Thank you for using EviewsR!
To acknowledge our work, please cite the package:
PLAIN TEXT:
-
Mati S. (2020). EviewsR: A Seamless Integration of EViews and R. CRAN. https://CRAN.R-project.org/package=DynareR
-
Mati S., Civcir I., Abba S.I (2023). EviewsR: An R Package for Dynamic and Reproducible Research Using EViews, R, R Markdown and Quarto. The R Journal. doi:10.32614/RJ-2023-045, url: https://journal.r-project.org/articles/RJ-2023-045/
BIBTEX:
@Article{Mati2020,
title = {EviewsR: A Seamless Integration of EViews and R},
author = {Sagiru Mati},
year = {2020},
journal = {CRAN},
url = {https://CRAN.R-project.org/package=EviewsR},
}
@article{Mati2023,
author = {Mati, Sagiru and Civcir, Irfan and Abba, S. I.},
title = {EviewsR: An R Package for Dynamic and Reproducible Research Using EViews, R, R Markdown and Quarto},
journal = {The R Journal},
year = {2023},
note = {https://doi.org/10.32614/RJ-2023-045},
doi = {10.32614/RJ-2023-045},
volume = {15},
issue = {2},
issn = {2073-4859},
pages = {169-205},
}
For details, please consult our peer-review article 10.32614/RJ-2023-045
The author of this package, Sagiru Mati, obtained his PhD in Economics from the Near East University, North Cyprus. He works at the Department of Economics, Yusuf Maitama Sule (Northwest) University, Kano, Nigeria. Please visit his website for more details.
Please follow his publications on ORCID: 0000-0003-1413-3974
EviewsR is an R package that can run EViews program in R. It also adds
eviews
as a knit-engine to knitr
package, so that users can embed
EViews codes in R Markdown and Quarto document.
While the ecosystem of R is great, it cannot run EViews codes, not talk of handling EViews objects dynamically and reproducibly. Even though, EViews can communicate with R, users still need to switch to type-setting application to embed the EViews outputs. Specifically:
-
I wish I could embed EViews codes in R Markdown or Quarto document
-
I wish I could dynamically import the EViews outputs (graphs, tables, equation and series) individually or at once into R, R Markdown or Quarto document without switching between these applications back and forth.
-
I wish I could use an R function in R, R Markdown or Quarto to:
-
graph EViews series objects.
-
graph an R dataframe using EViews.
-
import data from external sources such as
csv
,xlsx
as a new EViews workfile or into an existing workfile. -
create an EViews workfile from an R dataframe
-
save an EViews workfile page as a workfile or another file format.
-
execute EViews codes.
-
export an R dataframe as a new EViews workfile or to an existing EViews workfile.
-
save an EViews workfile as a workfile or another file format.
-
import EViews table object as
kable
. -
import EViews series objects as a dataframe or
xts
object -
import equation data members such as coefficients, standard errors, R2 and so on.
-
import EViews graph objects
-
import equation data members, graph, series and table objects all at once.
-
simulate a random walk process using EViews.
-
-
I wish I could do all of the above without opening the EViews!!!
EviewsR can be installed using the following commands in R.
install.packages("EviewsR")
OR
devtools::install_github("sagirumati/EviewsR")
To run the package successfully, you need to do one of the following
-
Don’t do anything if the name of EViews executable is one of the following:
EViews13_x64
,EViews13_x86
,EViews12_x64
,EViews12_x86
,EViews11_x64
,EViews11_x86
,EViews10_x64
,EViews10_x86
,EViews9_x64
,EViews9_x86
,EViews10
. The package will find the executable automatically. -
Rename the Eviews executable to
eviews
or one of the names above. -
Alternatively, you can use
set_eviews_path()
function to set the path the EViews executable as follows:
set_eviews_path("C:/Program Files (x86)/EViews 10/EViews10.exe")
Please load the EviewsR package as follows:
```{r} .
library(EviewsR)
```
The package can work with base R, R Markdown or Quarto document. The package has been used in Mati, Civcir, and Ozdeser (2019), Mati (2021), Mati et al. (2023), Mati, Civcir, and Özdeşer (2023) and Mati, Civcir, and Ozdeser (2019).
After loading the package, a chunk for Eviews can be created by
supplying eviews
as the engine name in R Markdown or Quarto document
as shown below :
```{eviews}
#| label: fig-EviewsR
#| eval: true
#| fig.subcap: ["X graph","Y graph"]
#| fig.cap: "EViews graphs imported automatically by fig-EviewsR chunk"
'This program is created in R Markdown with the help of EviewsR package
wfcreate(page=EviewsRPage,wf=EviewsR_workfile) m 2000 2022
for %y EviewsR package page1 page2
pagecreate(page={%y}) EviewsR m 2000 2022
next
pageselect EviewsRPage
rndseed 123456
genr y=@cumsum(nrnd)
genr x=@cumsum(nrnd)
equation ols.ls y c x
freeze(OLSTable,mode=overwrite) ols
freeze(EviewsR_Plot,mode=overwrite) y.line
wfsave EviewsR_workfile
```
Figure 7.1: EViews graphs imported automatically by fig-EviewsR chunk
The above chunk creates an Eviews program with the chunk’s content, then
automatically open Eviews and run the program, which will create an
Eviews workfile with pages containing monthly sample from 2000 to 2022.
The program will also save an EViews workfile named EviewsR_workfile
in the current directory.
The eviews
chunk automatically returns the outputs of each equation
object as a dataframe, accessible via
chunkLabel$pageName_equationName
. For example, The R2 of
the ols
equation object is 0.044951, which can be accessed using
`r EviewsR$eviewsrpage_ols$r2`
. We can obtain the table object by
chunkLabel$pageName_tableName
. Therefore,
EviewsR$eviewsrpage_olstable
will give us the OLSTable
object as
dataframe. Note the underscore (_
) between the pageName
and
equationName
, and between the pageName
and tableName
.
EviewsR$eviewsrpage_ols$r2
#> [1] 0.044951
EviewsR$eviewsrpage_ols$aic
#> [1] 4.310163
K = EviewsR$eviewsrpage_olstable[c(6, 8, 9), 1:5]
colnames(K) = NULL
knitr::kable(K, row.names = F, caption = "Selected cells of EViews table object")
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | -0.301413 | 0.260956 | -1.155033 | 0.2491 |
X | -0.051410 | 0.014316 | -3.591137 | 0.0004 |
Table 7.1: Selected cells of EViews table object
The EViews series objects are also imported automatically as dataframe
(by default) or xts
objects (if we use chunk option class="xts"
).
They are accessed via chunkLabel$pageName
.
head(EviewsR$eviewsrpage)
#> date x y
#> 1 2000-01-01 -0.06062345 0.34705763
#> 2 2000-02-01 0.40287977 0.04959103
#> 3 2000-03-01 1.13387526 0.56589164
#> 4 2000-04-01 1.34089330 1.35264827
#> 5 2000-05-01 0.54596099 1.05434874
#> 6 2000-06-01 0.96869514 0.61693341
The function create_object()
can be used to create an Eviews object in
the existing EViews workfile.
create_object(wf = "EviewsR_workfile", action = "equation", action_opt = "",
object_name = "eviews_equation", view_or_proc = "ls", options_list = "",
arg_list = "y ar(1)")
create_object(wf = "EviewsR_workfile", object_name = "x1", object_type = "series",
expression = "y^2")
EViews graphs can be included in R Markdown or Quarto document by
eviews_graph()
function.
To create graph from existing EViews series objects:
eviews_graph(wf = "EviewsR_workfile", page = "EviewsRPage", series = "x y",
mode = "overwrite", graph_procs = "setelem(1) lcolor(red) lwidth(4)",
graph_options = "m")
Figure 7.2: Graphs of existing EViews series objects imported by fig-eviewsGraph chunk
We can also create graph objects from an R dataframe
Data = data.frame(x = cumsum(rnorm(100)), y = cumsum(rnorm(100)))
eviews_graph(series = Data, group = TRUE, start_date = "1990Q4",
frequency = "Q")
Figure 7.3: Graphs of an R dataframe imported by fig-eviewsGraph1 chunk
To plot a scatter graph and histogram on the same frame:
eviews_graph(wf = "EviewsR_workfile", page = "EviewsRPage", series = "x y",
group = T, graph_command = "scat(ab=histogram) linefit()",
mode = "overwrite", graph_procs = "setelem(1) lcolor(green) lwidth(2)")
Figure 7.4: Scatter graph along with histogram
Data can be imported from external sources by eviews_import()
function.
eviews_import(source_description = "eviews_import.csv", start_date = "1990",
frequency = "m", rename_string = "x ab", smpl_string = "1990m10 1992m10")
Alternatively, use the dataframe as the source_description
.
eviews_import(source_description = Data, wf = "eviews_import1",
start_date = "1990", frequency = "m", rename_string = "x ab",
smpl_string = "1990m10 1992m10")
Similar to Eviews workfile, an Eviews page can be saved in various
formats by eviews_pagesave()
function.
eviews_pagesave(wf = "eviewsr_workfile", page = "EviewsRPage",
source_description = "pagesave.csv", drop_list = "y")
An Eviews workfile can be created using eviews_wfcreate()
function in
R.
eviews_wfcreate(wf = "eviews_wfcreate", page = "EviewsRPage",
frequency = "m", start_date = "1990", end_date = "2022")
Create a workfile from a dataframe
eviews_wfcreate(source_description = Data, wf = "eviews_wfcreate1",
page = "EviewsR_page", frequency = "m", start_date = "1990")
An EViews workfile can be saved various output formats using
eviews_wfsave()
in function in R.
eviews_wfsave(wf = "eviewsr_workfile", source_description = "wfsave.csv")
A set of Eviews commands can be executed with the help of
exec_commands()
function in R.
exec_commands(c("wfcreate(wf=exec_commands,page=eviewsPage) m 2000 2022"))
eviewsCommands = "pagecreate(page=eviewspage1) 7 2020 2022
for %page eviewspage eviewspage1
pageselect {%page}
genr y=@cumsum(nrnd)
genr x=@cumsum(nrnd)
equation ols.ls y c x
graph x_graph.line x
graph y_graph.area y
freeze(OLSTable,mode=overwrite) ols
next"
exec_commands(commands = eviewsCommands, wf = "exec_commands")
Use export_dataframe()
function to export dataframe object to Eviews.
export_dataframe(wf = "export_dataframe", source_description = Data,
start_date = "1990", frequency = "m")
Import EViews equation data members into R, R Markdown or Quarto.
import_equation(wf = "EviewsR_workfile", page = "EviewsRPage",
equation = "OLS")
To access the imported equation in base R:
Import EViews graph objects(s) into R, R Markdown or Quarto.
import_graph(wf = "eviewsr_workfile")
Figure 7.5: EViews graphs imported using import\_graph() function
To import only graphs that begin with x:
import_graph(wf = "exec_commands", graph = "x*")
Figure 7.6: EViews graphs that begin with X imported using import\_graph() function
Eviews tables can be imported as kable
object by import_kable()
function. Therefore, we can include the
import_kable(wf = "EViewsR_workfile", page = "EviewsRPage", table = "OLSTable",
format = "html", caption = "Selected cells of EViews table imported using import_kable() function",
range = "r7c1:r10c5", digits = 3)
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
---|---|---|---|---|
C | -0.301 | 0.261 | -1.155 | 0.249 |
X | -0.051 | 0.014 | -3.591 | 0.000 |
Use import_series()
function to import data from EViews to R as a
dataframe. The function creates a new environment eviews
, whose
objects can be accessed via eviews$pageName
.
import_series(wf = "eviewsr_workfile")
To access the series in base R:
eviews$eviewspage %>%
head()
To import the series as an xts
object:
import_series(wf = "eviewsr_workfile", series = c("x", "y"),
class = "xts")
Import EViews table objects(s) into R, R Markdown or Quarto.
To import all table objects across all pages
import_table(wf = "EviewsR_workfile")
To import specific table objects, for example OLSTable
import_table(wf = "EviewsR_workfile", table = "OLStable")
To import table objects on specific pages
import_table(wf = "EviewsR_workfile", page = " EviewsRPage")
To access the table in base R (eviews$pageName_tableName
)
eviews$eviewspage_olstable
Import EViews equation data members, graph, series and table objects(s)
into R, R Markdown or Quarto. This function is a blend of
import_equation()
, import_graph()
, import_series()
and
import_table()
functions.
To import all equation, graph, series and table objects across all pages
import_workfile(wf = "EviewsR_workfile")
Figure 7.7: EViews graphs automatically imported by import\_workfile() function
To import specific objects
import_workfile(wf = "exec_commands", equation = "ols", graph = "x*",
series = "y*", table = "ols*")
To import objects on specific page(s)
import_workfile(wf = "exec_commands", page = "eviewspage eviewspage1")
To access the objects in base R:
eviews$eviewspage_ols # equation
# eviewspage-x_graph # graph saved in 'figure/' folder
eviews$eviewspage %>%
head() # series
eviews$eviewspage_olstable # table
A set of random walk series can be simulated in R using EViews engine,
thanks to rwalk()
function.
rwalk(wf = "eviewsr_workfile", series = "X Y Z", page = "", rndseed = 12345,
frequency = "M", num_observations = 100, class = "xts")
xts::plot.xts(rwalk$xyz, type = "l", main = "")
ggplot2::autoplot(rwalk$xyz)
Figure 7.8: Plots of imported EViews random walk series objects
The demo files are included and can be accessed via
demo(package="EviewsR")
demo(create_object())
demo(eviews_graph())
demo(eviews_import())
demo(eviews_pagesave())
demo(eviews_wfcreate())
demo(eviews_wfsave())
demo(exec_commands())
demo(export_dataframe())
demo(import_equation())
demo(import_graph())
demo(import_kable())
demo(import_series())
demo(import_table())
demo(import_workfile())
demo(rwalk())
demo(set_eviews_path())
Template for R Markdown is created. Go to
file->New File->R Markdown-> From Template->EviewsR
.
Similar packages include DynareR (Mati 2020a, 2022a), gretlR (Mati 2020c, 2022c), and URooTab (Mati 2023b, 2023a)
For further details, consult Mati (2022b), Mati (2020b) and Mati, Civcir, and Abba (2023).
Please download the example files from Github.
Mati, Sagiru. 2020a. “DynareR: Bringing the Power of Dynare to R, R Markdown, and Quarto.” CRAN. https://CRAN.R-project.org/package=DynareR.
———. 2020b. EviewsR: A Seamless Integration of EViews and R. https://CRAN.R-project.org/package=EviewsR.
———. 2020c. gretlR: A Seamless Integration of Gretl and R. https://CRAN.R-project.org/package=gretlR.
———. 2021. “Do as Your Neighbours Do? Assessing the Impact of Lockdown and Reopening on the Active COVID-19 Cases in Nigeria.” Social Science &Amp; Medicine 270 (February): 113645. https://doi.org/10.1016/j.socscimed.2020.113645.
———. 2022a. “Package ‘DynareR’.” https://cran.r-project.org/web/packages/DynareR/DynareR.pdf.
———. 2022b. “Package ‘EviewsR’.” https://cran.r-project.org/web/packages/EviewsR/EviewsR.pdf.
———. 2022c. “Package ‘gretlR’.” https://cran.r-project.org/web/packages/gretlR/gretlR.pdf.
———. 2023a. “Package ‘URooTab’.” https://cran.r-project.org/web/packages/URooTab/URooTab.pdf.
———. 2023b. URooTab: Tabular Reporting of EViews Unit Root Tests. https://github.com/sagirumati/URooTab.
Mati, Sagiru, Irfan Civcir, and S. I. Abba. 2023. “EviewsR: An r Package for Dynamic and Reproducible Research Using EViews, r, r Markdown and Quarto.” The R Journal 15 (2): 169–205. https://doi.org/10.32614/rj-2023-045.
Mati, Sagiru, Irfan Civcir, and Hüseyin Ozdeser. 2019. “ECOWAS COMMON CURRENCY: HOW PREPARED ARE ITS MEMBERS?” Investigación Económica 78 (308): 89. https://doi.org/10.22201/fe.01851667p.2019.308.69625.
Mati, Sagiru, Irfan Civcir, and Hüseyin Özdeşer. 2023. “ECOWAS Common Currency, a Mirage or Possibility?” Panoeconomicus 70 (2): 239–60. https://doi.org/10.2298/pan191119015m.
Mati, Sagiru, Magdalena Radulescu, Najia Saqib, Ahmed Samour, Goran Yousif Ismael, and Nazifi Aliyu. 2023. “Incorporating Russo-Ukrainian War in Brent Crude Oil Price Forecasting: A Comparative Analysis of ARIMA, TARMA and ENNReg Models.” Heliyon 9 (11): e21439. https://doi.org/10.1016/j.heliyon.2023.e21439.