#Eviews 9 student version saving issue how to
#Eviews 9 student version saving issue software

Only using it to complete assignments when there is a deadline doesn't count for becoming familiar with something as a tool.

#Eviews 9 student version saving issue how to

I suppose seeing it on a resume would indicate some practical experience, but it wasn't important.ДЇor a current undergrad I'd highly recommend becoming really familiar with how to use R, where familiar means that it is something that is second nature to you. No one expected me to be able to use it when I started, and we never asked anyone if they had used EViews before when interviewing other people. I used EViews in my first job out of college. It's good to be able to use whatever tools are available, or whatever tools are being used by a lot of your coworkers, without it being a big deal. It isn't really that difficult to use, and in an interview I would mostly be worried about someone who felt really strongly against it. Have you only used EViews while under the gun to complete an assignment? This is of course to say nothing of many other time series related problems in R, but I'll stop here for now.

#Eviews 9 student version saving issue software

There is no defending software that has problems with a function as basic and as important as lagging a time series variable. The output from this use of lag() is literally unusable) (names like 'x.lag-1' which, when referenced, is interpreted as a subtraction and not a name. Lagging multiple zoo variables produces variables with *unusable names*. Lagging multiple xts variables produces variables with unintuitive names Lagging multiple ts variables can not be done. There are even more problems if you want to create lags of multiple variables. And these are problems with just lagging one variable at a time.

The amount of time spent learning and working around these inconsistent behaviors is a huge waste. The base function lag() returns a lead by default For econometrics this has to be a deal breaker.Д®xamples: The base function lag() will not work on xts objects By which I mean the poor functionality of the lag function in R is egregious and is especially prone to inconsistent behavior.

I wouldn't say this in a general stats sub, but since we're in r/econometrics in particular, I have to say there is no way you can call R 'one of the better ones'. I've started teaching myself R since it's one of the better ones