EViews

copy(c=litmana) A\series01 without rho and @indicator?

EViews Gareth — Thu, 06 Aug 2026 23:27:31 GMT

EViews will use an ML estimator to estimate rho, if it isn't supplied.

An indicator series of a constant value of 1 is used if none is supplied.

https://eviews.com/help/helpintro.html# ... 23ww268576

copy(c=litmana) A\series01 without rho and @indicator?

paues — Thu, 06 Aug 2026 20:16:06 GMT

In the Command Reference under copy and Frequency Conversion Options, we learnt that we can write something like

Code:

[code]copy(c=litmana, rho=0.7) A\series01 @indicator Q\indseries[/code]

to copy a series using Litterman conversions. The documentation specifies that we must specify an indicator series but doesn't say what value is used for rho if one doesn't specify it oneself. But EViews doesn't throw an error if we simply write

Code:

[code]copy(c=litmana) A\series01[/code]

That is, without either an indicator series or a value for rho. But what happens in this latter case? I'm confused...

Unexpected result with function @datediff

mamo — Wed, 05 Aug 2026 11:35:06 GMT

Many thanks, very clear!

So in line with your reply, the following works as expected, i.e. lag1 = lag2

Code:

[code]

wfcreate dd 2000 2020

' create annual lag

series lag1=@datediff(@date, @dateadd(@date,1,"A"), "dd")

' crate lagged date series, lagged by one year

series dat=@date

' series date_lagged=@date(lag1)

series dat_lagged=dat(lag1)

' create 2nd lag, as day-difference between @date and lagged date series

' series lag2=@datediff(date_lagged, @date, "dd") 

series lag2=@datediff(dat_lagged, dat, "dd") 

' set sample to exclude NAs

smpl 2001 @last ' if @month=1 and @day=1

' define group with the two lag-series

group gr lag1 lag2

'  show the group and the difference between the two lage series

gr.sheet(c)

[/code]

Unexpected result with function @datediff

EViews Matt — Tue, 04 Aug 2026 20:35:58 GMT

Hello,

The confusion actually originates from the expression @date(lag1), not the @datediff function. "Dynamic" per-observation lags are only available for series (and perhaps some special cases I don't recall at the moment). Instead of raising an error, EViews is just using the first value of the lag1 series, -366, for all observations, so the expression is equivalent to @date(-366). No surprise then that series lag2 is full of -366.

Unexpected result with function @datediff

mamo — Tue, 04 Aug 2026 09:53:29 GMT

Dear Eviews team,

I am using Eviews 14, Jun 16 2026 build.

I obtain an unexpected result with the function @datediff, see attached code.

I would have expected the series lag1 and lag 2 to show identical values all over. In fact, that is the case only in leap years

Can you explain why the series lag1 and lag 2 do not have identical values in all years except in leap years?

Best, mamo

Code:

[code]

wfcreate dd 2000 2020

' create annual lag

series lag1=@datediff(@date, @dateadd(@date,1,"A"), "dd")

' crate lagged date series, lagged by one year

series date_lagged=@date(lag1)

' create 2nd lag, as day-difference between @date and lagged date series

series lag2=@datediff(date_lagged, @date, "dd") 

' set sample to exclude NAs

smpl 2001 @last ' if @month=1 and @day=1

' define group with the two lag-series

group gr lag1 lag2

'  show the group and the difference between the two lage series

gr.sheet(c)

[/code]

Heteroskedasticity Test White

redversjones — Mon, 03 Aug 2026 13:36:04 GMT

Is there a way to directly save the result of a white test, such as the p-value of the F-test reported in the tables? this sort of stuff is always helpful for model governance and the like.

I'm aware that one could freeze the table and extract a particular cell but assuming there's a more robust and direct way of doing it based on how that cell is populated in the first place.

What to do with the .prg_Snapshots folders and .evsettings files?

uyanikcaner — Thu, 30 Jul 2026 08:31:17 GMT

While there isn't an EViews command to automatically open a snapshot, you can do it programmatically.

First, EViews snapshots are usually saved in the same folder as the base workfile/program. The folder is hidden and the folder name just starts with the name of the base file followed by "_Snapshots". For example, if you have a workfile named "simple.wf1", the snapshot folder name would be "simple.wf1_Snapshots".

Next, the snapshots in that folder are just copies of the original workfile/program. The only difference is that each snapshot is prefixed with "snapshot_" (instead of the original base name) followed by the current date and time (local). There's also a matching JSON text file for each snapshot that contains some metadata. For our "simple.wf1" example, you might see:

snapshot_20260725_180156.json

snapshot_20260725_180156.wf1

Because snapshot_20260725_180156.wf1 file is just a regular workfile, you can open this using our WFOPEN command. You just have to figure out the path.

Here's an example EViews Program that does this for a given folder and workfile name:

Code:
[code]'================================================================== ' Find the most recent .wf1 file in "_Snapshots" '================================================================== '--- 1. Inputs: set these as needed ------------------------------- %basepath = "C:\files\" ' folder that CONTAINS the snapshots folder %staticname = "simple.wf1" ' your static file name (no extension needed) '--- 2. Build the snapshots subdirectory path --------------------- %subdir = %staticname + "_Snapshots" %snapdir = %basepath + %subdir '--- 3. Make sure the folder actually exists ----------------------- if @folderexist(%snapdir) = 0 then statusline Folder not found: {%snapdir} stop endif '--- 4. Get the list of ALL files in that folder -------------------- %filelist = @wdir(%snapdir, "f") !nfiles = @wcount(%filelist) if !nfiles = 0 then statusline No files found in {%snapdir} stop endif '--- 5. Walk the list, keeping only .wf1 files, track the "largest" name %latest = "" !found = 0 for !i = 1 to !nfiles %candidate = @word(%filelist, !i) %ext = @lower(@right(%candidate, 4)) ' last 4 chars, e.g. ".wf1" if %ext = ".wf1" then !found = 1 if %latest = "" then %latest = %candidate else if %candidate > %latest then %latest = %candidate endif endif endif next if !found = 0 then statusline No .wf1 files found in {%snapdir} stop endif '--- 6. Report / use the result ------------------------------------- %latestpath = %snapdir + "\" + %latest 'statusline Most recent .wf1 snapshot: {%latest} 'statusline Full path: {%latestpath} ' Example of using it: wfopen {%latestpath} [/code]

Steve

Thank you Steve. It worked!

Fan chart in Stochastinc simulation

EViews Matt — Tue, 28 Jul 2026 17:49:13 GMT

Hello,

What steps are you following to create the fan charts?

Fan chart in Stochastinc simulation

paolo.zanghieri — Tue, 28 Jul 2026 08:39:51 GMT

Good morning

I am performing stochastic simulation with a small model. I noticed that if I do not add coefficient uncertainty I do not get the fan charts. Any clue? I am using Version 14 enterprise edition Mar 4 build

thanks a lot

What to do with the .prg_Snapshots folders and .evsettings files?

EViews Steve — Sun, 26 Jul 2026 01:33:34 GMT

While there isn't an EViews command to automatically open a snapshot, you can do it programmatically.

First, EViews snapshots are usually saved in the same folder as the base workfile/program. The folder is hidden and the folder name just starts with the name of the base file followed by "_Snapshots". For example, if you have a workfile named "simple.wf1", the snapshot folder name would be "simple.wf1_Snapshots".

Next, the snapshots in that folder are just copies of the original workfile/program. The only difference is that each snapshot is prefixed with "snapshot_" (instead of the original base name) followed by the current date and time (local). There's also a matching JSON text file for each snapshot that contains some metadata. For our "simple.wf1" example, you might see:

snapshot_20260725_180156.json

snapshot_20260725_180156.wf1

Because snapshot_20260725_180156.wf1 file is just a regular workfile, you can open this using our WFOPEN command. You just have to figure out the path.

Here's an example EViews Program that does this for a given folder and workfile name:

Code:

[code]'==================================================================

' Find the most recent .wf1 file in "_Snapshots"

'==================================================================



'--- 1. Inputs: set these as needed -------------------------------

%basepath    = "C:\files\"          ' folder that CONTAINS the snapshots folder

%staticname  = "simple.wf1"         ' your static file name (no extension needed)



'--- 2. Build the snapshots subdirectory path ---------------------

%subdir      = %staticname + "_Snapshots"

%snapdir     = %basepath + %subdir



'--- 3. Make sure the folder actually exists -----------------------

if @folderexist(%snapdir) = 0 then

    statusline Folder not found: {%snapdir}

    stop

endif



'--- 4. Get the list of ALL files in that folder --------------------

%filelist = @wdir(%snapdir, "f")

!nfiles   = @wcount(%filelist)



if !nfiles = 0 then

    statusline No files found in {%snapdir}

    stop

endif



'--- 5. Walk the list, keeping only .wf1 files, track the "largest" name

%latest  = ""

!found   = 0



for !i = 1 to !nfiles

    %candidate = @word(%filelist, !i)

    %ext       = @lower(@right(%candidate, 4))   ' last 4 chars, e.g. ".wf1"



    if %ext = ".wf1" then

        !found = 1

        if %latest = "" then

            %latest = %candidate

        else

            if %candidate > %latest then

                %latest = %candidate

            endif

        endif

    endif

next



if !found = 0 then

    statusline No .wf1 files found in {%snapdir}

    stop

endif



'--- 6. Report / use the result -------------------------------------

%latestpath = %snapdir + "\" + %latest



'statusline Most recent .wf1 snapshot: {%latest}

'statusline Full path: {%latestpath}



' Example of using it:

wfopen {%latestpath}



[/code]

Steve

Failed to initialize EViewsRConn.VariantRConn — COM Error 0x800706be at XOPEN(TYPE=R)

EViews Steve — Fri, 24 Jul 2026 16:55:21 GMT

Some things to check:

If you're not using R 64-bit, switch to that. EViews 13 is a 64-bit only application and while talking to 32-bit R is possible, there are extra COM layers to make that happen which can cause complications.

Next, use a minimal R installation with just the packages you need. This problem might be caused by a package that's already installed on your current R installation. Since Gareth couldn't reproduce the issue, perhaps a new R installation will help.

Next, look at your Windows Task Manager to verify that you don't have orphaned instances of EViewsRConn.exe running in the background. If you see these instances while EViews is shutdown, make sure you kill them before restarting EViews and trying again.

Finally, check your Windows R Path environment variables. Ensure your system environment variables (PATH and R_HOME) point to the correct, active R installation directory. If missing or pointing to different folders, add/update them and then restart EViews.

Model targetting (via model.control) always delivers 0.01

EViews Matt — Thu, 23 Jul 2026 17:28:44 GMT

Hello,

The value 0.01 is one of the possible fixed starting values used during the control procedure, so it sounds like the procedures is silently failing without any feedback as to why. You appear to be using the control procedure to adjust just a single series, which means you can use the older (pre-EViews 12) version of the control procedure as an alternative. Try adding the "legacy" option to the control procedure, e.g. model.control(legacy), and please share if EViews generates meaningful results.

Failed to initialize EViewsRConn.VariantRConn — COM Error 0x800706be at XOPEN(TYPE=R)

EViews Gareth — Thu, 23 Jul 2026 15:36:28 GMT

Might want to update to the latest version.

Failed to initialize EViewsRConn.VariantRConn — COM Error 0x800706be at XOPEN(TYPE=R)

benactonbond — Thu, 23 Jul 2026 09:36:41 GMT

Thank you Gareth,

Enterprise Edition - Oct 11 2023 build

Model targetting (via model.control) always delivers 0.01

redversjones — Wed, 22 Jul 2026 09:53:00 GMT

Hi, I have built a large macro model (around 60 regressions, 200 variables).

Until now, users shock the outputs via uploading add-factor series in a control Excel file. I'm trying to introduce variable targetting as an alternative. I've been successful on a small dummy model (GDP as a function of exogenous potential + output gap AR(1) and unemployment as a function of exogenous NAIRU and Okun's law regression). But when trying to apply something similar via model.control to my main model the result is always precisely 0.01 for whichever variable I try and whatever time period/s and regardless of the target.

I have temporarily set all user-contorlled shocks =0 and there is no user control shock at all for the variable that I'm trying to target, just a blank Y_a series.

I can't share the entire code on here (both commercially sensative and ~1000 lines) but am happy to seperately email an administrator with the code and associated files if helpful. Nonetheless, the most relevent part of the code is here:

smpl @all

series y_og_a 'create blank shocks series

'Shocks

for %K [.............long list of regressions including y_og........]

Model.append @ADD(V) {%K} {%K}_a

next

'Section 6: Solving the model ----------------------------------------

Model.exclude(actexist=t)

model.solveopt(t=g)

smpl 2020 2040

model.solve 'originally this was the main solve with the user-defined shocks, currently all user-shocks set to zero to avoid clashes

smpl 2026q2 2028q4

model.control y_og_a Y Y_target 'use output gap shock to set Y=Y_target for relevant period

smpl 2020 2040

model.solve 'solve again using the above shocks.

smpl @all

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

N.B. also tried variations of doing model.control before the solve and only solving once. Idea of the two-stage solve was to try and solve first using user-shocks and then target, but for now I've abandoned that idea. I need actexist=t as the model won't solve with a jagged edge problem.

Regardless of what I set the target to, or if I try targetting a different equation, (say unemployment via an Okun's law eq) it always delivers exactly 0.01 for the targetting periods. This occurs whether I use code or do it via model > prod manually.

thanks for any help and happy to share full code offline.

Failed to initialize EViewsRConn.VariantRConn — COM Error 0x800706be at XOPEN(TYPE=R)

EViews Gareth — Tue, 21 Jul 2026 16:14:43 GMT

I've been trying to replicate this, but can't. I ran you reproducer many times over a couple of hours, and no issues.

Which version/build date of EViews are you using? (Help->About EViews)

Failed to initialize EViewsRConn.VariantRConn — COM Error 0x800706be at XOPEN(TYPE=R)

benactonbond — Tue, 21 Jul 2026 13:22:55 GMT

Hi all,

We're hitting an intermittent error when driving R from EViews via xopen/xon/Xclose inside a program subroutine. The error is raised on a comment line, which is what makes it strange — R shouldn't be able to error on a comment in a healthy session.

Error message:

Error: attempt access index 0/0 in VECTOR_ELT in "# PRINT(R.VERSION.STRING)"

in SUB_SS_UTILITY.PRG on line 354.

Minimal reproducer:

comtimeout(0)

xopen(type=r, case=upper)

xon

library(base)

library(data.table)

library(zoo)

print(R.version.string)

print(.libPaths())

xoff

Xclose

The identical code sometimes passes and sometimes fails within minutes of each other — the only thing varying is the R session state.

The first R call in a fresh EViews session tends to succeed; a second call in the same session fails with the same VECTOR_ELT error, suggesting Xclose isn't fully tearing down the R session and subsequent calls inherit dirty state.

Cold-restarting EViews and killing any leftover RConn*.exe / Rterm.exe / Rscript.exe / Rgui.exe processes clears it.

Forcing a clean environment at the top of the xon…xoff block (rm(list = ls(envir = .GlobalEnv), envir = .GlobalEnv) then gc()) before any library() call appears to prevent it.

The VECTOR_ELT text looks like a C-level error, i.e. R's internal structures becoming inconsistent across repeated xopen/Xclose cycles.

Is this a known issue with the R connection not being fully reset between xopen/Xclose cycles in the same EViews session?

Is there a recommended way to guarantee a clean R session per xopen, short of restarting EViews?

Our setup is working with EViews 13 and R version 4.6.1

Thanks, Ben

What to do with the .prg_Snapshots folders and .evsettings files?

uyanikcaner — Fri, 17 Jul 2026 12:09:50 GMT

Is there any way to open the last saved snapshot of a workfile using an Eviews code? Do we have to click view->snapshots->open or ->revert to every time? Do you have any future plans for this?

EViews 14: Mixed graph option bug?

EViews Gareth — Wed, 08 Jul 2026 18:18:16 GMT

Just tried it - no crash. What's the workfile spec?

EViews 14: Mixed graph option bug?

vm1066 — Wed, 08 Jul 2026 16:19:04 GMT

Hi,

I am trying to create a fan chart by using the mixed graph option, setting the mean series to be a line and the quantiles to be bands. An example code:

Code:

[code]series a = @trend

series b = @trend-1

series x = @trend+1

series f = @trend-.5

series e = @trend+.5



group g a b x f e



g.mixed(panel=combine) line(1) band(2,3) band(4,5) [/code]

Any reason why running this code causes the application to crash? Have I specified it incorrectly or is this a bug?

FYI - currently using June 16, 26 build

Thanks in advance for the help!

EViews 14: stochastic simulations with linked vs unlinked equations

EViews Matt — Tue, 07 Jul 2026 16:43:13 GMT

Hello,

Your understanding appears to be correct. You can use the 'rndseed' command to set the internal state of EViews' random number generators and create reproducible simulations. As an aside, be aware that the order in which equations are specified in the model may still interact with the fixed random number sequence to produce different results, so you cannot freely permute the list of equations and expect identical results. Reproducibility is contingent on an identical specification (that criterion is actually overly strict, but it's simple to state).

EViews 14: stochastic simulations with linked vs unlinked equations

vm1066 — Tue, 07 Jul 2026 13:37:50 GMT

Hi Matt,

Thanks for the quick response—it has been very helpful.

I'm interested in using bootstrapped innovations because my model contains a mix of linear and nonlinear equations. Based on your explanation, I do not need to load the equations as linked objects to perform stochastic simulations i.e. I should be able to work directly with the text-based equations without specifying standard deviations.

I wanted to confirm my understanding that, if I rerun the stochastic simulation, the only reason the results would differ is that EViews draws a different set of bootstrapped innovations each time the program is executed. For the sake of reproducibility, is there a way to set a random seed (or an equivalent option) so that the simulation produces identical results each time I run the program?

Thanks again for your help.

EViews 14: stochastic simulations with linked vs unlinked equations

EViews Matt — Mon, 06 Jul 2026 21:45:05 GMT

Hello,

Plenty to answer here...

1. If I use linked equation objects in the model, they are automatically loaded in as stochastic objects with specific standard deviation

2. If I use the equation representation which provides substituted coefficients and load in into the model as text, it loads in the equation as stochastic by default but standard deviation is initially set to NA. I can then use model.innov to specify standard deviations for each equation.

If I ensure standard deviations are set to same value across both the above versions of the model, will I get the same results while performing stochastic simulations?

Yes, but only when using the default "Normal random numbers" innovation generation method. When using bootstrapped innovations, the equation innovation variances are ignored.

I wanted to see if it is possible to select the equations from which innovations are drawn. For instance, I would like to see simulation results for the entire system by incorporating uncertainty only in one equation. Can I use model.innov in this respect (perhaps by setting a stochastic eqn to be an identity instead)?

Yes. You can control which equations include uncertainty by flagging them as identities or not.

1. I get a message saying 'x residuals per equation calculated for bootstrap'. Is there a way to see/graph these residuals? On what basis is the number of residuals calculated?

EViews doesn't provide any direct access to the pool of bootstrapped innovations. However, the pool will just be the equations' residuals taken from a specific sample. That bootstrap sample is either:

The explicit bootstrap sample provided as part of the solve specification (on the "Stoch. Options" dialog page or via the 's' option to the 'stochastic' procedure), or...

All observations preceding the solution sample (which may default to the workfile sample) so long as there are at least 10 such observations, otherwise...

All observations.

2. Once simulation is complete, is it possible to extract values for a specific endogenous variable for all its 1000 simulations?

You can specify that the solve operation should record data for all stochastic variables' repetitions to a separate workfile page. From there you can examine any variable of interest.

EViews 14: stochastic simulations with linked vs unlinked equations

vm1066 — Fri, 03 Jul 2026 10:54:59 GMT

Hi,

I had questions regarding stochastic simulations with bootstrapped innovations in EViews 14.

Firstly, on the model set-up:

I am thinking of experimenting with two versions of loading equations into the model.

1. If I use linked equation objects in the model, they are automatically loaded in as stochastic objects with specific standard deviation

2. If I use the equation representation which provides substituted coefficients and load in into the model as text, it loads in the equation as stochastic by default but standard deviation is initially set to NA. I can then use model.innov to specify standard deviations for each equation.

If I ensure standard deviations are set to same value across both the above versions of the model, will I get the same results while performing stochastic simulations?

Secondly, on the stochastic simulation options:

I wanted to see if it is possible to select the equations from which innovations are drawn. For instance, I would like to see simulation results for the entire system by incorporating uncertainty only in one equation. Can I use model.innov in this respect (perhaps by setting a stochastic eqn to be an identity instead)?

Finally, with regards to simulation output:

1. I get a message saying 'x residuals per equation calculated for bootstrap'. Is there a way to see/graph these residuals? On what basis is the number of residuals calculated?

2. Once simulation is complete, is it possible to extract values for a specific endogenous variable for all its 1000 simulations?

Thanks in advance for the help.

MIDAS fit statistics (R², SSR, etc..) estimation sample if there's a gap

EViews Gareth — Fri, 26 Jun 2026 14:21:33 GMT

Great for umidas type stuff!

MIDAS fit statistics (R², SSR, etc..) estimation sample if there's a gap

random_user — Fri, 26 Jun 2026 13:40:05 GMT

thank you!

incidentally, wasn't aware of c=split, that's pretty useful.

Tables with empty cells: unexpected results from a loop search for a string

EViews Matt — Thu, 25 Jun 2026 18:13:15 GMT

Hello,

You're correct that comparisons with the empty string can be a bit unintuitive (we actually had this discussion 9 years ago ). Your basic comparison expression, tab(!i,1) <> "c", is one in which an empty table cell will be treated as a missing value rather than an empty string, and thus the result of the comparison is not what you expect. Your extended comparison expression, tab(!i,1) <> "c" or tab(!i,1)="", adds a test in which an empty table cell will be treated as an empty string. Alternatively, you could have written: tab(!i,1) <> "c" or @isempty(tab(!i,1)). The moral of the story is, because empty strings serve double duty as representing both empty strings and missing values in EViews, extra attention must be paid to how they're involved in comparisons.

function @rinstr not working properly

EViews Matt — Thu, 25 Jun 2026 17:53:44 GMT

Hello,

The @rinstr function is behaving as intended. While the @rinstr function performs a right-to-left search for a matching substring, in contrast to @instr's left-to-right search, both functions return a character location for the match, which is numbered left-to-right starting at 1. The search orders are different, but the results are presented in the same coordinate system.

Welcome to the Add-in Support forum.

adrangi — Thu, 25 Jun 2026 15:18:39 GMT

Hi, I have seen a Youtube using quantile-on-quantile regression add-in. The original add-in work can be reached at the following link. I can't find this add-in anywhere to be able t use in My WV 14. https://drive.google.com/file/d/1QTGDqW ... HlOwH/view. Any help is appreciated. Thanks. Best, Bahram

Tables with empty cells: unexpected results from a loop search for a string

mamo — Thu, 25 Jun 2026 11:41:35 GMT

Using Eviews 14 Dec 26 2024 build

Tables with empty cells behave unexpectedly in a loop search for a string.

The search would unexpectedly stop once the loop reaches an empty cell, see code below.

Code:

[code]

wfcreate u 1

' create table with four rows and one column

table(4,1) tab

' Filling the table, but leaving the 2nd row empty 

tab(1,1)="a"

tab(3,1)="c"

tab(4,1)="d"



!nrows=tab.@rows



' Loop stops unexpectedly when the empty 2nd row is reached, and !i ends up with 2 rather than 3.

!i=1

while tab(!i,1) <> "c" and !i
    !i=!i+1

wend

scalar i1=!i

show i1



 ' Work around which lets !i end up with the correct result 3 

!i=1

while tab(!i,1) <> "c" or tab(!i,1)="" and !i
    !i=!i+1

wend

scalar i2=!i

show i2



' Filling the second row...

tab(2,1)="b"

' .. lets !i end up correctly with 3

!i=1

while tab(!i,1) <> "c" and !i
    !i=!i+1

wend

scalar i3=!i

show i3

[/code]

function @rinstr not working properly

mamo — Thu, 25 Jun 2026 11:13:46 GMT

I use Eviews 14 Dec26 2024 build

The function @rinstr does not work as described in the help documentation which says:

Starting at the end of the string and searching in reverse, finds the starting position of the target string str2 in the string str1. By default, the function returns the location of the last (first from the end) instance of str2 in str1, but you may provide the optional integer n to change the occurrence.

Proof:

Code:

[code]

!i=@rinstr("987654321", "8")

Stautsline !i

' gives !i=2, rather than !i=8

[/code]

So it seems @rinstr works in the same way as @instr, counting from left to the right.

MIDAS fit statistics (R², SSR, etc..) estimation sample if there's a gap

EViews Gareth — Wed, 24 Jun 2026 19:40:57 GMT

Yep, definitely a bug. We'll fix.

Just if you're interested, here's some code that makes it concrete.

Code:

[code]close @wf

wfcreate(page=q) q 1990 2030

series y=nrnd

pagecreate(page=m) m 1990 2030

series x=nrnd



pageselect q

copy(c=split) m\x *

smpl 1990 2020 2023 2030

equation eq1.midas(midwgt=umidas, fixedlag=3) y c @ m\x

equation eq2.ls y c x_3 x_2 x_1



show eq1

show eq2[/code]

MIDAS fit statistics (R², SSR, etc..) estimation sample if there's a gap

random_user — Wed, 24 Jun 2026 18:37:39 GMT

Hello,

Not a huge bug, but probably worth fixing.

EViews version: 14 (April 22 build)

When I use MIDAS, if I set the sample with a gap in the middle, for example 2010Q3–2026Q1 excluding 2020Q1 to 2022Q2 (pandemic), I noticed the R-squared can turn negative. In the regression I was testing, I was getting an R-squared of -0.507 for example... which makes no sense.

Estimation results:

Run A — sample 2010Q3-26Q1 excluding pandemic:

Included observations: 53 after adjustments

R-squared -0.507030 Mean dependent var 0.011627

Adjusted R-squared -0.987998 S.D. dependent var 0.106052

S.E. of regression 0.149530 Sum squared resid 1.050879

(C and 5 lag coefficients estimated on 53 obs)

Run B — full sample 2010Q3-2026Q1, no exclusions:

Included observations: 63 after adjustments

R-squared 0.660304 Mean dependent var 0.011627

Adjusted R-squared 0.630506 S.D. dependent var 0.106052

S.E. of regression 0.064465 Sum squared resid 0.236876

As you can see, the mean dependent variable (0.011627) and S.D. of dependent variable (0.106052) are identical in both runs. So, my pandemic period exclusion is being ignored when it comes to calculating these fit stats.

Similar, the SSR in Run A (1.0509) is clearly being summed over all 63 quarters, including the excluded ones, even though only 53 were used to fit the coefficients. And this is resulting in a negative R-squared.

Merging datasets

paues — Fri, 19 Jun 2026 05:42:54 GMT

A long overdue thanks, Gareth! Your code takes my handling of the one-to-many case where the key is copied onto the data almost all the way to a quarterly dated page. The final step is fairly simple :-)

Now, I'm wondering about the many-to-one case where the data is instead copied onto the key to arrive at the same result. Is that possible in EViews?

stom / stomna on a large balanced panel hangs indefinitely in EViews 14 (instant in EViews 12)

EViews Gareth — Wed, 17 Jun 2026 17:07:24 GMT

Patch is out.

Vector Smooth Transition Error Correction Model (VSTECM)

remuct — Tue, 09 Jun 2026 23:32:47 GMT

Hi,

I need to estimate a system of error correction models embedding smooth transition-type non-linearities, namely a vector smooth transition error correction model (VSTECM). Eviews provides a built-in vector error correction (VEC) procedure. Can I use VEC and specify in each equation a non-linear error correction mechanism where the parameter of the error correction term is modulated by a smooth transition function, such as a logistic or expontential function? In other words, can I combine VEC with nonlinear transition functions?

Alternatively, is a VSTECM available as an add-in ? This would obviously be my preferred option. If not, any advice would be greatly appreciated.

Many thanks.

stom / stomna on a large balanced panel hangs indefinitely in EViews 14 (instant in EViews 12)

EViews Matt — Tue, 09 Jun 2026 20:48:43 GMT

Hello,

You're correct, a severe performance loss issue is present in the stom/stomna commands for the recent versions of EViews. The next patch for EViews 14 will restore the commands' performance.

stom / stomna on a large balanced panel hangs indefinitely in EViews 14 (instant in EViews 12)

JMviews — Fri, 05 Jun 2026 08:47:45 GMT

Hi,

I think I've hit a performance regression in series-to-matrix conversion (stom / stomna) between EViews 12 and EViews 14.

I run a model stochastic solve and save the successful repetitions to a new page (the p= option on Model::stochastic). That creates a balanced panel page: 70,000 cross-sections (repetitions) x 20 quarters = 1,400,000 observations. Each tracked endogenous variable is an ordinary numeric series in that page, with valid data.

A single line:

stom(timeseries, target)

never returns. EViews goes to "Not Responding", the busy spinner stays up no error and no crash for hours. The identical operation on the identical data completes in well under a minute in EViews 12.

Is this a known regression in 13/14? I couldn't find any mention of stom/stomna in the 13 or 14 patch notes.

Is the slowdown specific to converting a panel-structured series - i.e. is unstructuring the page first the recommended workaround, or is there a better way to pull a 20 x 70,000 matrix out of a balanced-panel page?

Thanks.

Suggestions for my model

startz — Tue, 02 Jun 2026 17:36:11 GMT

You've done a very nice job so far and your questions are well-put. Here are a few thoughts.

ΔCultivatedArea is included strictly as a control variable to prevent the drought coefficient from absorbing the effect of physical land changes, not as a variable of independent interest.

You may want to think about whether droughts cause land to be withdrawn from cultivation. If so, you may want to rethink whether you want to control for the area cultivated. You do speak to this a bit at the end of your post, so maybe it isn't very important.

Your evidence suggests that autocorrelation is not very important. But it's easy to add AR(1) to the regression and see if your results are sensitive.

Why would you care about multicollinearity? Multicollinearity doesn't invalidate any of the regression results.

Normality is not very important. It matters a bit for the statistical tests when you only have 26 observations, but there's not a whole lot to be done about it.

One thing you might want to do if you haven't already is to do a scatterplot of production against drought conditions to see if there is any visual indications of a nonlinear relation.

Suggestions for my model

Agorhus — Tue, 02 Jun 2026 13:39:22 GMT

Hi everyone, I am an undergraduate economics student working on this model, I am posting here not just to get answers, but genuinely to learn and test my own understanding of the methodology I applied. Any feedback, criticism, or suggestions are welcome.I want to understand where I might be wrong. The primary objective of this model is to isolate and quantify the effect of meteorological drought, measured by the SPEI_7 index, on annual barley production. ΔCultivatedArea is included strictly as a control variable to prevent the drought coefficient from absorbing the effect of physical land changes, not as a variable of independent interest

Here is my setup

Model: Production_t = β0 + β1SPEI7_t + β2ΔCultivatedAreat + ε_t

(n=26).(due to differencing)

t=year

Where:

PRODUCTION: Annual barley production (tonnes)

SPEI_7: 7-month SPEI index for August

ΔCultivatedArea: First difference of barley cultivated area

Steps followed:

ADF unit root tests (intercept for PRODUCTION and SPEI_7; intercept+trend for CultivatedArea due to visible deterministic trend)

First-differenced CultivatedArea to achieve stationarity

Pearson correlation matrix to check multicollinearity (r = -0.081 between SPEI_7 and ΔCultivatedArea)

OLS estimation

Breusch-Godfrey test for autocorrelation (lag=1)

Breusch-Pagan-Godfrey test for heteroskedasticity

Jarque-Bera and Shapiro-Wilk tests for normality of residuals

Ramsey RESET test for functional form (F p=0.8856)

Results:

SPEI_7: β=874,320, p=0.0021 (significant at 1%)

ΔCultivatedArea: β=1.983, p=0.0188 (significant at 5%)

R²=0.453, Adjusted R²=0.401, F p=0.0014

All diagnostic tests passed (no autocorrelation, no heteroskedasticity, normality satisfied, correct functional form

MY QUESTIONS:

Two of the diagnostic tests produced borderline results that I would like to highlight:

1. Breusch-Godfrey Test (Autocorrelation)

Chi-Square p = 0.0691

F p = 0.0874

Both values exceed the 0.05 threshold, so the null hypothesis of no autocorrelation cannot be rejected. However, the margin is relatively narrow. I am wondering whether this should be a concern or whether it is simply a consequence of the small sample size (n=26).

2. Shapiro-Wilk Test (Normality of Residuals)

p = 0.0532

The null hypothesis of normality cannot be rejected, but the result is marginally above the critical value. Again, I suspect this may be related to the limited number of observations.

With only n=26 observations, ADF unit root tests are known to have low power. Is there a more appropriate test for this sample, and should I run both for robustness?

While I argue that SPEI_7 is strictly exogenous, the same argument does not hold for ΔCultivatedArea, as annual planting decisions may be correlated with omitted socioeconomic variables such as input costs or government subsidies. However, since the correlation between SPEI_7 and ΔCultivatedArea is negligible (r=-0.081, p=0.73), I argue that even if the ΔCultivatedArea coefficient is biased, this does not contaminate the SPEI7 estimate. Is this reasoning valid, or should I be more concerned about the potential endogeneity of ΔCultivatedArea?

PNG graph.save(t=png,d=300) exports at ~96 DPI metadata, not 300 DPI

EViews Matt — Mon, 01 Jun 2026 23:23:56 GMT

Hello,

You're correct that the DPI information wasn't being recorded correctly. The next patch to EViews 14 will include a fix for this issue.

Merging datasets

EViews Gareth — Mon, 01 Jun 2026 07:50:05 GMT

Here's a stab.

Code:

[code]mode quiet

close @all

import(page=key) .\key.txt @freq u 1

%name = @wright(@wlookup("*"), 1)

rename {%name} name

%name = "name"

rename series* key*

%keys = @wlookup("key*")



%objects = @wdelim( _

    @wreplace( _

        "vintage year " + %keys + " " + "value01 value02 value03 value04", _

        "*", _

        """*""" _

    ), _

    " ", _

    "," _

)

pageload(page=data) .\data.txt nonames names=({%objects})



'attempt0

d vintage

copy(nacat) key\name data\name @src key01 key02 @dest key01 key02

pagestack value? 

series date = @dateval(@str(year)+"Q"+var01)

d id01 key var01 year

pageunstack name date

d value name

rename value* *[/code]

Simple pageunstack gone wrong

EViews Gareth — Sat, 30 May 2026 13:00:05 GMT

Yeah, that’s not a bad way to do it.

Merging datasets

paues — Sat, 30 May 2026 09:29:42 GMT

I think that I have the second case sorted with the code that I posted. But the first case still eludes me.

In the end I want to create a quarterly dated page with a range from 1993Q1 to 1997Q4 with the series name_a, ..., name_i. The quarterly values for each series is in the four last columns of data.txt. The first column in data.txt is irrelevant. The second column is the year. If the third and fourth columns in data.txt match the first and second column in key.txt, then the resulting series should pick its name from the third column of key.txt.

Simple pageunstack gone wrong

paues — Sat, 30 May 2026 09:17:54 GMT

And then loop over the pool name and create the missing series? Something like this:

Code:

[code]pageload .\test.txt

pageunstack name dateid @ value

if @isempty(@wlookup("value", "group")) then

    %crossids = name.@crossids

    for %crossid {%crossids}

        copy value value{%crossid}

    next

endif

delete name value dateid

rename value* *[/code]

Simple pageunstack gone wrong

EViews Gareth — Sat, 30 May 2026 06:17:23 GMT

The issue is that because there is no between cross-section variation (a and b are identical), when you stack, EViews does the "smart" thing in realising you don't need two different value series, so it condenses down to a single series, called value. Then when you do the tidyup step, you delete it.

Really the only way around this is to test whether there are any series called VALUE[X] before doing the tidyup.

Merging datasets

EViews Gareth — Sat, 30 May 2026 06:08:38 GMT

Are you still having issues with the first case (or the second)? I took a look, but think I need more information on what you're trying to do. I put a stop right before your "attempt 1", just to load the two pages and do the renames. But after that I can't see what you're trying to accomplish - how you match the series/ids etc.... Could you describe more?

Simple pageunstack gone wrong

paues — Sat, 30 May 2026 04:46:43 GMT

I want to import the attached (minimal) text files and unstack them into dated pages with two series: a and b. The text files differ with respect to the value column. The first file (test.txt) has variation in both the name and time dimension (i.e. all unique values), the second (test2.txt) has variation in the name dimension and the third (test3.txt) has variation in the time dimension.

test.txt

Code:

[code]name    period    value

a    2000    1

a    2001    2

b    2000    3

b    2001    4[/code]

test2.txt

Code:

[code]name    period    value

a    2000    1

a    2001    1

b    2000    2

b    2001    2[/code]

test3.txt

Code:

[code]name    period    value

a    2000    1

a    2001    2

b    2000    1

b    2001    2[/code]

I thought that the following two steps would have worked for all the files.

First load the page and unstack it

Code:

[code]pageload .\test.txt

pageunstack name dateid @ value[/code]

to get the series valuea and valueb (as well as a series dateid, a pool name and a group value) and then do some cleanup

Code:

[code]delete name value dateid

rename value* *[/code]

And this does work for the first two files, test.txt and test2.txt. But for test3.txt the first step doesn't create the series valuea and valueb (nor the group value) but instead a single series value. And then the second step naturally results in an empty page (albeit correctly dated).

What to do?

Merging datasets

paues — Wed, 27 May 2026 18:06:50 GMT

This seems to handle the second case:

Code:

[code]mode quiet

close @all

import(page=key) .\key.txt @freq u 1

%name = @wright(@wlookup("*"), 1)

rename {%name} name

%name = "name"

rename series* key*

%keys = @wlookup("key*")



%objects = @wdelim( _

    @wreplace( _

        "vintage year " + %keys + " " + "value01 value02 value03 value04", _

        "*", _

        """*""" _

    ), _

    " ", _

    "," _

)

pageload(page=data) .\data.txt nonames names=({%objects})



pagecopy(page=data_key)

copy(merge,nacat) key\* data_key\ @src key01 key02 @dest key01 key02

show key* name vintage year value*[/code]

Merging datasets

paues — Wed, 27 May 2026 11:55:58 GMT

I'm trying to do either a one-to-many or a many-to-one merge of two datasets (attached). The program file where I try to do it is below.

Code:

[code]mode quiet

close @all

import(page=key) .\key.txt @freq u 1

%name = @wright(@wlookup("*"), 1)

rename {%name} name

%name = "name"

rename series* key*

%keys = @wlookup("key*")



%objects = @wdelim( _

    @wreplace( _

        "vintage year " + %keys + " " + "value01 value02 value03 value04", _

        "*", _

        """*""" _

    ), _

    " ", _

    "," _

)

pageload(page=data) .\data.txt nonames names=({%objects})



' Attempt 1

pageselect key

pagecopy(page=key_data)

import(type=txt, resize) _

    .\data.txt _

    colhead=0 _

    names=({%objects}) _

    @id {%keys} _

    @destid {%keys}

show key* name vintage year value*



' Attempt 2

pageselect data

pagecopy(page=data_key)

%names = @wdelim( _

    @wreplace( _

        %keys + " " + "name", _

        "*", _

        """*""" _

    ), _

    " ", _

    "," _

)

import _

    .\key.txt _

    colhead=0 _

    names=({%names}) _

    @id {%keys} _

    @destid {%keys}

show key* name vintage year value*

[/code]

The first attempt (one-to-many) results in a page "key_data" where only the first occurrence of the id series in data.txt is matched and only if the id series doesn't contain any NA values. The second attempt (many-to-one) results in a page "data_key" where only the first occurrence of the id series in data.txt is assigned the name column and only if the id series doesn't contain any NA values.

What am I doing wrong?

(The end goal is to stack the value?? columns and create a page with quarterly frequency.)

Eviews 14 Link Command Issue

EViews Gareth — Tue, 26 May 2026 19:00:50 GMT

Yes, you cannot redeclare the link if it already exists. We'll take a look to see if we can improve that behaviour.

In the meantime, yes, you'd have to delete it first.

Eviews 14 Link Command Issue

oleviasharbaugh — Tue, 26 May 2026 17:57:29 GMT

I am having an EViews issue that I think relates to the fact that we recently updated from EViews 12 to EViews 14.

When I run this code in EViews 14:

Code:

[code]for %y {%states}

    link amuse_area_{%y}_nsa

    amuse_area_{%y}_nsa.linkto(c=s) area\amuse_area_{%y}_nsa_1

next[/code]

I get this error:

AMUSE_AREA_AK_NSA already exists and may not be modified

in "LINK AMUSE_AREA_AK_NSA" in AMUSESOLVE.PRG on line

125.

But this is the way we always ran this program in Eviews 12 and we never had an issue. I have looked this up online and the only way I've come across to fix it is to delete the series before linking. Is that truly the best way to do this?

@logmode?

EViews Gareth — Mon, 25 May 2026 18:35:17 GMT

You mean determine what it is currently set to? No, unfortunately not.

@logmode?

paues — Fri, 22 May 2026 05:24:32 GMT

Is there some way to read the current log mode? (Though I haven't tried personally, I get the impression that it is possible to be writing to several logs at once, which probably complicates matters.)

PNG graph.save(t=png,d=300) exports at ~96 DPI metadata, not 300 DPI

ikarib — Tue, 19 May 2026 16:45:59 GMT

Hi EViews team,

I think there may be a bug in PNG export DPI metadata.

I exported graphs with commands like:

Code:

[code]  rer_trends.save(t=png,d=300) "RER_trends.png"

  rer_irf.save(t=png,d=300,w=8,h=5) "RER_IRF.png"

[/code]

The program runs successfully and the PNG files are created, but the resulting files do not appear to be tagged as 300 DPI. Both files are 96 DPI.

The pixel dimensions are large enough, so d=300 may be affecting export sizing, but the PNG resolution metadata/pHYs chunk is still written as ~96 DPI. This causes automated checks and downstream publishing workflows that inspect DPI metadata to fail.

Expected behavior: save(t=png,d=300) should produce a PNG whose horizontal and vertical DPI metadata are 300.

Can you confirm whether d=300 is intended to set PNG DPI metadata, and if so whether this is a known issue?

Thanks.

Weird behavior relating to scope and local subroutines

paues — Tue, 19 May 2026 06:52:58 GMT

Progress? Has the bug been looked into yet?

Get date format for active page?

paues — Sun, 17 May 2026 05:05:48 GMT

Indeed. But then once in a while, it doesn’t. And then it’s harder to build something dependable on it.

Get date format for active page?

EViews Gareth — Sat, 16 May 2026 22:02:11 GMT

@dateval usually just figures it out without needing a format

Get date format for active page?

paues — Sat, 16 May 2026 15:17:00 GMT

I want to be able to take a date string specified in the format of current page and then unambiguously convert that string to a date value.

Get date format for active page?

EViews Gareth — Sat, 16 May 2026 12:44:49 GMT

No, it is a global setting in EViews.

I think there's probably an easy way to do what you want, but I don't understand, yet, what you're trying to do.

Get date format for active page?

paues — Fri, 15 May 2026 05:55:35 GMT

By "machine based", do you mean that it depends on the locale of the machine?

Get date format for active page?

paues — Fri, 15 May 2026 05:53:03 GMT

I was thinking date format. On a typical quarterly page, I'd like to get back "YYYY[Q]Q". I have often found code like this

Code:

[code]%old_date_format = @word( _

    "YYYY YYYY YYYY YYYY YYYY YYYY YYYY YYYY YYYY YYYY YYYY " _

    + "YYYY[S]S YYYY[Q]Q YYYY[M]MM " _

    + "DD/MM/YYYY DD/MM/YYYY DD/MM/YYYY DD/MM/YYYY DD/MM/YYYY DD/MM/YYYY", _

    @wfindnc( _

        "20Y 10Y 9Y 8Y 7Y 6Y 5Y 4Y 3Y 2Y A " _

        + "S Q M " _

        + "BM F T W D7 D5", _

        @pagefreq _

    ) _

)

%new_date_format = "YYYY[M]MM"

%date_in_new_format = @datestr(@dateval(%date_in_old_format, %old_date_format), %new_date_format)[/code]

which feels unstable and could be avoided if EViews supplied something like @pagedateformat to use instead of the unwieldy (and incomplete) expression for %old_date_format.

Get Series with DisplayNames while using Show

EViews Gareth — Thu, 14 May 2026 22:37:27 GMT

No, the spreadsheet view of a group does not allow you to use displaynames instead of actual names.

You could write a quick add in that does it for you. Freeze the spreadsheet view of the group into a table, loop through the columns replacing the text in the first row with the displayname of the series instead of the actual name, and then displaying that table in the group.

Get date format for active page?

EViews Gareth — Thu, 14 May 2026 22:34:26 GMT

format or frequency? @pagefreq give the frequency.

Format is machine based, not page/file based.

Get date format for active page?

paues — Wed, 13 May 2026 06:45:18 GMT

Is it possible to get the date format of the current page? So that I know that @dateval gives me the correct value.

Get Series with DisplayNames while using Show

nidhijain — Wed, 13 May 2026 04:56:28 GMT

I have series in my workfile as for example:

GDP, PP_PR_US, PP_PR_IN.

Using these names as they are handled in programs.

I have given them certain understandable displaynames as :

GDP : Gross Domestic Product

PP_PR_US : Price of UnitedStates

PP_PR_IN : Price of India.

Now what i want is, when i run the show command as :

show gdp PP_PR_us pp_pr_in

then in the result window, instead of getting these regular names on top of series, can i get the displaynames.

Attaching the screenshot.

Export to excel with equation/formula

EViews Gareth — Tue, 12 May 2026 15:57:35 GMT

Not built in, no

Get Series with DisplayNames while using Show

EViews Gareth — Tue, 12 May 2026 15:56:32 GMT

I don't follow what you want here.

The show command is used to display a view of an object.

You could use

Code:

[code]

show object.label

[/code]

which would display the label view, that has the displayname as one of the entries?

Export to excel with equation/formula

nidhijain — Tue, 12 May 2026 04:08:50 GMT

I am exporting certain calculative series in the excel. These are getting calculated with direct equation written in program or through the models.

While exporting, is there a way, that the formula of the series remain intact and exported to excel as well.

For example, if

seriesA = seriesB+3.05+seriesC(-1)

If i am exporting all these series in excel, SeriesA should maintain it's formula in excel as well. Any change in values, will recalculate the data of SeriesA directly

Get Series with DisplayNames while using Show

nidhijain — Tue, 12 May 2026 04:04:02 GMT

Is there a way that if i use SHOW command, i get the display names of the series rather than the usual name, the same way as it show in charts.

Show gdp, should display the series with "Gross Domestic Product).

In case, if SPOOL is teh only option to achieve this, how do we show multiple series from spool for comparison,

like if i added, GDP, Crude, demand, supply... these four series in SPOOL, i don't want the tree structure display mode.

Can it be displayed like regular SHOW command, so i can compare the data of these series same as in spreadsheet

Valid names for options?

EViews Gareth — Sun, 10 May 2026 20:38:42 GMT

Probably

Valid names for options?

paues — Sun, 10 May 2026 11:56:28 GMT

Are the requirements for valid option names (“hasoptions” and “equal options”) the same as for object names?

shell not working

paues — Sat, 09 May 2026 05:25:35 GMT

When I enter

Code:

[code]shell[/code]

in the command prompt, I get the following error message:

Unable to create process: Katalognamnet är

felaktigt.

.

It translates to "Fault path name". I think that the error code is ERROR_BAD_PATHNAME. It seems to occur when @datapath refers to a nonexistent folder, which can occur if the folder is deleted outside of Eviews. If this is the case Eviews tries to start the process with a nonexistent working directory.

Perhaps this should be caught by Eviews and given a less opaque error message. But I'm not entirely sure.

How to break out of called program from within subroutine?

EViews Gareth — Thu, 07 May 2026 21:16:29 GMT

I believe return will exit out of a subroutine, if in one, and exit out of a program otherwise. So, exiting out of a program whilst in a subroutine I think is not possible in one go.

How to break out of called program from within subroutine?

paues — Thu, 07 May 2026 18:13:37 GMT

Is there some way in the setup below to break out of child.prg from the subroutine childsub and return to parent.prg? The desired solution would show the dialog box "after child" but none of the other two.

parent.prg

Code:

[code]exec .\child.prg

@uiprompt("after child")[/code]

child.prg

Code:

[code]call childsub

@uiprompt("after childsub")



subroutine childsub

  ' Break out of child.prg here

  @uiprompt("after breakout")

endsub[/code]

Saving graphs as pdf

EViews Gareth — Thu, 07 May 2026 14:53:35 GMT

Sorry, opacity and anti-aliasing.

Saving graphs as pdf

Dag Kolsrud — Thu, 07 May 2026 08:59:49 GMT

Opacity options have been tried before and did not help, see communications in June 2024 with EViews Steve.

%hasoptions and/or %equaloptions

paues — Wed, 06 May 2026 16:30:27 GMT

That’s great! Exactly what I was looking for :-)

%hasoptions and/or %equaloptions

EViews Gareth — Wed, 06 May 2026 16:08:54 GMT

But, you can return the list of options provided with the @getoptions function:

Code:

[code]

%options = @getoptions

[/code]

You can retrieve the ith option with @option:

Code:

[code]

%firstoption = @option(1)

[/code]

%hasoptions and/or %equaloptions

EViews Gareth — Wed, 06 May 2026 16:03:28 GMT

I don't understand what you're asking here.

%hasoptions and/or %equaloptions

paues — Wed, 06 May 2026 14:52:14 GMT

A called program's arguments are stored in %args. But can I check what @equaloption's and @hasoption's it was called with without know them in advance? There doesn't seem to be variables %hasoptions and/or %equaloptions

Saving graphs as pdf

EViews Gareth — Mon, 04 May 2026 16:42:01 GMT

I think both issues are due to opacity - opacity doesn't work well with dashed lines. If you turn off opacity for all the lines in the chart, it should behave better.

Saving graphs as pdf

Dag Kolsrud — Mon, 04 May 2026 07:36:14 GMT

My email on April 27had 2 attachments; a workfile and a program. The program produces 3 figures, which are collected in a spool, on a quarterly page called 'grpahs'. In Statistics Norway we experience 2 problems:

1) Graph lines in the figure code with the "dash" attribute do not always appear dashed in EViews. Sometimes they are graphed solid rather than dashed despite the dashed attribute. The dash attribute does not seem to work when variables on a page with higher frequency are graphed from a page with lower frequency. That is what my email from April 27 tries to explain.

2) Another problem is that when graphed lines appear correctly as dashed in EViews, they get saved to file in the pdf format as solid lines in EViews 14, but correctly as dashed lines in EViews 12 using the printer driver "Microsoft Print to PDF.

I appologize for combining rather than clearly separating the two problems. However, I still hope you can understand and investigate the problem from the previously attached files.

Sincerely, Dag

Timing when specifying state-space model

ssmodeller — Fri, 01 May 2026 23:38:39 GMT

Hi

Say I specify a state-space model in the following way:

@signal y = x + [ename=e1, var = (sigma(1)+dummy*sigma(2))^2]

@state x = x(-1) + [ename=e2, var = (sigma(1)+dummy*sigma(2))^2]

where dummy is 1 in period t1. Am I right in thinking that when "x" is written in a signal equation, it means "x(t)", but when "x" is written in a state equation, it means "x(t+1)"? But "dummy" always means "dummy(t)", whether it's in a state or signal eq?

So as written, the signal-equation dummy will affect y in period t1, but the state-equation dummy will affect x and y in period t1+1, even though it's the same variable?

Thanks!

average of two series

startz — Fri, 01 May 2026 13:46:15 GMT

Code:

[code]series x = (a+b+c)/3[/code]

average of two series

EViews Gareth — Thu, 30 Apr 2026 17:10:19 GMT

Code:

[code]

group mygrp a b c

series x = @rmean(mygrp)

[/code]

average of two series

houji — Thu, 30 Apr 2026 16:07:45 GMT

Hi,

I would like to create a series X that is the average of a few other series (a,b,c, etc).

Is there a function in Eviews that would give me

Code:

[code]series x = average(a,b,c)[/code]

?

Thanks!

Houji

Saving graphs as pdf

EViews Gareth — Tue, 28 Apr 2026 15:33:11 GMT

Sorry, I'm getting quite lost.

As far as I can tell, the issue you are experiencing is that you have a graph object that when saved to disk as a PDF, the dashed lines don't appear.

Do you have a workfile we can use that has such a graph object?

Saving graphs as pdf

Dag Kolsrud — Tue, 28 Apr 2026 14:04:48 GMT

"ps graphs" selects a quarterly page in the workfile "data_xchange_housing_oil" which contains the figures and the spool. When issuing a line command from that page the result gets stored there, but the graphs of series on other pages with higher frequencies, e.g. the page "w" with weekly frequency, do not get dashed. If you uncomment the "ps w" command on line 63, the graphs get dashed. Why does the different frequencies decide whether a series get dashed or not?

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

capuchin — Mon, 27 Apr 2026 19:37:05 GMT

It seems to help to put each individual fetch on its own line of code instead of looping a fetch command, but it's a real nightmare.

I guess now I need to add 20 lines of code to each FRED fetch command in order to not fail! Thanks for the lines.

Saving graphs as pdf

EViews Gareth — Mon, 27 Apr 2026 14:33:10 GMT

Line 27 of the program:

Code:

[code]

ps graphs

[/code]

What's that?

Saving graphs as pdf

Dag Kolsrud — Mon, 27 Apr 2026 13:23:00 GMT

I have attached a small workfile with sereis of different frequencies on different pages and a program that creates three figures and collects them in a spool. The results show that when a forecast seires is graphed from a page with lower frequency, it does not get dashed. In the first figure produced by the program, the following commands (where w denote a page with weekly frequecy) executed from from a page with quarterly frequency produce a figure with solid rather than dashed forecasts:

graph {%gr}.line(x) w\noki44_h w\noki44_f w\nokeur_h w\nokeur_f w\nokusd_h w\nokusd_f '

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

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

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

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

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

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

If graphed from a page with weekly frequency, the forecasts get dashed as instructed. The problem of color was due to some forecast series containing the history. Removing the history form the forecast series solved the problem.

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?