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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ARAutolags—procedure for choosing lags in an AR
by TomDoan » Wed Feb 25, 2009 2:00 pm
- 0 Replies
- 49425 Views
- Last post by TomDoan
Thu Aug 31, 2023 12:32 pm
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LAGPOLYROOTS—Complex roots of polynomial
by TomDoan » Thu Aug 31, 2023 11:50 am
- 0 Replies
- 6155 Views
- Last post by TomDoan
Thu Aug 31, 2023 11:50 am
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ENDERSGRANGER—Enders-Granger Threshold Unit Root Test
by TomDoan » Fri Nov 04, 2011 1:28 pm
- 1 Replies
- 14631 Views
- Last post by ege_man
Thu Aug 31, 2023 11:43 am
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MCGRAPHIRF—graphing end for error bands for IRF's
by TomDoan » Wed Mar 23, 2011 5:29 pm
- 8 Replies
- 36055 Views
- Last post by TomDoan
Tue Jul 25, 2023 8:00 am
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MCPROCESSIRF—Calculation of bands for IRF's
by TomDoan » Wed Mar 23, 2011 7:11 pm
- 0 Replies
- 19240 Views
- Last post by TomDoan
Tue Jul 25, 2023 8:00 am
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MCVARDoDraws—Procedure for drawing IRF's by Monte Carlo
by TomDoan » Fri Jul 17, 2009 3:07 pm
- 24 Replies
- 55679 Views
- Last post by TomDoan
Tue Jul 25, 2023 7:59 am
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VARBOOTSETUP,VARBOOTDRAWS procedures
by TomDoan » Sat Aug 02, 2014 11:47 am
- 0 Replies
- 11054 Views
- Last post by TomDoan
Tue Jun 13, 2023 7:53 pm
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QFM--estimation of quantile factor model
by tclark » Fri May 12, 2023 3:58 pm
- 0 Replies
- 6899 Views
- Last post by tclark
Fri May 12, 2023 3:58 pm
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APGRADIENTTEST—general Andrews-Ploberger tests
by TomDoan » Tue Nov 30, 2010 12:16 pm
- 0 Replies
- 12841 Views
- Last post by TomDoan
Mon May 08, 2023 8:34 am
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APBREAKTEST—General test for breaks in linear regression
by TomDoan » Thu May 28, 2015 9:24 pm
- 18 Replies
- 61385 Views
- Last post by TomDoan
Mon May 08, 2023 8:32 am
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CVSTABTEST—Test for stability in a covariance matrix
by TomDoan » Tue Mar 20, 2018 4:41 pm
- 0 Replies
- 9671 Views
- Last post by TomDoan
Mon May 08, 2023 8:31 am
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FLUX—General Nyblom fluctuations test
by TomDoan » Fri Feb 03, 2012 10:58 am
- 4 Replies
- 19982 Views
- Last post by TomDoan
Mon May 08, 2023 8:30 am
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CUSUMTESTS—CUSUM Model Stability Tests
by TomDoan » Mon May 08, 2023 8:27 am
- 0 Replies
- 6458 Views
- Last post by TomDoan
Mon May 08, 2023 8:27 am
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WESTCHOTEST—Robust serial correlation test
by TomDoan » Mon May 07, 2012 4:43 pm
- 0 Replies
- 12700 Views
- Last post by TomDoan
Mon Apr 17, 2023 10:59 am
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ACF—Performs autocorrelation analysis
by TomDoan » Tue Oct 01, 2019 9:05 am
- 0 Replies
- 9495 Views
- Last post by TomDoan
Mon Apr 17, 2023 10:58 am
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BJIDENT—Procedure to help with identifying ARIMA model
by TomDoan » Tue Oct 01, 2019 9:09 am
- 0 Replies
- 9580 Views
- Last post by TomDoan
Mon Apr 17, 2023 10:56 am
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BJTRANS—Aid for choosing preliminary transformation in ARIMA
by TomDoan » Mon Apr 17, 2023 10:54 am
- 0 Replies
- 6634 Views
- Last post by TomDoan
Mon Apr 17, 2023 10:54 am
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BJDIFF—Aid for choosing differencing options in ARIMA
by TomDoan » Mon Apr 17, 2023 10:39 am
- 0 Replies
- 6649 Views
- Last post by TomDoan
Mon Apr 17, 2023 10:39 am
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BJAUTOFIT—Automated selection of ARMA model
by TomDoan » Thu Sep 26, 2019 12:18 pm
- 0 Replies
- 9549 Views
- Last post by TomDoan
Mon Apr 17, 2023 10:29 am
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GMAutoFit—Selects multiplicative seasonal ARIMA model
by TomDoan » Mon Feb 16, 2009 5:04 pm
- 0 Replies
- 12769 Views
- Last post by TomDoan
Mon Apr 17, 2023 10:29 am
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PANELFM—Pedroni(2000) fully-modified estimator
by TomDoan » Thu Aug 13, 2015 4:14 pm
- 4 Replies
- 20732 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
- 16274 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
- 11950 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
- 18122 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
- 17414 Views
- Last post by telo
Wed Nov 09, 2022 3:10 am
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