The RATS Software Forum
A Forum for RATS Software and Econometrics Discussions
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Use this forum to post complete RATS "procedures". Please be sure to include instructions on using the procedure and detailed references where applicable.
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RATS Version 10
by TomDoan » Tue Jun 06, 2017 12:04 pm- 0 Replies
- 256108 Views
- Last post by TomDoan
Tue Nov 20, 2018 12:05 am
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- RATS 10: Free Trial Version
by moderator » Tue Sep 25, 2012 5:10 pm - 0 Replies
- 322975 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
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- STRUCTRESIDS—Structural Innovations
by TomDoan » Thu Jun 07, 2007 3:31 pm - 2 Replies
- 6202 Views
- Last post by TomDoan
Sun Jan 17, 2021 5:57 am
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- IMPACTSIGNFLIP—Procedure for standardizing impact signs
by TomDoan » Wed Nov 01, 2017 1:26 pm - 0 Replies
- 1826 Views
- Last post by TomDoan
Wed Dec 30, 2020 11:24 am
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- SHORTANDLONG—Factors with short and long-run restrictions
by TomDoan » Fri Jun 17, 2011 11:52 am - 0 Replies
- 6180 Views
- Last post by TomDoan
Wed Dec 30, 2020 11:24 am
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- UFORERRORS—Analysis of (univariate) forecast errors
by TomDoan » Mon Aug 13, 2018 12:37 pm - 8 Replies
- 6548 Views
- Last post by ac_1
Sun Dec 06, 2020 8:13 am
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- a question on @DISAGGREGATE
by hardmann » Sun Nov 01, 2020 12:26 am - 3 Replies
- 597 Views
- Last post by hardmann
Mon Nov 09, 2020 10:47 am
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- NBERCycles—Generates dummies for NBER Cycles
by TomDoan » Sat May 16, 2009 11:51 am - 0 Replies
- 4787 Views
- Last post by TomDoan
Mon Sep 21, 2020 12:46 pm
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- MSREGRESSION—Markov switching regression
by TomDoan » Wed Sep 21, 2011 1:09 pm
- 12 Replies
- 12786 Views
- Last post by TomDoan
Sun Jul 26, 2020 10:54 am
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- APBREAKTEST—General test for breaks in linear regression
1, 2 by TomDoan » Thu May 28, 2015 9:24 pm
- 18 Replies
- 17696 Views
- Last post by TomDoan
Mon Jun 08, 2020 10:33 am
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- PPUNIT—Phillips Perron Unit Root Test
by TomDoan » Fri Aug 30, 2019 2:14 pm - 2 Replies
- 1922 Views
- Last post by TomDoan
Thu May 28, 2020 9:27 am
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- PERRONBREAKS—Unit Roots with Structural Breaks
by TomDoan » Sat Sep 24, 2011 9:20 am - 11 Replies
- 12208 Views
- Last post by jhusein
Wed May 20, 2020 11:11 am
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- MCPROCESSIRF—Calculation of bands for IRF's
by TomDoan » Wed Mar 23, 2011 7:11 pm - 0 Replies
- 8724 Views
- Last post by TomDoan
Sun Jan 05, 2020 9:33 pm
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- VARLAGSELECT—Automatic lag selection in a VAR
1, 2 by TomDoan » Tue Nov 13, 2012 9:15 am
- 27 Replies
- 21894 Views
- Last post by PeterF
Sun Jan 05, 2020 3:08 pm
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- EGTEST—Engle-Granger test for cointegration
by TomDoan » Tue Jan 06, 2015 1:19 pm - 0 Replies
- 5720 Views
- Last post by TomDoan
Wed Oct 30, 2019 10:46 am
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- EGTESTRESIDS—Engle-Granger Cointegration Test
by TomDoan » Fri Nov 04, 2011 12:22 pm - 0 Replies
- 3959 Views
- Last post by TomDoan
Wed Oct 30, 2019 10:18 am
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- ARMADLM—State-space representation for ARMA model
by TomDoan » Tue Oct 01, 2019 9:33 am - 0 Replies
- 1885 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:33 am
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- RGSE—Semi-parametric estimator of long-memory parameter
by TomDoan » Tue Jul 03, 2012 4:52 pm - 0 Replies
- 4019 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:28 am
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- GPH—Geweke-Porter-Hudak estimator for frac diff
by TomDoan » Tue Jan 20, 2015 11:37 am - 0 Replies
- 3063 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:27 am
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- AGFRACTD—Andrews-Guggenberger estimator
by TomDoan » Tue Jan 20, 2015 11:42 am - 0 Replies
- 3078 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:27 am
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- ADTEST—Anderson-Darling test
by TomDoan » Thu May 28, 2015 9:22 pm - 0 Replies
- 2368 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:25 am
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- REGCORRS—Autocorrelation analysis for residuals
by TomDoan » Tue Oct 01, 2019 9:13 am - 0 Replies
- 1526 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:13 am
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- BJIDENT—Procedure to help with identifying ARIMA model
by TomDoan » Tue Oct 01, 2019 9:09 am - 0 Replies
- 1520 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:09 am
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- ACF—Performs autocorrelation analysis
by TomDoan » Tue Oct 01, 2019 9:05 am - 0 Replies
- 1503 Views
- Last post by TomDoan
Tue Oct 01, 2019 9:05 am
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- HEGY—Hylleberg, et. al seasonal unit root test
by TomDoan » Tue Oct 01, 2019 8:58 am - 0 Replies
- 1487 Views
- Last post by TomDoan
Tue Oct 01, 2019 8:58 am
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- GMAutoFit—Selects multiplicative seasonal ARIMA model
by TomDoan » Mon Feb 16, 2009 5:04 pm - 0 Replies
- 4448 Views
- Last post by TomDoan
Thu Sep 26, 2019 12:20 pm
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