pyeviews ?

[josef...@gmail.com]

http://www.eviews.com/download/whitepapers/pyeviews.pdf
https://pypi.python.org/pypi/pyeviews

"The purpose of the pyeviews package is to make it easier for EViews
and Python to talk to each other, so Python programmers can use the
econometric engine of EViews directly from Python."

curiouser and curiouser

found while searching for examples for engle granger cointegration test.

there is also a "Using R with EViews"
The COM interface is likely Windows only.

(based on my recent browsing, Eviews looks better than Stata for time
series analysis, but not as good as PcGive.)

Josef