In sagirumati/EviewsR: A Seamless Integration of 'EViews' and R

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>", 
  echo = T,
  eval=T,
  out.width = "45%",
  out.height = "20%",
  fig.show="hold",
  fig.align = "center",
  tidy = TRUE,
  tidy.opts = list(blank = FALSE, width.cutoff = 60)
)
library(EviewsR)
# set_eviews_path('EViews12_X64')
library(knitr)
library(ggplot2)

About EviewsR

EviewsR is an R package that can run Eviews program from R. It also adds eviews as knit-engine to knitr package.

Installation

EviewsR can be installed using the following commands in R.

install.packages("EviewsR") 

            OR

devtools::install_github('sagirumati/EviewsR')

Setup

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")

Usage

Please load the EviewsR package as follows:

```r                                                                .
library(EviewsR)
```

Ways to use EviewsR

The package can work with base R, R Markdown or Quarto document.

EviewsR along with R Markdown or Quarto document

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} `r ''`
#| 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
```

#| label: fig-EviewsR
#| eval: true
#| fig.subcap: ["X graph","Y graph"]
#| fig.cap: "EViews graphs imported automatically by fig-EviewsR chunk"
#| echo: false

'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(yy,mode=overwrite) y.line
  freeze(xx,mode=overwrite) x.line
  wfsave EviewsR_workfile

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 $R^2$ of the ols equation object is r EviewsR$eviewsrpage_ols$r2, which can be accessed using `r knitr::inline_expr('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
EviewsR$eviewsrpage_ols$aic
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')

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.

EviewsR$eviewsrpage |> head()

EviewsR along with base R

The create_object() function

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")

The eviews_graph() function

EViews graphs can be included in R Markdown or Quarto document by eviews_graph() function.

To create graph from existing EViews series objects:

#| label: fig-eviewsGraph
#| fig.cap: Graphs of existing EViews series objects imported by fig-eviewsGraph chunk
#| out.width: 45%
#| out.height: 30%

eviews_graph(wf="EviewsR_workfile",page = "EviewsRPage",series="x y",mode = "overwrite",
graph_options = "m")

We can also create objects from an R dataframe

#| label: fig-eviewsGraph1
#| fig.cap: Graphs of an R dataframe imported by fig-eviewsGraph1 chunk
#| out.width: 90%
#| out.height: 70%

Data=data.frame(x=cumsum(rnorm(100)),y=cumsum(rnorm(100)))

eviews_graph(series=Data,group=TRUE,start_date="1990Q4",frequency="Q")

The eviews_import() function

Data can be imported from external sources by eviews_import() function.

write.csv(Data,"eviews_import.csv",row.names = FALSE)

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")

The eviews_pagesave() function

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")

The eviews_wfcreate() function

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")

The eviews_wfsave() function

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")

The exec_commands() function

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=r'(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")

The export_dataframe() function

Use export_dataframe() function to export dataframe object to Eviews.

export_dataframe(wf="export_dataframe",source_description=Data,start_date = '1990',frequency = "m")

The import_equation() function

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:

eviews$eviewspage_ols

The import_graph() function

Import EViews graph objects(s) into R, R Markdown or Quarto.

#| label: fig-importGraph 
#| fig.cap: EViews graphs imported using import\_graph() function
import_graph(wf="eviewsr_workfile")

To import only graphs that begin with x:

#| label: fig-importGraph1 
#| fig.cap: EViews graphs that begin with X imported using import\_graph() function
import_graph(wf="exec_commands",graph="x*")

The import_kable() 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",
caption = "Selected cells of EViews table imported using import\\_kable() function",
range = "r7c1:r10c5",digits=3)

The import_series() function

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')

The import_table() function

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

The import_workfile() function

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

#| label: fig-importWorkfile
#| fig.cap: EViews graphs automatically imported by import\_workfile() function

import_workfile(wf="EviewsR_workfile")

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

The rwalk() function

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')

#| label: fig-rwalk
#| fig.cap: Plots of imported EViews random walk series objects
#| dpi: 300
#| out.width: 45%
#| fig.dim: [7,4]


xts::plot.xts(rwalk$xyz,type="l",main = "")

ggplot2::autoplot(rwalk$xyz,facet='')

Demo

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

Template for R Markdown is created. Go to file->New File->R Markdown-> From Template->EviewsR.

Please download the example files from Github.

sagirumati/EviewsR documentation built on April 27, 2024, 7:06 a.m.