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Glossary

Eviews Glossary

  • ! = "bang" (so the control variable !i is called "bang eye")
  • AF = add factor
  • AR = autoregressive
  • Coefs = coefficients
  • Endo = endogenous
  • Endovars = endogenous variables
  • Eqn = equation
  • Exo = exogenous
  • Exovars = exogenous variables
  • Fexovars = Future realizations of Exogenous Variables
  • LHS = left hand side
  • Obs = observations
  • RHS = right hand side
  • S = scenario/scenarios
  • SD = standard deviation
  • SS = solution set
  • Vals = values
  • VAR = vector autoregression
  • Vars = variables

NOTE: References to page numbers are given either as a book page (the number printed on the page) or as the PDF page (the page number in the PDF file).
The section in italics walks through an example model given in the user guide.

Stress Testing Glossary

  • Actuals = "Raw data" (I.e. not forecasts)

  • CCAR = "Comprehensive Capital Analysis Review" (US Stress testing framework, linked to DFAST)

  • DFAST = "Dodd-Frank Act Stress Test" (legal framework under which CCAR is done)

  • EWST = "Enterprise Wide Stress Test" (TD internal stress testing framework)

  • MST = "Macro Stress Test" (Canadian stress testing frame work, linked to OSFI)

  • OSFI = "Office of the Superintendent of Financial Institutions" (regulates financial institutions in Canada)