EViews

bug .testbtw

rousing — Sat, 18 Apr 2026 06:47:58 GMT

Thanks a lot :)

bug .testbtw

EViews Gareth — Fri, 17 Apr 2026 21:53:23 GMT

Found, will be fixed in next patch.

bug .testbtw

rousing — Fri, 17 Apr 2026 19:09:57 GMT

just checked it at home with a fully up-to-date version, it still creates the output for testing the mean and not the variance which "vars" should trigger

bug .testbtw

EViews Gareth — Fri, 17 Apr 2026 15:44:43 GMT

This works on the latest version of EViews 14. Can you check it on yours?

Code:

[code]

wfcreate m 1990 2025

series x=nrnd

series y=nrnd

group _grp x y



show _grp.testbtw(vars)

[/code]

bug .testbtw

rousing — Fri, 17 Apr 2026 15:39:52 GMT

Hi

when running _grp.testbtw(var) or _grp.testbtw(vars) with a group containing two series the results for the mean gets produced and not ones relating to the variance.

Best regards

Rasmus

Eviews 14, May 19 2025 build

14C08223

Saving graphs as pdf

EViews Gareth — Fri, 17 Apr 2026 15:20:34 GMT

Do you have a simple example we can examine?

Saving graphs as pdf

Dag Kolsrud — Fri, 17 Apr 2026 13:14:06 GMT

In Statistics Norway we try to use Eviews as much as possible for building, maintaining and using a large macro model, and also for producing tables and figures/graphs. Unfortunately, after EViews12, we experience problems with graphing and have to use EViews12 to get dashed lines that look good when saved to disk (as pdf files) (se previous entries in this tread). When I try to replace dashed lines (for forecasts) with solid lines with the same color/hue but lighter tint (than the historical series), both get the same color. If I try to give them different colors, they still get the same color:

if !eviews_versjon = 12 then 'EViews12

    {%gr}.setelem(1) linecolor(@rgb({%color1})) linepattern(solid) legend(%serie1) axis(l) linewidth(!valuta_linewidth )

    {%gr}.setelem(2) linecolor(@rgb({%color1})) linepattern(DASH1) legend() axis(l) linewidth(!linewidth)

    {%gr}.setelem(3) linecolor(@rgb({%color2})) linepattern(solid) legend(%serie2) axis(r) linewidth(!valuta_linewidth )

    {%gr}.setelem(4) linecolor(@rgb({%color2})) linepattern(DASH1) legend() axis(r) linewidth({!linewidth})

    {%gr}.setelem(5) linecolor(@rgb({%color3})) linepattern(solid) legend(%serie3) axis(r) linewidth(!valuta_linewidth)

    {%gr}.setelem(6) linecolor(@rgb({%color3})) linepattern(DASH1) legend() axis(r) linewidth(!linewidth)

else 'EViews14

    {%gr}.setelem(1) linecolor(@rgb({%color1})) linepattern(solid) legend(%serie1) axis(l) linewidth(!valuta_linewidth )

    {%gr}.setelem(2) linecolor(@rgb({%color2})) linepattern(solid) legend() axis(l) linewidth(!linewidth)

    {%gr}.setelem(3) linecolor(@rgb({%color3})) linepattern(solid) legend(%serie2) axis(r) linewidth(!valuta_linewidth )

    {%gr}.setelem(4) linecolor(@rgb({%color1})) linepattern(solid) legend() axis(r) linewidth({!linewidth})

    {%gr}.setelem(5) linecolor(@rgb({%color2})) linepattern(solid) legend(%serie3) axis(r) linewidth(!valuta_linewidth)

    {%gr}.setelem(6) linecolor(@rgb({%color3})) linepattern(solid) legend() axis(r) linewidth(!linewidth)

endif

Why can we not format the line type in EViews 13 and 14?

Graph Issue: Dashed Line Saving as Solid Line

Dag Kolsrud — Fri, 17 Apr 2026 12:53:00 GMT

In Statistics Norway, we experience similar problems with dashed lines in both EViews 13 and 14, while we have no problems with dashed lines in EViews 12 (which we continue using fro graphing purposes only). In Eviews 14, I have tried to replace dashed lines with solid lines of the same color, but a lighter tint to separate the historical data from the forecasted continuation. That does not work either. The two lines get the same color even if I specify completely different colors. My question is:

Havecertain graph related functions within EViews12 been 'outsourced' to / replaced by similar Windows functions which introduce incompatibilities that could be the cause of the problems?

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Thu, 16 Apr 2026 14:02:42 GMT

great news, thanks

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

EViews Matt — Wed, 15 Apr 2026 23:15:59 GMT

Hello,

A fix will be included in the new EViews patch.

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Wed, 15 Apr 2026 13:02:53 GMT

much appreciated!

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

EViews Gareth — Tue, 14 Apr 2026 21:17:27 GMT

ok, we'll take a look and get a fix.

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Tue, 14 Apr 2026 20:21:00 GMT

Could you update to the latest version to see if that fixes it?

I updated to the latest version (March 4 2026 build), but unfortunately I still have the same problem

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Tue, 14 Apr 2026 17:30:36 GMT

My organization is currently blocking updates. But I'll complain and get on their case and update you. Thanks

Difficulty extracting p-values from PySDTest objects via EViews xrun

papel — Tue, 14 Apr 2026 04:51:29 GMT

Thank you!

Difficulty extracting p-values from PySDTest objects via EViews xrun

EViews Gareth — Mon, 13 Apr 2026 23:46:52 GMT

Not really EViews, but...

Code:

[code]

xrun pval = my_test_fsd.result["p_val"].item()

xget pval

[/code]

Difficulty extracting p-values from PySDTest objects via EViews xrun

papel — Mon, 13 Apr 2026 16:57:25 GMT

Dear Gareth,

Below you can find the programm that I am using. The programm generates the following results in the Log: Python Output. I need a way to bring the pvalue back in Eviews. I also attach the Eviews workfile that I am using

Kind regards,

Timotheos

______________________

Log: Python Output

#--- Testing for Stochastic Dominance -----#

* H0 : sample1 first order SD sample2

#-------------------------------------------#

*** Test Setting ***

* Resampling method      = paired_bootstrap

* SD order      = 1

* # of (sample1)      = 2000

* # of (sample2)      = 2000

* # of bootstrapping      = 100

* # of grid points      = 200

#-------------------------------------------#

*** Test Result ***

* Test statistic      = 0.2846

* Significance level      = 0.05

* Critical-value      = 0.6174

* P-value      = 0.8500

* Time elapsed      = 2.35 Sec

'______________________________________

xopen(p)

xrun import pysdtest

' Send the data

xput data_a data_b

' 3. Load Libraries

xrun import numpy as np

xrun import pandas as pd

xrun import pysdtest.pysdtest as sd

' 1-dimensional NumPy arrays

xrun a_vals = np.array(data_a).flatten()

xrun b_vals = np.array(data_b).flatten()

' 4. Run LMW (2005) TEST

%kind_test = "'paired_bootstrap'"

' --- ΕΛΕΓΧΟΣ 1ης ΤΑΞΗΣ (FSD) ---

xrun my_test_fsd = pysdtest.test_sd(a_vals, b_vals, ngrid=200, s=1, resampling={%kind_test}, nboot=100, quiet=False)

xrun print("--- RUNNING 1st ORDER TEST (A Dominates B) ---")

xrun res_fsd = my_test_fsd.testing()

'________________________________________________

Difficulty extracting p-values from PySDTest objects via EViews xrun

EViews Gareth — Mon, 13 Apr 2026 16:44:38 GMT

If you're stuck in EV13 (and can't use 14), the only thing you can do is create a new page and try to use xget. Hard to be of more advice without having access to the exact situation you're in.

Difficulty extracting p-values from PySDTest objects via EViews xrun

papel — Mon, 13 Apr 2026 15:55:00 GMT

I am working on a research project involving Stochastic Dominance tests using EViews 13 (64-bit) integrated with Python 3.9.

I have successfully set up the Python environment and installed the PySDTest package (by Kyung-ho Lee and Yoon-Jae Whang). My goal is to extract the p-values from the test objects generated by pysdtest.test_sd() and store them in EViews scalars/tables for further analysis.

My workflow is as follows:

I use xput to send my series (a_vals, b_vals) to Python.

I execute the test:

xrun my_test_ssd = pysdtest.test_sd(a_vals, b_vals, s=2, resampling='paired_bootstrap', nboot=1000, quiet=False)

I run the testing procedure:

xrun res_ssd = my_test_ssd.testing()

The issue:

While the testing() method correctly prints the results to the EViews Python Output log, I am unable to programmatically access the p-value result to bring it back to EViews. When I attempt to access the attribute via xrun my_pval = my_test_ssd.pvalue or res_ssd.pvalue, I receive an AttributeError or NoneType error, despite the output being clearly visible in the Python console log.

My questions:

Is there a documented way to access the p-value attribute from the test_sd object directly through xrun?

What is the recommended best practice for capturing and importing Python output (log) back into an EViews table when the standard xget fails to resolve the specific object attributes?

Best Regards,

Timotheos

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

EViews Gareth — Mon, 13 Apr 2026 14:38:46 GMT

Could you update to the latest version to see if that fixes it?

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Mon, 13 Apr 2026 12:51:01 GMT

Sorry, should have mentioned that earlier.

EViews 14, Feb. 6 2025 build.

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

EViews Gareth — Sat, 11 Apr 2026 02:40:18 GMT

Version and build date of EViews?

Model solve with stochastic simulations crashes if bootstrap sample discontinuous

random_user — Fri, 10 Apr 2026 20:54:55 GMT

As the title says, I'm encountering an apparent bug when trying to solve the model with stochastic simulations, if I select a bootstrap sample that is not continuous.

For example, this leads to a crash where EViews closes:

Code:

[code]

sample s1 2000q1 2025q4 if @year<>2020

m.stochastic(s=s1)

m.solve

[/code]

Any help/fix is appreciated. thanks!

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Fri, 10 Apr 2026 15:28:38 GMT

Thanks very much, Gareth!

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

EViews Gareth — Fri, 10 Apr 2026 14:32:08 GMT

Code:

[code]close @db[/code]

will close any open database windows

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

akoh — Fri, 10 Apr 2026 06:45:24 GMT

Thanks again! Much appreciated.

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Thu, 09 Apr 2026 22:01:38 GMT

ok, cool! Thanks a million Gareth, again. I have an email into the FRED team at the St. Louis Fed about the issue.

But, using Google Gemini AI, I've managed to get this revised version to process a couple times without stopping:

' Create the workfile container (no dated page yet)

wfcreate(wf=Economic_Data_0402026) u 1

' Create data page per data periodicity (monthly)

pagecreate(page=monthly_data) m 1919m1 2026m12

' Create an undated page for ticker import

pagecreate(page=monthly_tickers_page) u 5000

' Switch to the undated ticker page

pageselect monthly_tickers_page

' Import the monthly ticker list as alpha

%file = "C:\Rod_Investments\EViews_Programs\tickers_monthly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 monthly_series

' This next section loops through each ticker series, fetches FRED time-series data per ticker, then places the data onto the associated data page

' Open FRED once

dbopen(type=fred)

' MONTHLY TICKERS

' Loop through the monthly tickers

' 1. Tell EViews to handle errors silently and not to stop

logmode +error ' Directs errors to the log window instead of a popup dialog

setmaxerrs 1000

for !i = 1 to 5000

pageselect monthly_tickers_page

%ticker = monthly_series(!i)

if %ticker = "" then

exitloop

endif

pageselect monthly_data

' 2. Start the Retry Logic

!success = 0

!tries = 0

while !success = 0 and !tries < 3

clearerrs ' Resets the @errorcount to 0

fetch(d=fred) {%ticker}

if @errorcount = 0 then

!success = 1

else

!tries = !tries + 1

sleep(5000)

endif

wend

sleep(1000)

next

' 5. Restore normal error reporting

logmode -error

And here are the contents of the log file:

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) GS5" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) CUUR0000SA0L2" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) CPIHOSNS" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) USPBS" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

Database Error: FRED library error: 'Internal Server Error' in "FETCH(D=FRED) CPIHOSSL" in TEST_MONTHLY_FETCH_04092026.PRG on line 45.

So, definitely, this is a FRED server(s) error.

I think I've asked you this before, and if I remember right, you said there isn't an EViews command to close the FRED database. Is this still the case with version 14?

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

EViews Gareth — Thu, 09 Apr 2026 21:16:52 GMT

Yep, we were able to replicate the error. Unfortunately it seems like it is an error on FRED's side. The internal server error is from their servers.

I wrote a python script that fetches the same series from FRED using their API, and occasionally get the exact same errors. It isn't an EViews issue, rather a FRED server stability issue.

Which, unfortunately, means there isn't a lot we can do about it on this end :/

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Thu, 09 Apr 2026 20:00:58 GMT

ok, I've tried adding sleep() as follows, but still got this error:

Database Error: FRED library error: 'Internal Server Error' in "FETCH CPIHOSNS" in MONTHLY_ECONOMIC_DATA_04072026.PRG on line 46.

Here's the list of FRED tickers in my "tickers_monthly.txt" file:

indpro

ipman

unratensa

unrate

gs1m

gs3m

gs6m

gs1

gs2

gs3

gs5

gs7

gs10

gs20

gs30

mcumfn

tcu

tb4wk

cpiaucns

cpiaucsl

cpilegns

cpilegsl

cpiulfsl

cpiulfns

cpilfesl

cpilfens

cusr0000sa0l2

cuur0000sa0l2

cuur0000sac

cusr0000sac

cpiengsl

cpiengns

cpiufdns

cpiufdsl

cuur0000saf11

cusr0000saf11

cuur0000setb01

cusr0000setb01

cusr0000sah21

cuur0000sah21

cpihossl

cpihosns

cpimedns

cpimedsl

cusr0000setb

cuur0000setb

cuur0000seta

cusr0000seta

cusr0000seta01

cuur0000seta01

cusr0000san

cuur0000san

cusr0000saf115

cuur0000saf115

cuur0000sefv05

cusr0000sefv05

cuur0000seft

cusr0000seft

cusr0000sefv

cuur0000sefv

cuur0000sas

cusr0000sas

cusr0000sah1

cuur0000sah1

cpitrnns

cpitrnsl

cuur0000seta02

cusr0000seta02

mcoilbrenteu

mcoilwtico

dspi

a229rc0

fedfunds

jtshil

businv

isratio

lnu03023706

lns13023706

lnu03023622

lns13023622

lnu03026511

lns13026511

lnu03023654

lns13023654

ppiaco

PAYEMS

USPRIV

USGOOD

DMANEMP

NDMANEMP

CES0800000001

USMINE

USCONS

MANEMP

USWTRADE

USTRADE

CES4300000001

CES4422000001

USINFO

USFIRE

USPBS

USEHS

USLAH

USSERV

USGOVT

M1SL

M2SL

CURRCIR

CE16OV

UNEMPLOY

CLF16OV

PCEPI

PCEPILFE

CPIFABSL

CPIHOSSL

CPIAPPSL

CPITRNSL

CPIMEDSL

CPIRECSL

CPIEDUSL

CPIOGSSL

PCEC96

PPIFIS

PPIDGS

PPIDSS

PPIDCS

HPIPONM226S

CUSR0000SAC

CUSR0000SAS

DSERRG3M086SBEA

DGDSRG3M086SBEA

And here's a program which attempts to only load the monthly tickers from the tickers_monthly.txt file:

' Create the workfile container (no dated page yet)

wfcreate(wf=Economic_Data_0402026) u 1

' Create data page per data periodicity (monthly)

pagecreate(page=monthly_data) m 1919m1 2026m12

' Create an undated page for ticker import

pagecreate(page=monthly_tickers_page) u 5000

' Switch to the undated ticker page

pageselect monthly_tickers_page

' Import the monthly ticker list as alpha

%file = "C:\Temp\tickers_monthly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 monthly_series

' This next section loops through each ticker series, fetches FRED time-series data per ticker, then places the data onto the associated data page

' Open FRED once

dbopen(type=fred)

' MONTHLY TICKERS

' Loop through the monthly tickers

for !i = 1 to 5000

' Go to monthly tickers page and read the i-th ticker

pageselect monthly_tickers_page

%ticker = monthly_series(!i)

if %ticker = "" then

exitloop

endif

' Go to monthly data page and fetch that ticker

pageselect monthly_data

fetch {%ticker}

' Include a sleep() statement

sleep(2000) ' 2 second pause

next

pageselect monthly_data

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

EViews Gareth — Thu, 09 Apr 2026 17:21:21 GMT

text file uploads didn't come though (that might be on our end - some server maintenance has disabled file uploads for the forum at the moment).

But I think perhaps you're just hitting FRED too quickly in succession. Try putting some sleep commands in to slow down the hits.

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Thu, 09 Apr 2026 16:26:38 GMT

ok, thank you. For testing purposes, I've attached these 6 text files:

tickers_annual.txt

tickers_bls_cpi_food.txt

tickers_daily.txt

tickers_monthly.txt

tickers_quarterly.txt

tickers_weekly.txt

And here is a skinnied-down version of the program:

'Date: Thurs. 4/9/2026

' EViews 14 test program for fetching FRED data series

' Create the workfile container (no dated page yet)

wfcreate(wf=Economic_Data_04082026) u 1

' Create data pages per data periodicity (daily, weekly, monthly, annual, etc.)

pagecreate(page=daily_stock_indexes) d5 10/1/1928 12/31/2026

pagecreate(page=daily_funds) d5 10/1/1928 12/31/2026

pagecreate(page=daily_data) d5 1/3/1950 12/31/2026

pagecreate(page=weekly_data) w 1/7/1967 12/31/2026

pagecreate(page=monthly_data) m 1919m1 2026m12

pagecreate(page=quarterly_data) q 1919q1 2026q4

pagecreate(page=annual_data) a 1790 2026

pagecreate(page=bls_cpi_food) m 1913m1 2026m12

' Create an undated page for ticker import

pagecreate(page=tickers_page) u 5000

' Switch to the undated ticker page

pageselect tickers_page

' Import the daily ticker list as alpha

%file = "C:\Temp\tickers_daily.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 daily_series

' Import the weekly ticker list as alpha

%file = "C:\Temp\tickers_weekly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 weekly_series

' Import the monthly ticker list as alpha

%file = "C:\Temp\tickers_monthly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 monthly_series

' Import the quarterly ticker list as alpha

%file = "C:\Temp\tickers_quarterly.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 quarterly_series

' Import the annual ticker list as alpha

%file = "C:\Temp\tickers_annual.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 annual_series

' Import the bls cpi food ticker list as alpha

%file = "C:\Temp\tickers_bls_cpi_food.txt"

import(type=txt, colhead=none, name=series01, format=alpha) {%file}

rename series01 bls_cpi_food_series

' This next section loops through each ticker series, fetches FRED time-series data per ticker, then places the data onto the associated data page

' Open FRED once

dbopen(type=fred)

' DAILY TICKERS

' Loop through the daily tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = daily_series(!i)

if %ticker = "" then

exitloop

endif

' Go to daily data page and fetch that ticker

pageselect daily_data

fetch {%ticker}

next

' WEEKLY TICKERS

' Loop through the weekly tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = weekly_series(!i)

if %ticker = "" then

exitloop

endif

' Go to daily data page and fetch that ticker

pageselect weekly_data

fetch {%ticker}

next

' MONTHLY TICKERS

' Loop through the monthly tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = monthly_series(!i)

if %ticker = "" then

exitloop

endif

' Go to monthly page and fetch that ticker

pageselect monthly_data

fetch {%ticker}

next

' QUARTERLY TICKERS

' Loop through the quarterly tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = quarterly_series(!i)

if %ticker = "" then

exitloop

endif

' Go to annual page and fetch that ticker

pageselect quarterly_data

fetch {%ticker}

next

' ANNUAL TICKERS

' Loop through the annual tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = annual_series(!i)

if %ticker = "" then

exitloop

endif

' Go to annual page and fetch that ticker

pageselect annual_data

fetch {%ticker}

next

' BLS CPI FOOD TICKERS (tracking food inflation in djt's 2nd admin)

' Loop through the bls cpi food tickers

for !i = 1 to 5000

' Go to tickers page and read the i-th ticker

pageselect tickers_page

%ticker = bls_cpi_food_series(!i)

if %ticker = "" then

exitloop

endif

' Go to bls cpi food data page and fetch that ticker

pageselect bls_cpi_food

fetch {%ticker}

next

The first time I attempted to run it this morning (in Quiet mode), I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH CC4WSA" on line 98.

The second time I attempted to run it this morning (in Quiet mode), I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH DGS10" on line 82.

The third time I attempted to run it this morning (in Verbose mode), I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH WGS3MO" on line 98.

The fourth time I attempted to run it this morning (in Verbose mode), I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH WGS7YR" on line 98.

After these 4 failures, I launched a new instance of EViews 14, opened a new program window, copy/pasted the above program into it, and attempted to process in Quiet mode. And I got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH DGS1" on line 82.

Then I attempted the program in Verbose mode, and got this error message:

Database Error: FRED library error: 'Internal Server Error' in "FETCH LNS13026511" on line 115.

In general, this "Database Error: FRED library error: 'Internal Server Error' in ..." seems to occur randomly, and doesn't appear to be associated to any one FRED ticker or any single line in the program. I don't know what's going on with it. This has been occurring for a couple weeks now. Prior to this program (which loops through a text file containing FRED tickers), I had a program similar to your test instance which called each periodicity (daily, weekly, monthly, etc.) in one big FETCH statement, like this:

dbopen(type=fred)

pageselect daily_data

fetch dgs1mo dgs3mo dgs6mo dgs1 dgs2 dgs3 dgs5 dgs7 dgs10 dgs20 dgs30 dtb4wk dcoilbrenteu dcoilwtico dff

pageselect weekly_data

fetch wgs1mo wgs3mo wgs6mo wgs1yr wgs2yr wgs3yr wgs5yr wgs7yr wgs10yr wgs20yr wgs30yr icsa icnsa cc4wsa ic4wsa ccnsa ccsa wtb4wk wcoilbrenteu wcoilwtico ff wei

so on and so forth, but it, too, is randomly failing with the same type of error message.

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

EViews Gareth — Wed, 08 Apr 2026 00:07:43 GMT

No issues here. We might need more details.

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

EViews Kai — Tue, 07 Apr 2026 22:46:06 GMT

Hi Alfred,

Here are the revised steps. Note that step 4 is different from my previous post. If you have to go through these steps multiple times, you may want to write a program (or programs) to automate as much of this process as you can. Please check the command capture window for guidance.

1. In the forecast dialog, enter a name for the new page containing your draws in the edit field under "Store each simulation in page (optional)".

2. Go to your workfile and switch over to the page containing your draws.

3. Open the forecast series of interest and go to View > Descriptive Stats & Tests > Stats by Classification....

4. Enter "dateid" in the edit field under "Series / Group for classify" and uncheck both checkboxes inside the "Group into bins if" group. Uncheck the checkboxes under "Table Display" in the "Output layout" group.

5. Make sure that the checkbox next to "Std. Dev." is checked. You may also want to check the box next to "Median" if you're using the posterior median as your point forecast so that you can see point estimates next to your standard deviations.

6. Click OK.

7. Select everything within the top and the bottom borders of the table body, including the header row.

8. Right-click inside the series object window and select "Save table to disk...".

9. Set "file name/path". Set "Range" to "Selection" inside the "Options" group. Set "Number format" to "Full precision" in the "Numbers" group. Click OK.

10. In your workfile, switch back to the original page.

11. Drag and drop the saved table file into your workfile. You can either immediately click on Finish or step through the dialog and make changes as you see fit, e.g., renaming the series being imported.

Best,

Kai

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

rod_jensen — Tue, 07 Apr 2026 22:20:14 GMT

Dear EViews:

I keep getting an error along these lines when executing an EViews program against the FRED database (using FETCH). The error always reads something like this (regardless of when/where in the series FETCH process it occurs):

Database Error: FRED library error: 'Internal Server Error' in "FETCH ..."

Here's an instance of an entire error message of this nature I got earlier this afternoon:

Database Error: FRED library error: 'Internal Server Error' in "FETCH IPMAN" in MONTHLY_ECONOMIC_DATA_04072026.PRG on line 46.

This error type (though not necessarily with the same FRED series) has been happening continuously, now, for some 5 to 6 days, maybe more.

Are you folks there at EViews seeing this, too, and do you possibly have an explanation and a solution for it?

Thanks very much,

Rod Jensen

P.S. I'm happy to provide you with an instance of a program in which the error occurs, if you might need it.

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

akoh — Tue, 07 Apr 2026 06:03:40 GMT

Hi Kai,

Thanks for your help! After i have carried out the steps and gotten the stats table for mean, median and std deviation, how do i save those 3 columns as new series please? i wish to do some calculations on those new series

Thanks again!

Alfred

quantile nonlinear ardl - bounds testing procedure and critical values

gberts — Mon, 06 Apr 2026 11:46:12 GMT

Hello Mirza,

Thank you for your reply and for your interest in our work.

Please let me know if you need any further information.

Best regards,

George

Eviews 14 crash when using pagesave with byrow option

EViews Gareth — Thu, 02 Apr 2026 15:40:16 GMT

Bug found and resolved, will make the next EV14 patch.

quantile nonlinear ardl - bounds testing procedure and critical values

EViews Mirza — Thu, 02 Apr 2026 15:20:23 GMT

Hi Georgios,

Thank you for your detailed note and for drawing attention to your recent contributions.

We appreciate the effort that has gone into this work, as well as the availability of the associated code. These are very useful. We will review the papers and code carefully as we consider a possible implementation in a future EViews release.

Kind regards,

Mirza

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

EViews Kai — Wed, 01 Apr 2026 22:31:36 GMT

Hi,

You can output posterior draws for the forecast into a new page and compute any posterior quantities of interest there.

In your case, to get posterior standard deviation on BVAR forecasts:

1. In the forecast dialog, enter a name for the new page containing your draws in the edit field under "Store each simulation in page (optional)".

2. Go to your workfile and switch over to the page containing your draws.

3. Open the forecast series of interest and go to View > Descriptive Stats & Tests > Stats by Classification....

4. Enter "dateid" in the edit field under "Series /Group for classify" and uncheck both checkboxes inside the "Group into bins if" group.

5. Make sure that the checkbox next to "Std. Dev." is checked. You may also want to check the box next to "Median" if you're using the posterior median as your point forecast so that you can see point estimates next to your standard deviations.

6. Click OK.

Hope this helps.

Best,

Kai

Eviews 14 crash when using pagesave with byrow option

EViews Gareth — Wed, 01 Apr 2026 15:33:38 GMT

As an aside, the test program I wrote also crashes EViews 12 (which isn't great either!).

Code:

[code]close @wf

wfcreate m 1990 2025

for !i=1 to 160000

series x!i=@nrnd

next

wfsave(type=excelxml) testfile.xlsx byrow=true[/code]

Eviews 14 crash when using pagesave with byrow option

EViews Gareth — Wed, 01 Apr 2026 15:20:36 GMT

Confirmed, we'll take a look

Eviews 14 crash when using pagesave with byrow option

scotty_mac — Wed, 01 Apr 2026 09:01:11 GMT

Hi team,

Similar to this issue.

I am having a bit of trouble with pagesave and wfsave. I've recently upgraded from Eviews 12 to Eviews 14. In Eviews 12 i used to be able use either command to export tens of thousands of series, but in Eviews 14 the limit is about 15,000. If i try to export any more than that, Eviews closes without error. Below is an example of the type of code:

pagesave(type=excelxml, mode=update) %file range="DATA!A3" byrow=true @keep *

FYI i've tried creating fresh Excel spreadsheets and the like but i still seem to come up against the same issue and even with different permutations of the code (removing mode=update for example). Any ideas how to remedy this? A lot of my colleagues are experiencing the same issue.

Thanks

Scott

Forecast standard errors are currently only available for non-Bayesian VARs, and are computed via simulation.

akoh — Wed, 01 Apr 2026 06:00:35 GMT

Hi community, does anyone have any idea how i can calculate forecast standard errors please for a bayesian var? thanks

quantile nonlinear ardl - bounds testing procedure and critical values

gberts — Mon, 30 Mar 2026 16:13:51 GMT

Dear EViews community,

Several interesting new features have been added to the 14th version of the software, and hopefully more will be added in future versions.

After watching a video about the quantile ARDL model (QARDL) on the official YouTube channel (see link here https://www.youtube.com/watch?v=VlSRrT0 ... ws&t=4m33s: 4m, 33s), one can realize that the asymptotic critical values of Pesaran, Shin and Smith (2001, PSS) are reported for the bounds testing procedure (BTP) of QARDLs. However, those asymptotic [sample of T = 1000] critical values by PSS are valid only a. for (N)ARDL models estimated with OLS, and b. when the estimation sample is large.

Bertsatos, Sakellaris and Tsionas (2022) show that new critical values are required for the BTP of quantile (nonlinear) ARDL -Q(N)ARDL- models and provide EViews codes that generate new critical values up to 13 regressors. As a result, using the PSS critical values for the BTP in quantile-based error-correction models is misleading. We provide EViews codes in the supplementary material of the paper, and such codes generate critical values for 11 cases [5 standard Cases I-V as in PSS, and 6 new Cases VI-XI with linear and quadratic trend] and for user-selected number of observations. We further provide codes for generating critical values for interdecile and interquartile BTP for 3 cases [Case III, V, XI] to explore whether there is evidence of time-varying estimates or quantile-dependent co-integration.

Indicatively, one suggestion for the EViews Team could be the following: instead of reporting the asymptotic critical values of PSS [T = 1000], you could run our code for T = 1000 and standard tau values [e.g. for the 9 deciles, or τ = 0.25 and τ = 0.75] and use these values in the EViews output of QARDL BTP.

Next, Bertsatos, Sakellaris and Tsionas (2023) propose a panel bounds testing procedure for dynamic fixed effects (DFE) models in large panel datasets, extending PSS (2001) and BST (2022), and provide an EViews code in the Appendix of the paper. This code generates sample-specific and lag-specific critical values for 11 Cases and up to 13 regressors. Specifically, the user can select the number of cross sections [N = 1 indicates time-series and can be seen as an extension of the previous BST codes] and time periods, the number of regressors and number of lags in the estimated (N)ARDL, the distribution of the error term, and the number of simulations [default and minimum number is 2000].

I hope that EViews users and developers will find our papers useful for future projects and papers, as well as for incorporating new features of the ARDL model family into EViews.

Kind regards,

Georgios Bertsatos

Research Fellow at the Centre of Planning and Economic Research (KEPE), Athens, Greece

References

Pesaran, M.H., Shin Y., & Smith, R.J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(1), 289-326. https://doi.org/10.1002/jae.616

Bertsatos, G., Sakellaris, P. & Tsionas, M.G. (2022a). Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure. Empirical Economics, 62, 605-634. https://doi.org/10.1007/s00181-021-02041-3

Bertsatos, G., Sakellaris, P. & Tsionas, M.G. (2022b). Correction to: Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure. Empirical Economics, 62, 635. https://doi.org/10.1007/s00181-021-02085-5

Bertsatos, G., Sakellaris, P., & Tsionas, M. (2023). A Panel Bounds Testing Procedure. Theoretical Economics Letters, 13(7). https://doi.org/10.4236/tel.2023.137102

EViews 14 spool: command for “Use Display Names in Tree” (not just output)?

EViews Gareth — Thu, 26 Mar 2026 18:19:05 GMT

Code:

[code]

myspool.options treedisplaynames

[/code]

EViews 14 spool: command for “Use Display Names in Tree” (not just output)?

ikarib — Thu, 26 Mar 2026 01:16:41 GMT

Hi everyone,

I’m working in EViews 14 and trying to fully control spool formatting programmatically, specifically the GUI option:

Use Display Names in Tree

I found that:

Code:

[code]spool_name.options displaynames[/code]

does not affect the spool tree. Instead, it only changes how names appear in the spool output/content, while the tree on the left still shows the default object names.

Example:

Code:

[code]spool myspool

myspool.append eq1.output

myspool.displayname untitled01 "Baseline VAR Results"

myspool.options displaynames[/code]

Result:

Output: shows Baseline VAR Results

Tree: still shows UNTITLED01

Question:

Is there a command-line way in EViews 14 to enable “Use Display Names in Tree” (i.e., change the tree labels, not just the output)?

Or is this setting only available through the GUI and not exposed to the EViews programming interface?

Any insights would be appreciated—this is important for building clean, automated spools for reporting.

Thanks!

How to estimate Panel nonlinear Ardl in EViews 14

EViews Mirza — Sun, 22 Mar 2026 15:43:03 GMT

EViews has a native PMG estimator. Panel QARDL and NARDL estimators are not natively available.

How to estimate Panel nonlinear Ardl in EViews 14

BruceIormom — Sun, 22 Mar 2026 05:35:58 GMT

Dear all,

I want to estimate the panel nonlinear ardl and the Panel Quantile Ardl in EViews 14. Any guidance on how to do this correctly will be appreciated. Thanks.

Levin, Lin, Chu t* test of Panel stationarity

adrangi — Tue, 17 Mar 2026 15:40:46 GMT

what does Automatic lag length selection based on SIC: 0 in Levin, lin, Chu (LLC) panel stationarity imply. There is no lag by SIC? I also don't see the lag length that was supposed to be chosen automatically. Any help would be greatly appreciated. Thanks. BA

comparing every series between two Eviews workfiles

EViews Gareth — Tue, 17 Mar 2026 01:07:39 GMT

Not built in, you’d have to loop through.

comparing every series between two Eviews workfiles

houji — Mon, 16 Mar 2026 21:43:52 GMT

Hi gareth,

Is there a quick way to generate charts of each series to compare?

create pdf with both portrait and landscape pages

EViews Gareth — Fri, 13 Mar 2026 03:41:35 GMT

I believe not

create pdf with both portrait and landscape pages

JeffvdN — Thu, 12 Mar 2026 21:18:05 GMT

In my programs, I often save spools to pdfs. Sometimes they are portrait and sometimes they are landscape. I can't find a way to have it so that some of the pages are portrait and some are landscape. Is there a trick that would allow me to do that?

Diebold-Yilmaz index

dakila — Mon, 02 Mar 2026 00:37:44 GMT

Matlab code of the DY index is available for public. Goodluck!

Anti-Aliasing As Default

amrsherif — Fri, 27 Feb 2026 19:05:18 GMT

Hi,

Since switching to EViews 14, I have noticed that anti-aliasing is always set to auto (or on) every time I make a chart using our tmeplates (and also without our template). We've used templates for a long time, so this is new to EViews 14.

It is set to off in my graphics defaults, and our templates all have .options antialias(off). Moreover, it is fine and works as expected when i run the chart in EViews 13.

Any ideas what could be causing this?

Diebold-Yilmaz index

shuhenchiang — Fri, 27 Feb 2026 04:29:13 GMT

Dear all:

I am required to offer program codes of this dyindex in Eviews.

Please give me any help and I am highly appreciated for your support.

Sincerely

Mark

Weird behavior relating to scope and local subroutines

EViews Gareth — Tue, 24 Feb 2026 15:17:18 GMT

Not yet :/

Weird behavior relating to scope and local subroutines

paues — Tue, 24 Feb 2026 07:36:28 GMT

Any progress?

Documentation confusion

paues — Tue, 24 Feb 2026 07:21:04 GMT

In the documentation for the wfopen command, it says

“names=("arg1","arg2",…)”, user specified column names, where arg1, arg2, … are names of the first series, the second series, etc. when names are provided, these override any names that would otherwise be formed from the column headers.

This format for a list is somewhat unusual in EViews, which in my experience tend to use simple space-separated lists:

like this: series1 series2 series3
not like this: "series1", "series2", "series3"

To change a list to the second format you need to do something like this:

Code:

[code]%my_list = "series1 series2 series3"

%my_list = @wreplace(%my_list, "*", """*"",", "all")[/code]

and then use that list like this:

Code:

[code]names=({%my_list})[/code]

I suspect that many users might find that unintuitive.

But lo and behold, this is not required. And wfopen accepts the standard list type just fine (or at least the import command does, but it according to the documentation uses the same syntax). So you don't have to write

Code:

[code]names=("series1", "series2", "series3")[/code]

but can simply write

Code:

[code]names=(series1, series2, series3)[/code]

or using a ready-made list

Code:

[code]names=({%my_list})[/code]

It would be good if the documentation made this clear.

Cannot install coincident add-in

EViews Gareth — Tue, 24 Feb 2026 01:28:03 GMT

Oh, that's a typo on our end.

Download manually:

https://eviews.com/Addins/addins.shtml

We'll get the auto install working in few days.

Cannot install coincident add-in

akoh — Tue, 24 Feb 2026 01:16:07 GMT

Hi all,

I refer to the coincident add-in. using eviews 13, the installation clashes with confcast. i.e., the add-in for coincident installs the conditional forecast add-in for var instead of the concident add-in. seeking advice please. thanks!

Alfred

ARDL bug in EViews 14 ?

Bob — Mon, 23 Feb 2026 17:54:49 GMT

ok ok ;)

ARDL bug in EViews 14 ?

EViews Gareth — Mon, 23 Feb 2026 16:03:25 GMT

Ah, yeah, should be an easy fix for us - next patch.

ARDL bug in EViews 14 ?

igor — Mon, 23 Feb 2026 15:02:15 GMT

Funny case: Estimation - Option - Coefficient name (return C instead of ardl). All will be fine

ARDL bug in EViews 14 ?

Bob — Mon, 23 Feb 2026 09:29:42 GMT

for exemple

summation in time series

houji — Sun, 22 Feb 2026 22:45:11 GMT

Hi

I'm building a time series which is a discounted average of future expectations. Is there a compact way to construct that besides nested for loops?

Houji

ARDL bug in EViews 14 ?

EViews Gareth — Sun, 22 Feb 2026 18:33:12 GMT

Could you provide the workfile?

ARDL bug in EViews 14 ?

Bob — Sun, 22 Feb 2026 17:13:10 GMT

Jan 5 2026 and now Feb 19 2026 with the same problem !

Eviews 14 crash when using pagesave with byrow option

EViews Steve — Fri, 20 Feb 2026 15:42:27 GMT

Patch has been released.

Seasonal components from prophet

EViews Gareth — Thu, 19 Feb 2026 22:42:26 GMT

Patch is out.

zoom to larger inner frame and fonts

EViews Gareth — Tue, 17 Feb 2026 23:09:06 GMT

Would that offer advantages over just increasing the font size?

zoom to larger inner frame and fonts

vogelh — Tue, 17 Feb 2026 22:40:17 GMT

As it's hard to see text of programs on some monitors suggest incorporating a zoom in and out feature on future eviews releases to make for easier reading.

Eviews 14 crash when using pagesave with byrow option

EViews Steve — Tue, 17 Feb 2026 17:14:48 GMT

Hi, thanks for the error report.

We were able to track down the bug. This will be fixed in the next 14 patch.

Eviews 14 crash when using pagesave with byrow option

EViews Gareth — Tue, 17 Feb 2026 15:59:23 GMT

Crash confirmed, we'll get it fixed.

Eviews 14 crash when using pagesave with byrow option

henriksiverbo — Mon, 16 Feb 2026 15:06:16 GMT

When using the pagesave command with the byrow option Eviews 14 crashes without warning, see example code below with different specifications - what works and not. Other specifications also causes crashes in other programs (eg. the use of attr) but could not be replicated in a "clean" program.

Code:

[code]'Open a new Excel file and add a sheet so that there are two sheets in the workbook (Sheet1 and Sheet2). Save and adjust %path. Save this code as prg-file and run.



WfCreate(wf = PageSavetest, Page = A) A 1980 2030



%path = "c:\Temp\skrivtest\test.xlsx"



Series xx = @Rnorm

Series yy = @Rnorm

series zz = @Rnorm



PageSave(t=excelxml,Mode=Update,noid) %path nonames Range="Sheet1!A1" byrow @keep xx yy  'works (>=2 vars)

'PageSave(t=excelxml,Mode=Update,noid) %path nonames Range="Sheet1!A1" byrow @keep xx  'NOT working (<2 vars)

'PageSave(t=excelxml,Mode=Update) %path nonames Range="Sheet1!A1" byrow @keep xx  'works (<2 vars, not using noid)

'PageSave(t=excelxml,Mode=Update,noid,legacy) %path nonames Sheet1="Blad1!A1" byrow @keep xx  'works (<2 vars, using legacy)



PageCreate(page = U) u 1



Alpha aa = "2026-02-05 13:37"

Alpha bb = "zzzz"

Alpha cc = "xxxx"



PageSave(t=excelxml,Mode=Update,noid) %path nonames Range="Sheet2!A1" byrow @keep aa bb  'works (>=2 vars)

'PageSave(t=excelxml,Mode=Update,noid) %path nonames Range="Sheet2!A1" byrow @keep aa  'NOT working (<2 vars)

'PageSave(t=excelxml,Mode=Update) %path Range="Sheet2!A1" byrow @keep aa  'NOT working (<2 vars, not using noid and/or nonames still causes crash)

'PageSave(t=excelxml,Mode=Update,noid) %path nonames Range="Sheet2!A1" @keep aa 'works (<2 vars, not using byrow)

'PageSave(t=excelxml,Mode=Update,noid,legacy) %path nonames Range="Sheet2!A1" byrow @keep aa  'works (<2 vars, using legacy)

'PageSave(t=excelxml,Mode=Update,noid) %path nonames Range="Sheet2!A1" byrow @keep aa aa  'NOT working (>=2 but same vars)

'PageSave(t=excelxml,Mode=Update,noid,legacy) %path nonames Range="Sheet2!A1" byrow @keep aa aa  'works (>=2 same vars, using legacy)[/code]

Best regards,

Henrik Siverbo

Using Eviews 14 Enterprise Edition - Aug 14 2025 build on Windows 11 Enterprise, 24H2, 26100.7623

weird situation maybe a bug

EViews Gareth — Fri, 13 Feb 2026 00:06:31 GMT

I'm afraid that's no where near enough information to be able to diagnose.

The obvious first step (having confirmed both copies of EViews are the same build date, which you say you've done) is to ensure you're using the same settings on both machines. You can copy your EViews settings file by clicking on Options->General Options->File Locations, then opening the Ini File Path location and copying the files there from one machine to another.

weird situation maybe a bug

vogelh — Thu, 12 Feb 2026 20:26:18 GMT

I don't know if it's a bug but it's weird.

Running eviews 12 on two dell desktops. 64-bit on both. Both are up to date versions.

Older office desktop runs the top part of my program correctly. Original home desktop died and replaced by another Dell 64-bit. Downloaded licensed version of eviews 12 with no problems.

But same program run on new home machine gave error message of different type of format for two matrix types called up and down.

program failed to execute correctly saying up and down were of different types.

.

Is there an explanation and how can this issue be fixed?

H. Vogel

Seasonal components from prophet

EViews Gareth — Wed, 11 Feb 2026 18:18:14 GMT

Added a simple fullsave=filename option to command line prophet that will create a csv file on disk with the full prophet output.

Code:

[code]

myseries.prophet(fullsave="c:/temp/prophetout.csv") myseries_f

[/code]

Will be in next patch.

Seasonal components from prophet

EViews Gareth — Wed, 11 Feb 2026 17:30:43 GMT

Not currently, but I'll see if we can add a command line only feature to save them to disk so you can import the whole shebang, in the next patch.

Seasonal components from prophet

ErikG — Wed, 11 Feb 2026 08:08:48 GMT

Hi,

Is it possible to obtain the seasonally adjusted series and/or seasonal components from the prophet forecasting procedure?

Thanks,

Erik

NIER Sweden

Impulse response with BVAR

EViews Kai — Tue, 10 Feb 2026 18:59:47 GMT

Hi Fabio,

Thank you for your patience.

We will have credibility intervals for BVAR (but not Bayesian MIDAS) in EViews 15.

We do not have a release date yet for EViews 15, but hopefully this year.

Best,

Kai

Impulse response with BVAR

fmramos — Tue, 10 Feb 2026 18:36:29 GMT

Hey, EV team,

Even in these days of EV14, we are unable to build CI bands using BVAR objects. Would this be fixed sometime soon? Ty.

F

ARDL bug in EViews 14 ?

EViews Gareth — Mon, 09 Feb 2026 01:49:23 GMT

Build date of EViews? (Help->About EViews)

ARDL bug in EViews 14 ?

Bob — Sun, 08 Feb 2026 23:09:06 GMT

Dear EViews team,

Using the ARDL procedure in EViews 14, the estimation runs normally and the cointegration equation is correctly estimated, but all ARDL coefficients are reported as zero (t = 0, p = 1) !

Best regards

for exemple :

Dependent Variable: RATE_10Y

Method: ARDL

Date: 02/09/26 Time: 00:04

Sample: 2003M04 2025M09

Included observations: 270

Lag selection: Automatic (deplags=12, reglags=0)

Selected model: ARDL(3,0,0) using AIC (12 models evaluated)

HAC standard errors & covariance (Bartlett kernel, Newey-West fixed

bandwidth = 5.0000)



Variable    Coefficient    Std. Error    t-Statistic    Prob.*



Distributed-lag Regressors



Dependent

RATE_10Y(-1)    0.000000    0.086579    0.000000    1.0000

RATE_10Y(-2)    0.000000    0.150383    0.000000    1.0000

RATE_10Y(-3)    0.000000    0.078682    0.000000    1.0000



Independent

INF    0.000000    0.003984    0.000000    1.0000

CONV_PM    0.000000    0.005289    0.000000    1.0000



Deterministic Regressors



C    0.000000    0.013360    0.000000    1.0000



R-squared    0.998085     Mean dependent var        2.990556

Adjusted R-squared    0.998049     S.D. dependent var        1.180612

S.E. of regression    0.052149     Akaike info criterion        -3.047465

Sum squared resid    0.717943     Schwarz criterion        -2.967500

Log likelihood    417.4078     Hannan-Quinn criter.        -3.015355

F-statistic    27521.89     Durbin-Watson stat        1.980610

Prob(F-statistic)    0.000000



*Note: p-values and any subsequent test results do not account for model

selection.

Deterministics: Rest. constant (Case 2)



Variable    Coefficient    Std. Error    t-Statistic    Prob.



INF    1.136709    0.957254    1.187468    0.2361

CONV_PM    0.494911    0.475037    1.041836    0.2984

C    0.438690    1.450053    0.302534    0.7625

Line pattern not applied in mixed-frequency graphs (displays solid line instead)

tvonbrasch — Fri, 06 Feb 2026 12:25:07 GMT

The issue is still present, but I have noticed some strange behavior. If I make the graph object smaller in EViews, the dashed lines appear correctly. However, if I make the graph wider, the dashed lines disappear. Please take a look.

10.jpg

11.jpg

Line pattern not applied in mixed-frequency graphs (displays solid line instead)

EViews Gareth — Thu, 05 Feb 2026 18:47:51 GMT

Try turning anti-aliasing off.

Code:

[code]_gr.options antialias(off)[/code]

Line pattern not applied in mixed-frequency graphs (displays solid line instead)

tvonbrasch — Thu, 05 Feb 2026 08:31:41 GMT

Hi,

Thanks for the reply. I still suspect this is a bug, so I have created a workfile to help you reproduce the issue.

The graph below was generated using the code provided, running in EViews 12:

feb5_eviews12.jpg

However, running the same code in EViews 14 produces this result:

feb5_eviews14.jpg

Could you please take a look?

Code:

[code]close @all

wfopen .\graphbug

pageselect q



%gr="_gr"

!width  = 5.5

!height = 3

%leftaxisrange = "58,130"

%rightaxisrange = "58,130"





smpl 2024 2028

graph {%gr}.line(x)     m\jks83_hh m\jks83_gg     



{%gr}.options frameaxes(lbrt) framewidth(0.5) gridwidth(0.5) gridcolor(ltgray)

{%gr}.axis(l) range({%leftaxisrange}) font(Open Sans,13,-b,-i,-u,-s)

{%gr}.axis(r) range({%rightaxisrange}) font(Open Sans,13,-b,-i,-u,-s) ticksnone 

{%gr}.setelem(2)  linepattern(dash6) axis(r) linewidth(2)

{%gr}.options linepat size({!width}, {!height})



show {%gr} 

[/code]

Line pattern not applied in mixed-frequency graphs (displays solid line instead)

EViews Gareth — Wed, 04 Feb 2026 16:12:55 GMT

I think it might be something specific to the way your graph was created, which makes it a little hard to debug. Here's an example of a simple program where the line pattern does work:

Code:

[code]

wfcreate(page=m) m 2015 2020

series y=nrnd

pagecreate(page=q) q 2015 2020

series x=nrnd

copy(link) m\y q\y

group g1 x y

freeze(gr1) g1.line

gr1.options linepat

gr1.setelem(1) linepattern(dash1)

gr1.setelem(2) linepattern(dash3)

show gr1

[/code]

Line pattern not applied in mixed-frequency graphs (displays solid line instead)

tvonbrasch — Wed, 04 Feb 2026 09:56:57 GMT

I’d like to report a possible bug related to line patterns in mixed-frequency graphs. When I plot a series in a mixed-frequency graph and set the line pattern to a “spaced/dashed” style (i.e., a line pattern with spaces), the rendered graph displays a solid line across the entire sample instead of the specified pattern.

This seems to occur specifically in a mixed-frequency graph; my suspicion is that the line-style setting is not being applied (or is being overridden) in the mixed-frequency rendering routine. I’ve attached (1) the EViews graph object/output and (2) the code used to generate the graph so you can reproduce the issue. Could you please investigate and fix this issue?

Version: EViews 14 jan5 2026

1.jpg

2.jpg

Program:

Code:

[code]

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' Dette programmet plotter boliginvesteringer og realboligpriser. Først spesifiserers

' navn på grafen, overskrift, underoverskrift og kildehenvisning. Språk og nummerering

' avhenger av hvorvidt figuren skal i KT eller ES eller på Powerpoint slides (i bredt format). 

' Fastprisåret defineres i masterfilen. Formatering av skriften skjer lenger ned i programmet.

'

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'Programargumentet velger norsk eller engelsk figurtekst, med eller uten figurnummerering

!count = !count +1    ' increase figure number

%nr = @str(!count)  ' make the number into a string 

if %spraak = "Norsk" then

    %gr = "boligmarkedet" 'displaynavnet i spoolobjektet

    %underoverskrift1 =  "Sesongjustert, indeks, " + %fastprisaar + " = 100"

    %kilde = "Kilde: Statistisk sentralbyrå"

    'Spesifiserer navnet (legend) for de inkluderte seriene.

    %serie1 = "Nominelle bruktboligpriser "

    %serie2 = "Reelle bruktboligpriser "

    %serie3 = "Boliginvesteringer"

    %serie4 = "Nominelle nyboligpriser"

    if %figur = "KT" then

        %hovedoverskrift = "Figur 2."+%nr+". Boligmarkedet"

    else '%figur = "Powerpoint", dermed intet figurnummer

        %hovedoverskrift = "Boligmarkedet"

        %underoverskrift1 =  "Sesongjustert. Indeks, " + %fastprisaar + " = 100" ' Høyre akse: mrd "+ %fastprisaar + "-kr, kvartal og måned"

    endif

else '%spraak = "Engelsk"

    %gr = "housing_market" 

    %underoverskrift1 =  "Seasonally adjusted, index, " + %fastprisaar + " = 100" 

    %kilde = "Source: Statistics Norway"

    %serie1 = "Nominal 2nd-hand housing prices"

    %serie2 = "Real 2nd-hand housing prices"

    %serie3 = "Housing investment"

    %serie4 = "Nom. new home prices"

    if %figur = "KT" then

        %hovedoverskrift = "Figure "+%nr+". Housing market"

    else '%figur = "Powerpoint", dermed intet figurnummer

        %hovedoverskrift = "Housing market"

    endif

endif    



if @isobject(%gr) = 1 then 

    delete {%gr}

endif 



'Kan fastsette range på aksene. Hvis ikke noe er spesifisert genereres det automatisk. 

%leftaxisrange = "58,130"

%rightaxisrange = "58,130"



' Kopierer serier og ager glatt prediksjonsserier ved hjelp av addin-programmet kvarts_sa

'wfselect {%data_workfile}      ' gjør til aktiv workfile

pageselect q

smpl @all

kvarts_sa(level) pbol pbol_gg ' nominell boligpris

'kvarts_sa(level) jks83 jks83_gg  ' boliginvesteringer

copy kvarts\pbol_sa_h_real pbol_real_sa

copy kvarts\pbol_sa_h_real  kvarts\pbol_real ' for linje 80 i addin programmet kvarts_sa

kvarts_sa(level) pbol_real pbol_real_gg  ' realboligpris 



' Beregning av boliginvesteringer som indeks

ps m

smpl @all

kvarts_sa jks83

genr jks83_h = jks83_sa*3/1000000

smpl {%fastprisaar}m1 {%fastprisaar}m12

!aarsgjennomsnitt = @mean(jks83_h)

smpl !startyear 2016q1

genr jks83_h = q\jks83_sa

smpl @all

genr jks83_hh = 100*jks83_h/!aarsgjennomsnitt 

%sisteobs = jks83.@last  ' siste måned med observasjon/verdi

smpl {%sisteobs} !endyear ' @now-3 !endyear

genr jks83_gg = jks83_sa_kt*3/1000000

jks83_gg = 100*jks83_gg/!aarsgjennomsnitt 

ps q

smpl {%fastprisaar}q1 {%fastprisaar}q4

!aarsgjennomsnitt  = @mean(pbol_sa)

!aarsgjennomsnitt_ny  = @mean(pbol_ny)



'Lager grafen

wfselect {%data_workfile}      ' gjør til aktiv workfile

pageselect kvarts

smpl !startyear !endyear

graph {%gr}.line(x) q\pbol_sa*100/!aarsgjennomsnitt  q\pbol_gg*100/!aarsgjennomsnitt    m\jks83_hh m\jks83_gg      q\pbol_real_sa*100 q\pbol_real_gg*100    q\pbol_ny*100/!aarsgjennomsnitt_ny 



'Setter størrelsen på grafen

{%gr}.options linepat size({!width}, {!height})



'Formaterer akser og støttelinjer

{%gr}.options frameaxes(lbrt) framewidth(0.5) gridwidth(0.5) gridcolor(ltgray) ' gridl(7) gridr(7)



'Formaterer aksene

{%gr}.axis(l) range({%leftaxisrange}) font(Open Sans,13,-b,-i,-u,-s)

{%gr}.axis(r) range({%rightaxisrange}) font(Open Sans,13,-b,-i,-u,-s) ticksnone 

{%gr}.axis(b) units(n) font(Open Sans,13,-b,-i,-u,-s)

{%gr}.options -gridr gridcust(year, 1)

{%gr}.datelabel interval(year, 2, {!endyear}) span(between) '



'Formaterer seriene. Note: hvis det lages en graf med to akser ( line(x) ) så vil første serie måles på venstre akse og alle andre på høyre akse hvis ikke annet spesifiseres. 

{%gr}.setelem(1) linecolor(@rgb({%gronn3})) legend(%serie1) axis(l) linewidth(!linewidth)

{%gr}.setelem(2) linecolor(@rgb({%gronn3})) linepattern({%dashline}) legend() axis(l) linewidth(!linewidth)



{%gr}.setelem(3) linecolor(@rgb({%gul3}))  linepattern(solid) legend(%serie3) axis(r) linewidth(!linewidth)

{%gr}.setelem(4) linecolor(@rgb({%gul3})) linepattern({%dashline}) legend() axis(r) linewidth(!linewidth)



{%gr}.setelem(5) linecolor(@rgb({%lilla5}))  linepattern(solid) legend(%serie2) axis(l) linewidth(!linewidth)

{%gr}.setelem(6) linecolor(@rgb({%lilla5})) linepattern({%dashline}) legend() axis(l) linewidth(!linewidth)



{%gr}.setelem(7) linecolor(@rgb({%oransj4}))  linepattern(solid) legend(%serie4) axis(r) linewidth(!linewidth)



'legger til overskrift, underoverskrifter, kilde og legend

if %figur = "KT" then

    {%gr}.addtext(-0.4, -0.7, textcolor(@rgb(0,0,0)), fillcolor(@rgb(255,255,255)), framecolor(@rgb(0,0,0)), just(l) , font(Open Sans Semibold,16,b,-i,-u,-s))  %hovedoverskrift

    {%gr}.addtext(-0.4, -0.4, textcolor(@rgb(0,0,0)), fillcolor(@rgb(255,255,255)), framecolor(@rgb(0,0,0)), just(l) , font(Open Sans,14,-b,-i,-u,-s)) %underoverskrift1

    {%gr}.addtext(-0.4, 4.1, extcolor(@rgb(0,0,0)), fillcolor(@rgb(255,255,255)), framecolor(@rgb(0,0,0)), just(l) , font(Open Sans,12,-b,-i,-u,-s))  %kilde

    {%gr}.legend columns(2) -inbox position(0, 3.4) font(Open Sans,14,-b,-i,-u,-s)

else   '%figur = "Powerpoint

    {%gr}.addtext(-0.4, -0.9, textcolor(@rgb(0,0,0)), fillcolor(@rgb(255,255,255)), framecolor(@rgb(0,0,0)), just(l) , font(Open Sans Semibold,20,b,-i,-u,-s))  %hovedoverskrift

    {%gr}.addtext(-0.4, -0.5, textcolor(@rgb(0,0,0)), fillcolor(@rgb(255,255,255)), framecolor(@rgb(0,0,0)), just(l) , font(Open Sans,14,-b,-i,-u,-s)) %underoverskrift1

    {%gr}.addtext(-0.4, 4.9, textcolor(@rgb(0,0,0)), fillcolor(@rgb(255,255,255)), framecolor(@rgb(0,0,0)), just(l) , font(Open Sans,12,-b,-i,-u,-s))  %kilde

    {%gr}.legend columns(3) -inbox position(0, 4.4) font(Open Sans,14,-b,-i,-u,-s)

endif

    

' Legger objektet til i spoolen

copy {%gr} kvarts\{%gr}

pageselect kvarts

graphs.append(name={%gr}) {%gr}



' Spar figuren med spesielt navn i spesiell mappe for default aksess fro layoutdamene

%sti_og_filnavn = %SharePoint_sti_pdf  + %nr

{%gr}.save(t=pdf, c, box, port, w=5.5, h = 3, u=in, d=300, trans) {%sti_og_filnavn}

%sti_og_filnavn = %SharePoint_sti_png + %nr

{%gr}.save(t=png, d=800) {%sti_og_filnavn} ' får ikke med stiplinger i EViews 14



' Hvis figur er til Powerpoint slides lagres den på disk

if %figur = "Powerpoint" then

    %mappe = @runpath

    {%gr}.save(t=jpg,d=800) {%mappe}\Figurer_til_Powerpoint_slides\{%gr}

endif



[/code]

Passing a subroutine to another

EViews Gareth — Mon, 02 Feb 2026 16:24:38 GMT

I believe because all subroutine loading is done as a pre-processing step before any other part of the program, this is not possible.

Passing a subroutine to another

paues — Sun, 01 Feb 2026 07:13:48 GMT

Is it possible to pass a subroutine as an argument to another subroutine? That is, something like

Code:

[code]call subA("subB")



subroutine subA(string %f)

    call {%f}

endsub



subroutine subB

    @uiprompt("success!")

endsub[/code]

Code:

[code]call subA(subB)



subroutine subA(subroutine f)

    call f

endsub



subroutine subB

    @uiprompt("success!")

endsub[/code]

Cross-Sectional Autoregressive Distributed Lag (CS-ARDL)

MT_MANC — Sat, 10 Jan 2026 20:18:05 GMT

Hi

CS-ARDL - Any chance this refinement of PMG-ARDL estimation may be added to Eviews in near future (can't see any Eviews Add-ins enabling this either ?). I understand Stata does have this functionality, which suggests it might seen quite soon in Eviews ? Any plausible .PRG you have seen that can mimic this variation of PMG-ARDL ?

Grateful for any info/timelines

Eviews launch options

EViews Steve — Fri, 09 Jan 2026 21:10:20 GMT

EViews is still a Windows program, even if you run it with the /programonly option. This means there isn't a stdout that can be redirected.

Instead, I would recommend you use our LOGMODE command at the beginning of your program and specify the filename=file.txt & autosave=on options so you can see output in the specified file. LOGMODE can optionally display program lines, status line messages, any errors that occur, and explicit calls to LOGMSG.

Eviews launch options

madm — Fri, 09 Jan 2026 19:37:31 GMT

I realize this is an old post, but I have a related question. When using the /programonly option, is there a way to put log output onto stdout or, if not, is there some other output command to do so?

Oaxaca-Blinder estimation

EViews Gareth — Fri, 09 Jan 2026 18:45:59 GMT

You'd have to write it yourself.

Oaxaca-Blinder estimation

oksanakim — Fri, 09 Jan 2026 02:19:22 GMT

Thank you for this note, Gareth. Would you have advice as to where / how to get the script for this type of analysis? I do not see anything close in any sources. They says Stata has a code but I don't work in it.

Oaxaca-Blinder estimation

EViews Gareth — Thu, 08 Jan 2026 19:33:58 GMT

There's nothing built in, but I believe the decomposition is just the difference between variables and linear regression coefficients, which should be pretty easy to compute manually or via a quick script.

Oaxaca-Blinder estimation

oksanakim — Thu, 08 Jan 2026 18:32:46 GMT

Good day everyone! I am in need to implement the Oaxaca-Blinder estimation in Eviews, to address the effect of impact of difference in unobservable characteristics. Is there a syntax/estimation technique for this in Eviews? Thank you in advance for any suggestions!

Model object: Scenario gap decomposition

tvonbrasch — Sat, 27 Dec 2025 09:02:03 GMT

Note that by defining the comparison scenario as t-1, the decomposition can be used to analyse the contributions to the change in the variable over time, e.g.:

Code:

[code]smpl @first+4 @last

for %v y z x

    genr {%v}_lag={%v}_act(-4)

next



smpl 2015 2020

exec .\decompose_single_spec(model=m, spool=s, variable=y)  _lag _act

show s[/code]

which yields the table:

Skjermbilde 2025-12-27 100126.jpg

Model object: Scenario gap decomposition

tvonbrasch — Sat, 27 Dec 2025 08:47:09 GMT

The following example demonstrates this decomposition method. The attached program initializes a quarterly workfile and simulates a Data Generating Process (DGP) in which regressors x and z follow stochastic trends and drive y via a linear relationship with Gaussian noise. The script generates these series over three iterations, producing distinct sets for actual data and two scenarios, before isolating the 'actual' set for estimation. Subsequently, the code fits an OLS regression to recover the underlying parameters, incorporates the resulting equation into a model object, and creates an empty spool object for output.

Finally, it invokes the decomposition routine (decompose_single_spec.prg), which attributes the change in y to the specific contributions of x, z, and the residual term. This routine derives the decomposition by running multiple simulations on an auxiliary model object, yielding the table below.

Although decompose_single_spec.prg allows for general application by accepting a model object and scenarios, a built-in implementation would be more efficient. It should also be noted that the current routine is limited to single-equation decomposition. A truly general routine would extend this logic to the full model, decomposing endogenous variables into the contributions of exogenous drivers.

Skjermbilde 2025-12-27 093108.jpg

----------------

Code:

[code]close @all

rndseed 1234

wfcreate q 2000 2020



'construct variables (and scenarios)

for %s _s1 _s2 _act

    genr x{%s}=5+0.5*nrnd+0.08*@trend

    genr z{%s}=10+0.3*nrnd+0.06*@trend

    genr y{%s}=7+0.6*x{%s}-0.4*z{%s}+0.6*nrnd

next

rename *_act * 'generate actuals, remove suffix



'estimate equation

equation my.ls y c z x



'make model-object

model m

m.merge my



'make spool object

spool s



'decompose changes between the two scenarios (and append result to spool object)

smpl 2015 2020

exec .\decompose_single_spec(model=m, spool=s, variable=y) _s1 _s2

show s

[/code]