decomposition to directly impose a low signal-to-noise ratio. Forum

bnmwd* 2020/12/01 Performs the Morley and Wong trend-cycle decomposition. Forum

BPTest 2010/11/24 Calculates the Breusch-Pagan LM test and associated other tests for random effects for a least squares Forum
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 Forum
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. Forum

canovahansen* 2018/07/26 Performs the Caonva Hansen seasonal unit root test. Forum

CDTest 2013/06/06 Tests for cross-section dependence amongst the residuals of an equation. Forum

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. Forum

Crossvalid* 2015/05/12 Performs k-fold cross validation procedure on an already estimated equation. Forum

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. Forum

dcc_rgarch* 2021/02/24 Estimates the DCC Range GARCH and DCC GARCH models. Forum

dccgarch11* 2014/03/04 Estimates a DCC Garch(1,1) model via a two-step procedure Forum

DMA* 2016/09/06 Performs dynamic model averaging of Koop and Korobilis (2012) Forum

DMtest* 2014/01/20 Performs the Diebold-Mariano Forecast Evaluation test. Forum

dyindex* 2018/04/24 Calculates the Diebold-Yilmaz index of spillover using forecast error variance decomposition method of a Forum
VAR model.

EqBootstrap 2010/06/28 Allows you to bootstrap standard errors and point estimates from a linear least squares equation. Forum

EqRefresh 2010/09/09 Refreshes/Re-estimates the equations in your workfile Forum

EqTabs 2010/09/27 Allows you to organize the output from the equations in your workfile into one table. Forum

ExpSmooth 2010/04/09 Performs an expanded set of exponential smoothing and forecasting techniques, including automatic Forum
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 Forum
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. Forum

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. Forum

GBASS* 2011/06/21 Estimation of the Generalized BASS model. Forum

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. Forum

GetQuandl 2013/07/03 Provides an easy way to download data into EViews from the Quandl website. Forum

gfevd* 2018/11/26 Estimates a new generalized forecast error variance decomposition with the property that the proportions Forum
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. GitHub

GroupX12* 2013/11/01 Provides a way to quickly perform X-12 seasonal adjustment on every series in a group. Forum

GURoot 2013/04/01 Performs individual unit root tests (ADF and DFGLS only) on each series in a group. Forum

Hamilton* 2016/09/26 Calculates the Hamilton Filter.

HCCM 2010/04/14 Calculates Heteroskedasticity Consistent Covariance Matrices and standard errors for linear equations. Forum

HDecomp* 2012/04/12 Performs historical decomposition analysis on a VAR object. Forum

Heckman 2010/04/13 Performs the Heckman Selection model (both Two-Stage and Maximum Likelihood). Forum

HEGY* 2015/10/22 Perfoms HEGY seasonal unit root tests.

hpfilter1s* 2014/01/30 Calculates the one-sided HP Filter. Forum

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. Forum

JennrichCorr* 2013/12/20 Calculates the Jennrich Correlation Equality Test. Forum

Kilian* 2019/05/28 Calculates the Kilian Bias-Adjusted Bootstrap for VAR impulse responses. Forum

KMeans* 2017/07/03 Performs K-means clustering, based upon Dr. Andrew Ng's Standford machine learning course. GitHub

L1Filter* 2016/11/02 Procedure that allows the user to implement the l1 trend filtering method proposed by Kim et. al. (2009) as Forum
an alternative to the HP filter.

lbvar* 2016/11/28 Estimates a Large Bayesian VAR as described by Banbura, Giannone and Reichlin 2010. Forum

LDVHAC 2010/09/14 Calculates Heteroskedastic and Autocorrelation Consistent (HAC) standard errors for limited dependent Forum
variable equations.

localirfs* 2016/06/03 Calculates impulse response functions using local projections on a VAR model. Supporting example files. Forum

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, Forum
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 Forum
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. Forum

Mishkin 2011/02/25 Performs the Mishkin (1983) test that tests rational pricing of accounting numbers. Forum

MonthLag 2011/01/20 Creates monthly lags or leads on daily data. Contains options on how to handle end of month and non- Forum
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. Forum

NormTest 2010/09/08 A collection of normality tests, including univariate Shapiro-Wilk, multi-variate and time-series based tests. Forum

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 Forum
purposes.

PairsTrade* 2012/01/23 This add-in performs Asset Pairs Trading Analysis, and demonstrates how economic concepts and/or Forum
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. Forum

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 Forum
function at an unknown time.

PseudoR2 2010/04/28 Calculates the Mcfadden, Efron, Cox & Snell, and Nagelkerke pseudo R-squareds. Forum

Psvar* 2018/07/26 Estimates a Pedroni Panel Structural VAR. Forum

RecShade* 2010/11/11 Applies US or Japanese recession shading to a graph object. Forum

RecDum 2010/04/06 Creates a US recession dummy variable in your workfile. Forum

RGets 2017/07/05 Calls the R Gets package for general to specific modelling. Note R and the GETS package are required for this Forum
add-in.

Ridge 2010/07/30 Ridge Regression. Forum

RobustReg 2010/10/07 Robust Regression (or M-Estimation). Forum

Roll 2010/04/19 Performs rolling regression from a single equation object, letting you store various coefficient or equation Forum
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. Forum

RunsTest* 2015/04/30 Estimates the runs test (a.k.a. Wald–Wolfowitz test), which is a non-parametric statistical test that checks a Forum
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 Forum
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.

skewedugarch* 2021/01/20 Estimates a univariate GARCH model that assumes a skewed asymmetric distribution of the innovations.

speccaus* 2016/06/14 Performs the frequency domain Granger causality test of Breitung and Candelon (2006). Forum

SpectralAnalysis* 2014/02/18 Calculates various spectral analysis tools for time series. Forum

srvar* 2016/01/20 This add-in allows you to perform the estimation of Sign Restricted Vector Regression (SRVAR) models by Forum
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 Forum

tarcoint* 2012/02/22 Performs the Enders and Siklos (2001) cointegration and threshold adjustment procedure. Forum

tbl2tex 2010/12/17 Converts simple EViews table objects (such as frozen equation output) into LaTeX files. Forum

TechAsis 2010/05/10 Allows you to perform various technical analysis techniques on stock data. Note this Add-in package Forum
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 Forum
Regression.

Trim 2010/11/24 Allows you to perform trimming or Winsorising on a series or group. Forum

TSCVAL* 2016/04/04 Performs time series cross-validation using rolling estimation and out-of-sample forecast evaluations. Forum

TSDGP 2011/07/14 Creates time-series data that follows either an ARIMA or a GARCH process (or both!) Forum

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. Forum

tvgc* 2020/12/16 Performs a time-varying Granger Causality test.. http://forums.eviews.com/viewtopic.php?

f=23&p=66822

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 Forum
approach.

ucsvm* 2018/03/01 Estimates an unobserved component stochastic volatility model (UCSVM) of Joshua Chan 2017. Forum

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 Forum
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. Forum

EVIEWS LIBRARIES
Title Date Description Support

EqOutputTab 2010/04/14 Provides a subroutine that creates an equation output table, based on a coefficient vector and a covariance Forum
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 Forum
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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