The RATS Software Forum
A Forum for RATS Software and Econometrics Discussions
RATS Version 10.0 (new)!!
RATS Documentation
RATS Help
Trial Version
RATS Procedures
Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
-
- Announcements
- Replies
- Views
- Last post
-
RATS Version 10
by TomDoan » Tue Jun 06, 2017 12:04 pm- 0 Replies
- 229831 Views
- Last post by TomDoan
Tue Nov 20, 2018 12:05 am
-
- RATS 10: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 307200 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
-
- Topics
- Replies
- Views
- Last post
-
- NBERCycles—Generates dummies for NBER Cycles
by TomDoan » Sat May 16, 2009 11:51 am - 0 Replies
- 4560 Views
- Last post by TomDoan
Mon Sep 21, 2020 12:46 pm
-
- MSREGRESSION—Markov switching regression
by TomDoan » Wed Sep 21, 2011 1:09 pm
- 12 Replies
- 12079 Views
- Last post by TomDoan
Sun Jul 26, 2020 10:54 am
-
- APBREAKTEST—General test for breaks in linear regression
1, 2 by TomDoan » Thu May 28, 2015 9:24 pm
- 18 Replies
- 13370 Views
- Last post by TomDoan
Mon Jun 08, 2020 10:33 am
-
- PPUNIT—Phillips Perron Unit Root Test
by TomDoan » Fri Aug 30, 2019 2:14 pm - 2 Replies
- 1667 Views
- Last post by TomDoan
Thu May 28, 2020 9:27 am
-
- PERRONBREAKS—Unit Roots with Structural Breaks
by TomDoan » Sat Sep 24, 2011 9:20 am - 11 Replies
- 11515 Views
- Last post by jhusein
Wed May 20, 2020 11:11 am
-
- MCPROCESSIRF—Calculation of bands for IRF's
by TomDoan » Wed Mar 23, 2011 7:11 pm - 0 Replies
- 8496 Views
- Last post by TomDoan
Sun Jan 05, 2020 9:33 pm
-
- VARLAGSELECT—Automatic lag selection in a VAR
1, 2 by TomDoan » Tue Nov 13, 2012 9:15 am
- 27 Replies
- 20592 Views
- Last post by PeterF
Sun Jan 05, 2020 3:08 pm
-
- EGTEST—Engle-Granger test for cointegration
by TomDoan » Tue Jan 06, 2015 1:19 pm - 0 Replies
- 5529 Views
- Last post by TomDoan
Wed Oct 30, 2019 10:46 am
-
- EGTESTRESIDS—Engle-Granger Cointegration Test
by TomDoan » Fri Nov 04, 2011 12:22 pm - 0 Replies
- 3799 Views
- Last post by TomDoan
Wed Oct 30, 2019 10:18 am
-
- ARMADLM—State-space representation for ARMA model
by TomDoan » Tue Oct 01, 2019 9:33 am - 0 Replies
- 1726 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:33 am
-
- RGSE—Semi-parametric estimator of long-memory parameter
by TomDoan » Tue Jul 03, 2012 4:52 pm - 0 Replies
- 3860 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:28 am
-
- GPH—Geweke-Porter-Hudak estimator for frac diff
by TomDoan » Tue Jan 20, 2015 11:37 am - 0 Replies
- 2872 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:27 am
-
- AGFRACTD—Andrews-Guggenberger estimator
by TomDoan » Tue Jan 20, 2015 11:42 am - 0 Replies
- 2901 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:27 am
-
- ADTEST—Anderson-Darling test
by TomDoan » Thu May 28, 2015 9:22 pm - 0 Replies
- 2210 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:25 am
-
- REGCORRS—Autocorrelation analysis for residuals
by TomDoan » Tue Oct 01, 2019 9:13 am - 0 Replies
- 1373 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:13 am
-
- BJIDENT—Procedure to help with identifying ARIMA model
by TomDoan » Tue Oct 01, 2019 9:09 am - 0 Replies
- 1374 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:09 am
-
- ACF—Performs autocorrelation analysis
by TomDoan » Tue Oct 01, 2019 9:05 am - 0 Replies
- 1347 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:05 am
-
- HEGY—Hylleberg, et. al seasonal unit root test
by TomDoan » Tue Oct 01, 2019 8:58 am - 0 Replies
- 1330 Views
- Last post by TomDoan
Tue Oct 01, 2019 8:58 am
-
- GMAutoFit—Selects multiplicative seasonal ARIMA model
by TomDoan » Mon Feb 16, 2009 5:04 pm - 0 Replies
- 4274 Views
- Last post by TomDoan
Thu Sep 26, 2019 12:20 pm
-
- BJAUTOFIT—Automated selection of ARMA model
by TomDoan » Thu Sep 26, 2019 12:18 pm - 0 Replies
- 1275 Views
- Last post by TomDoan
Thu Sep 26, 2019 12:18 pm
-
- HURST—calculates Hurst exponent
by TomDoan » Wed Mar 12, 2014 8:39 am - 0 Replies
- 4032 Views
- Last post by TomDoan
Fri Sep 06, 2019 11:21 am
-
- SPUNIT—Schmidt-Phillips unit root test
by TomDoan » Fri Aug 30, 2019 2:12 pm - 0 Replies
- 1365 Views
- Last post by TomDoan
Fri Aug 30, 2019 2:12 pm
-
- KPSS—Kwiatowksi et al Unit Root Test
by TomDoan » Mon Jun 04, 2012 8:11 pm
- 2 Replies
- 7536 Views
- Last post by TomDoan
Fri Aug 30, 2019 1:27 pm
-
- ERSTEST—Elliott-Rothenberg-Stock unit root test
by TomDoan » Fri Aug 30, 2019 1:18 pm - 0 Replies
- 1283 Views
- Last post by TomDoan
Fri Aug 30, 2019 1:18 pm
Who is online
Users browsing this forum: No registered users and 3 guests
Forum permissions
You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum