RATS Programming Manual

This is an update of the RATS Programming Manual written in 2003 by Walter Enders. That was, and this is, a free “e-book” designed to help you learn better how to use the more advanced features of RATS. Much has changed with RATS over the intervening years. It has new data types, more flexible graphics and report-building capabilities, many new and improved procedures, countless new example files.

And the practice of econometrics has changed as well. It’s much more common (and almost expected) to use more “computational intensive” methods, such as simulations and bootstrapping, sample stability analysis, etc. These techniques will often require use of programming beyond the “pre-packaged” instructions and procedures, and that’s what this e-book is here to explain. The econometrics used in the illustrations is drawn from Enders (2014), but there is no direct connection between the content of this e-book and the textbook. If you have questions about the underlying statistical methods, that book would be your best reference.

Because the goal is to help you understand how to put together usable programs, we've included the full text of each example in this book. And the running examples are also available as separate files.