RATS 11
RATS 11

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RATS 11 Release Notes

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The following are changes in version 11 compared with version 10. For changes that came in with Version 10, see RATS 10 Release Notes.

 

Projects (11.0)

This is a new file type which allows you to organize a set of calculations into a single easily portable "zip" file.

 

RGFZ format for graphs (11.0)

The standard format for graphs has been changed to a Zipped JSON format.

 

RRFZ format for reports (10.1)

Reports can now be saved in a format which allows them to be reloaded into RATS.

 

Preferences (10.1,11.0)

This now includes options for adjusting the size of the interface font for most (non-text-edit) windows, as well as adjusting all fonts sizes based upon Accessibility/Ease of Use settings from the operating system. (The old Editor tab is now split between Interface and Editor tabs).

 

Dark/High-Contrast Mode (11.0)

RATS now changes the color schemes for most windows (except graphs) based upon the choices for Dark Mode (in Macintosh and UNIX) and High-Contrast appearance in Windows.

 

Text Edit Window (10.1)

Now includes line numbering, and the Edit menu includes Go To operations to navigate to a specific line number (either direct jump or relative to the current position). Also allows for "colorizing" RATS syntax elements.

 

CALENDAR scheme with irregular input dates (10.0,10.1)

CALENDAR with the JULIAN option can take an input series with coded date information to allow dates to be included in graphs, and allow date notation and date functions to refer to entries. There are several new functions to compute the date coding, plus the JULIAN option on DATA which can pull it off the date information on the file (if it's available). With 10.1, the Data (Other Formats) Wizard can create the required options.

 

 

JPEG graphics (10.1)

JPEG (Joint Photographic Expert Group) format is is now available as an export format for graphics which can be used on the File—Save As... or File—Export... menu operations, or as a format in GSAVE.

 

URL's reading  (10.1)

For files that read data or text, you can now use URL's (beginning with HTTP, HTTPS, FTP, SFTP or FILE) to access data directly from websites. (FTP, SFTP and FILE were added with 10.1). For instance,

 

cal(m) 1991:1

*

* Import German New Manufacturing Order Index directly from the Deutsche Bundesbank

*

open data "https://api.statistiken.bundesbank.de/rest/download/BBDE1/M.DE.Y.AEA1.A2P300000.F.C.I15.L?format=csv&lang=en"

data(format=cdf,nolabels,org=col,skiplines=10,right=2) 1991:1 * neword

 

fetches a series from the Bundesbank's web site and gives it the name NEWORD. The end of the range is left open, so this will automatically expand the range based upon what's on the web site.

 

 

source http://estima.com/procedures/dfunit.src


pulls whatever is the current @DFUNIT procedure off the Estima web site.

 

CMOMENT instruction (11.0)

Now defines the %SCALEV VECTOR which provides the conversion factors used in converting a raw cross product matrix to correlations.

 

DENSITY instruction (11.0)

Now includes the SHUFFLE option for bootstrapping.

 

ERRORS instruction (10.1, 11.0)

The input MODEL can include FRML's if the FRML's are of a simple linear form (10.1)

 

The ACCUMULATE option was added for accumulating results (impulse responses prior to computing the variances) for series which were in the model in differenced form (10.1)

 

TITLE option was added to allow you to add a title over the displayed forecasts (11.0)

VARIABLES option was added to allow relabeling the dependent variables in the displayed output (11.0)

 

FORECAST instruction (11.0)

TITLE option was added to allow you to add a title over the displayed forecasts.

ACCUMULATE option was added for accumulating series which were in the model in differenced form.

 

HISTORY instruction (11.0)

TITLE option was added to allow you to add a title over the displayed data decomposition.

ACCUMULATE option was added for accumulating contributions to series which were in the model in differenced form.

VARIABLES option was added to allow relabeling the dependent variables in the displayed output.

 

IMPULSE instruction (10.1,11.0)

The ACCUMULATE option was added for accumulating results for series which were in the model in differenced form (10.1).

TITLE option was added to allow you to add a title over the displayed responses (11.0)
VARIABLES option was added to allow relabeling the dependent variables in the displayed output (11.0)

 

LINREG instruction (11.0)

With CMOM option, inherits SHUFFLE option from corresponding CMOMENT instruction.

The HC1 option was added for adjusting robust error calculation for degrees of freedom.

 

NLLS instruction (11.0)

The HC1 option was added for adjusting robust error calculation for degrees of freedom.

 

NPREG instruction (11.0)

Now includes the SHUFFLE option for bootstrapping.

 

OS instruction (11.0)

This is a new instruction for running external commands.

 

PLS instruction (11.0)

PLS is a new instruction for doing Penalized Least Squares (ridge regression or LASSO)

 

PRINT instruction (11.0)

TITLE option was added to allow you to add a title over the displayed data.

 

SCATTER instruction (11.0)

X and Y options were added to allow scatter graphs from matrices rather than series.

 

SYMBOLS option was added to provide symbol mappings when the X and Y options are used.

 

SIMULATE instruction (11.0)

TITLE option was added to allow you to add a title over the displayed simulated data.

ACCUMULATE option was added for accumulating series which were in the model in differenced form.

 

SSTATS instruction (11.0)

Now includes the SHUFFLE option for bootstrapping.

 

STEPS instruction (11.0)

TITLE option was added to allow you to add a title over the displayed forecasts.

 

UFORECAST instruction (11.0)

TITLE option was added to allow to add a title over the displayed forecasts.

 

 Functions

 

%binomialcdf(k,n,p) — Cumulative Binomial Distribution (10.1)

Returns the cumulative distribution of a binomial (number of successes \(\le k\) given \(n\) trials with probability \(p\).

 

Argument types:

Non-negative integers (\(k\) and \(n\)), real \(p\) in [0,1].

Returns type:

Real

 

 

%binomialk(k,n,p) — Binomial Distribution Function (10.1)

Returns the probability function for a binomial (number of successes equal to \(k\) given \(n\) trials with probability \(p\).

 

Argument types:

Non-negative integers (\(k\) and \(n\)), real \(p\) in [0,1].

Returns type:

Real

 

 

%irfflatten(irf) — Flatten Impulse Responses (10.1)

Takes a RECT[SERIES] of impulse responses and "flattens" it into the proper form for saving as an element in the %%RESPONSES array.

 

Argument type:

RECT[SERIES] of impulse responses. The number of rows is the number of variables, the number of columns is the number of shocks.

Returns type:

RECT


%irfflattenx(flattened,step,model) — Extract from Flattened Impulse Responses (11.0)

Takes a "flattened" IRF matrix (typically an element of %%RESPONSES) and returns the matrix of responses at a chosen step.

 

Argument types:

flattened is a RECTANGULAR with dimensions (number of variables times number of shocks) by number of IRF steps. step is the desired step (1-based). model is the model used in creating the IRF's.

Returns type:

RECT


Copyright © 2025 Thomas A. Doan