EViews Features
Statistics

Basic

• Basic data summaries; by-group summaries.
• Tests of equality: t-tests, ANOVA (balanced and unbalanced, with or without heteroskedastic variances.), Wilcoxon, Mann-Whitney, Median Chi-square, Kruskal-Wallis, van der Waerden, F-test, Siegel-Tukey, Bartlett, Levene, Brown-Forsythe.
• One-way tabulation; cross-tabulation with measures of association (Phi Coefficient, Cramer’s V, Contingency Coefficient) and independence testing (Pearson Chi-Square, Likelihood Ratio G^2).
• Covariance and correlation analysis including Pearson, Spearman rank-order, Kendall’s tau-a and tau-b and partial analysis.
• Principal components analysis including scree plots, biplots and loading plots, and weighted component score calculations.
• Factor analysis allowing computation of measures of association (including covariance and correlation), uniqueness estimates, factor loading estimates and factor scores, as well as performing estimation diagnostics and factor rotation using one of over 30 different orthogonal and oblique methods.
• Empirical Distribution Function (EDF) Tests for the Normal, Exponential, Extreme value, Logistic, Chi-square, Weibull, or Gamma distributions (Kolmogorov-Smirnov, Lilliefors, Cramer-von Mises, Anderson-Darling, Watson).
• Histograms, Frequency Polygons, Edge Frequency Polygons, Average Shifted Histograms, CDF-survivor-quantile, Quantile-Quantile, kernel density, fitted theoretical distributions, boxplots.
• Scatterplots with parametric and non-parametric regression lines (LOWESS, local polynomial), kernel regression (Nadaraya-Watson, local linear, local polynomial)., or confidence ellipses.

Time Series

• Autocorrelation, partial autocorrelation, cross-correlation, Q-statistics.
• Unit root tests: Augmented Dickey-Fuller, GLS transformed Dickey-Fuller, Phillips-Perron, KPSS, Eliot-Richardson-Stock Point Optimal, Ng-Perron.
• Johansen cointegration tests.
• Granger causality tests.
• Independence tests: Brock, Dechert, Scheinkman and LeBaron.

Panel and Pool

• By-group and by-period statistics and testing.
• Unit root tests: Levin-Lin-Chu, Breitung, Im-Pesaran-Shin, Fisher, Hadri.
• Cointegration tests: Pedroni, Kao, Maddala and Wu.

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