EViews is a modern statistical package, honed under the time-series analysis. EViews program has a convenient and friendly interface, easy to use and interpret the results. The structure of its fairly monolithic: you do not see here a number of modules, such as, for example, the package STATISTICA or SPSS.
A combination of power and ease-of-use make EViews 7 the ideal package for anyone working with time series, cross-section, or longitudinal data. With EViews, you can quickly and efficiently manage your data, perform econometric andstatistical analysis, generate forecasts or model simulations, and produce high quality graphs and tables for publication or inclusion in other applications. Featuring an innovative graphical object-oriented user-interface and a sophisticated analysis engine, EViews blends the best of modern software technology with the features you’ve always wanted. The result is a state-of-the art program that offers unprecedented power within a flexible, easy-to-use interface. Find out for yourself why EViews is the worldwide leader in Windows-based econometricsoftware and the choice of those who demand the very best.

In EViews offers a wide range of models and methods of econometric analysis:

- Methods: ARCH, Binary, Censored, Count, GMM, LS, NLS, Ordered, TSLS, ML
- Model: LRM, GRM, ARIMA, Logit, Probit, Tobit, VAR, ECM, VECM, Pooled model

Graphic capabilities of Eviews, despite its simplicity, provide the basic data formats necessary for successful work of the analyst.

Scope of the Eviews package covers all aspects of modern theory and practice of business. EViews allows you to work with different types of variables, but the best of his opportunities opening in solving the problem of forecasting the quantitative indicators, representing a time series. High functionality in the processing of quantitative variables, Eviews as a reliable tool for forecasting sales, the dynamics of resources, financial performance. It should be noted thatthe package Eviews «sewn up" quite a full arsenal of methods to detect and combat typical posed above problems:

- Heteroscedasticity (HC NW, HAC White, ARCH-LM, White)
- Autocorrelation (DW, LM-test)
- Non-stationarity and the presence of cointegration (DF, ADF, cointegration test)

Built-in tests (Chow forecast, Chow breackpoint, Ramsey reset) will test the hypothesis of structural change. Similar problems can be solved in EViews, using, for example, Wald's test, or different versions of tests on identical parameters. Granger causality test can accurately justify the chosen direction of causation. For financial time series prediction EViews, in addition to traditional predictors allows the analysis of the response to impulses and modeling of conditional heteroskedasticity.

Eviews package allows you to work with eight types of data (annual, semiannual, quarterly, monthly, weekly (5 days), weekly (7 days), daily and dated observations). Also allowed to change from one type to another, using different procedures of interpolation and extrapolation. Talking about the possibilities of data management, note that EViews supports RATS, TSP, GiveWin and Aremos TSD files. You can import / export of ASCII, XLS, WK1, WK3, TSD. Eviews package allowsyou to record and run macros, which makes it possible to significantly reduce the time of execution of routine work.

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