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
- 442052 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
- 497458 Views
- Last post by moderator
Wed Mar 27, 2013 12:39 pm
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- PANELFM—Pedroni(2000) fully-modified estimator
by TomDoan » Thu Aug 13, 2015 4:14 pm - 4 Replies
- 9131 Views
- Last post by TomDoan
Thu Jan 12, 2023 12:03 pm
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- SHORTANDLONG—Factors with short and long-run restrictions
by TomDoan » Fri Jun 17, 2011 11:52 am - 0 Replies
- 9533 Views
- Last post by TomDoan
Thu Jan 12, 2023 11:55 am
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- SWDOLS—Stock-Watson Dynamic OLS Estimator
by TomDoan » Thu May 05, 2011 11:50 am - 0 Replies
- 5281 Views
- Last post by TomDoan
Sun Dec 25, 2022 12:37 pm
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- NBERCycles—Generates dummies for NBER Cycles
by TomDoan » Sat May 16, 2009 11:51 am - 3 Replies
- 9442 Views
- Last post by hardmann
Tue Nov 22, 2022 11:49 pm
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- ERSTEST—Elliott-Rothenberg-Stock unit root test
by TomDoan » Fri Aug 30, 2019 1:18 pm - 3 Replies
- 9079 Views
- Last post by telo
Wed Nov 09, 2022 3:10 am
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- DENTON—proportional Denton method
by TomDoan » Wed Feb 06, 2008 3:11 pm - 2 Replies
- 7999 Views
- Last post by TomDoan
Thu Aug 25, 2022 4:19 pm
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- GRIDSERIES—Create series equally spaced on grid
by TomDoan » Mon Aug 01, 2022 12:16 pm - 0 Replies
- 1959 Views
- Last post by TomDoan
Mon Aug 01, 2022 12:16 pm
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- UFORERRORS—Analysis of (univariate) forecast errors
by TomDoan » Mon Aug 13, 2018 12:37 pm - 12 Replies
- 15510 Views
- Last post by TomDoan
Tue May 03, 2022 12:40 pm
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- SPUNIT—Schmidt-Phillips unit root test
by TomDoan » Fri Aug 30, 2019 2:12 pm - 0 Replies
- 4778 Views
- Last post by TomDoan
Mon Mar 07, 2022 7:16 pm
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- KPSS—Kwiatowksi et al Unit Root Test
by TomDoan » Mon Jun 04, 2012 8:11 pm
- 2 Replies
- 10827 Views
- Last post by TomDoan
Mon Mar 07, 2022 7:16 pm
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- DFUNIT—Dickey-Fuller Unit Root Test
by TomDoan » Mon Mar 16, 2015 12:34 pm - 4 Replies
- 13036 Views
- Last post by TomDoan
Mon Mar 07, 2022 7:15 pm
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- MSSYSREGRESSION—Markov switching systems regression
by TomDoan » Wed Sep 21, 2011 1:17 pm - 2 Replies
- 12884 Views
- Last post by TomDoan
Fri Sep 24, 2021 8:45 pm
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- MSVARSetup—Markov switching support procedures
by TomDoan » Wed Apr 04, 2018 11:53 am
- 14 Replies
- 14836 Views
- Last post by TomDoan
Fri Sep 24, 2021 8:44 pm
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- MSREGRESSION—Markov switching regression
1, 2 by TomDoan » Wed Sep 21, 2011 1:09 pm
- 16 Replies
- 26313 Views
- Last post by TomDoan
Fri Sep 24, 2021 8:43 pm
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- Adding SE's in @REGACTFIT
by ac_1 » Sun Aug 22, 2021 8:20 am - 1 Replies
- 5134 Views
- Last post by TomDoan
Sun Aug 22, 2021 7:02 pm
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- MANNWHITNEY—Mann-Whitney-Wilcoxon test
by TomDoan » Wed Feb 24, 2016 6:33 pm - 1 Replies
- 5633 Views
- Last post by Frank
Sat Jun 05, 2021 4:17 am
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- LSUnit—Lee-Strazicich unit root test with multiple breaks
1, 2by TomDoan » Wed Mar 05, 2008 6:07 pm - 18 Replies
- 52648 Views
- Last post by TomDoan
Fri Apr 23, 2021 8:54 am
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- STRUCTRESIDS—Structural Innovations
by TomDoan » Thu Jun 07, 2007 3:31 pm - 2 Replies
- 10076 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
- 5173 Views
- Last post by TomDoan
Wed Dec 30, 2020 11:24 am
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- a question on @DISAGGREGATE
by hardmann » Sun Nov 01, 2020 12:26 am - 3 Replies
- 4840 Views
- Last post by hardmann
Mon Nov 09, 2020 10:47 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
- 30289 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
- 5604 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
- 20994 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
- 12360 Views
- Last post by TomDoan
Sun Jan 05, 2020 9:33 pm
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