RATS 9.0 Release Notes

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Version 9.0

The following are the main changes from version 8.3 to 9.0.

•FUNCTION references can now be provided as options or parameters for procedures

•SPGRAPH can now have keys outside the content.

•XLSX is now available as an output format on COPY, WRITE, REPORT, PRTDATA and file export operations.

•GARCH instruction adds VARIANCES=KOUTMOS for the variances in MV=CC, DCC, etc.

•GARCH instruction adds STDRESIDS option for standardized residuals with STANDARD option to control the method of standardization.

•IMPULSE has FLATTEN option for more easily saving into %%RESPONSES in Monte Carlo methods and the FACTOR option can accept reduced numbers of columns (shocks).

•HEIGHT and WIDTH added to GRPARM for standardized sizing

•GRAPH has SERIES option which can take a VECTOR of SERIES or a VECT[INTEGER] with series handles as input

•GRAPH(STYLE=STACKED) can handle mix of positive and negative values.

•ORG=MULTILINE added to DATA.

•SHUFFLE option added to EXTREMUM, STATISTICS, CMOMENT.

•TITLE options added to CXTREMUM, EXTREMUM and STATISTICS.

•DERIVES option added to DDV, LDV, LGT and PRB.

•DISPLAY now has WIDTH option

•DISPLAY can show LIST and HASH aggregate types and MODEL type

•BOOT adds METHOD=CIRCULAR for circular block bootstrapping

•DOFOR defines %DOFORPASS which is the pass counter

•SWEEP adds IBETA option

•%NDFJ defined for instrumental variables estimators

•IWMATRIX option added to LINREG, NLLS, AR1, NLSYSTEM, SUR.

•ISW matrix option added to NLSYSTEM and SUR.

•%LOGL defined by NLSYSTEM

•THEIL has a FORECASTS option which allows you to input forecasts generated using other methods.

•Functions %ONES,%REGLABELS and %RANMVPOSTHB added.

•DENSITY wizard has SMOOTHING field

•NPREG wizard has SMOOTHING field

•The Autocorrelations wizard has been expanded

•The Cross correlations wizard has been expanded

•Lumsdaine-Papell test added to Unit Root Test Wizard.

•Improved diagnostics for attempts to access out-of-range array elements.

•Improved information on mistyped identifiers (lists possible near-matches)

Version 8.3

This update included a new editor which has additional helpful features.

•You'll notice that there is now a left shaded border. On the Edit menu and on the popup menu, there are several new operations which use a "marker". This allows you to set a (line) location to which you can return easily. The marked line is shown with a circle in the border.

•Undo and redo operations are grouped differently.With 8.2, every character typed had to be "undone" separately. 8.3 groups all typing (including deletions) together. If this is interrupted (by, for instance, running instructions), the old undo group is ended and a new one begun.

•The editor includes a "bracket-matcher" which highlights (in green) matching pairs of () {} as you type or cursor over them and highlights (in red) unmatched punctuation.

The editor interface now runs in a separate "thread" from the part of RATS which actually executes the statistical instructions. So if you select a time-consuming program and execute it, you will notice that you can do operations like exporting and printing graphs, and reloading and operating with reports without the lengthy delays that you would have with 8.2. 8.2 and earlier versions of RATS would only occasionally check whether there were any interface operations, usually between instructions. With a multi-processor computer, the two threads will probably be assigned to different processors, so one can work full time on the calculations. As a result, from what we've seen, 8.3 runs about 10% faster than 8.2.