New Features in EViews 12
EViews 12 features a number of exciting changes and improvements. The following is an overview of the most important new features in Version 12.
Note that in some cases, entries will appear in more than one section as they might otherwise be overlooked by those who may find them of interest.
Estimation and Analysis
• Indicator saturation testing for outliers and structural breaks in a regression specification (
“Indicator Saturation”). • Fractionally Integrated GARCH and EGARCH estimation (
“FI(E)GARCH”).
Testing and Diagnostics
• Wavelet decomposition of a series: discrete transform, outlier detection, decomposition of variance, thresholding (
“Wavelet Decomposition”).