这个在eviews的操作手册里有讲到，具体见user guide II chapter two, Page 40。一般来说 最常用的是inverse std. dev, scaling 选为 default 就可以了。
“Unless there is good reason to do so, we recommend that you employ Inverse std.
dev. weights with EViews default scaling, even if it means you must transform your
weight series. The other weight types and scaling methods were introduced in EViews
7, so equations estimated using the alternate settings may not be read by prior versions
of EViews.” 但愿对你有用

顶起，希望有人能够帮忙解答