An Eviews workfile reader written in Python

On a side note …

In the video below, I show in action the Eviews workfile (*.wf1) reader I wrote in Python.

There is almost no information on the Eviews workfiles format (it is proprietary after all…). The only resource I found out on the internet is located here: EViews workfile format . But, I cannot say it actually helped me a lot. My understanding of how Eviews files are structured and the way data can (must?) then be extracted (the ‘algorithm’) are very different, to be honest. This probably relates to Eviews versions. The workfiles I worked on were created with Eviews 8.

For the time being, the time series contained in an Eviews workfile are all returned in a single pandas.DataFrame object. Alternatively, it could return a given series (or set of series) depending on user’s need, which is easy to implement.

There is quite a lot of information contained in Eviews workfiles that I have even not tried to ‘decode’ eg extracting dates of the last updates. I just don’t care about it.  My goal here was exporting the time series/observations to Python.

Et voilà!