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TopicRATS FeaturesRATS Level
Textbook

File Name Description RATS Level
enders_3.zip
enders_4.zip
enders4p056.rpfMoving average representation (theoretical)Intermediate
enders4p070.rpfARMA modelsIntermediate
enders4p088.rpfARMA models, forecastingAdvanced
enders4p098.rpfSeasonal ARMA modelsBasic
enders4p103.rpfARMA models;Chow testBasic
enders4p106.rpfRecursive least squares;threshold regressionIntermediate
enders4p111.rpfCombining forecastsAdvanced
enders4p134.rpfGARCH modelIntermediate
enders4p136.rpfGARCH model with variance shiftIntermediate
enders4p137.rpfARMA-GARCH model; IGARCH modelIntermediate
enders4p158.rpfGARCH; IGARCH; EGARCH; GARCH-M modelsIntermediate
enders4p169.rpfMultivariate GARCHIntermediate
enders4p173.rpfGARCH model, volatility impulse responseAdvanced
enders4p181.rpfDeterministic trend modelsBasic
enders4p186.rpfSimulation of various trend modelsBasic
enders4p210.rpfUnit root testBasic
enders4p211.rpfUnit root testIntermediate
enders4p219.rpfUnit root tests/lag lengthIntermediate
enders4p226.rpfSeasonal unit root test (HEGY)Intermediate
enders4p233.rpfUnit root test with breaksBasic
enders4p245.rpfPanel unit root testIntermediate
enders4p251.rpfBeveridge-Nelson decompositionIntermediate
enders4p252.rpfBeveridge-Nelson decompositionIntermediate
enders4p254.rpfHodrick-Prescott filterBasic
enders4p260.rpfGraph of dataBasic
enders4p278.rpfTransfer function model; impulse response to exogenous variableIntermediate
enders4p309.rpfVector AutoregressionIntermediate
enders4p322.rpfStructural VAR (SVAR)Intermediate
enders4p364.rpfCointegration tests; Enders-Granger testsIntermediate
enders4p375.rpfSimulation of cointegrated modelsIntermediate
enders4p389.rpfCointegration, estimation by MLAdvanced
enders4p397.rpfCointegration; Enders-Granger; MLAdvanced
enders4p422.rpfSimulation of models with breaksBasic
enders4p432.rpfStructural breaks in linear modelBasic
enders4p436.rpfThreshold modelIntermediate
enders4p446.rpfNeural networkBasic
enders4p449.rpfSTAR modelAdvanced
enders4p457.rpfTAR model, Generalized Impulse ResponseAdvanced
enders4p458.rpfTAR model, Bootstrap forecastsAdvanced
enders4p464.rpfThreshold unit root test; Enders-Granger testAdvanced
enders4p468.rpfStructural breaks in linear modelBasic
enders4p470.rpfStructural breaks in linear modelBasic
enders4p472.rpfLSTAR model vs Structural BreaksIntermediate