[求助]Software: Rats

I will send you guys the software once my computer recover from the collapse of hard driver.

I will send you guys the software once my computer recover from the collapse of hard driver.

我有兴趣，jaho711@yahoo.com.tw 谢谢！

calendar 1960 1 12 allocate 1999:9

open data basics.wks data(format=wks,org=cols) / rate

graph(key=upleft) # rate

* Compute and graph autocorrelations: correlate(partial=rpcorrs,number=35) rate / rcorrs graph(key=below,style=bar,nodates,min=-1.0,max=1.0,number=1) 2 # rcorrs 2 36 # rpcorrs 2 36

* Now do same with first differences: diff rate / rdiff

Output

calendar 1960 1 12 allocate 1999:9

open data basics.wks data(format=wks,org=cols) / rate

graph(key=upleft) # rate

* Compute and graph autocorrelations: correlate(partial=rpcorrs,number=35) rate / rcorrs graph(key=below,style=bar,nodates,min=-1.0,max=1.0,number=1) 2 # rcorrs 2 36 # rpcorrs 2 36

* Now do same with first differences: diff rate / rdiff ## SR12. We recommend File-Clear Program or END xxx before ALLOCATE Correlations of Series RATE Monthly Data From 1960:01 To 1996:02 Autocorrelations 1: 0.98055431 0.95051044 0.92498083 0.90342788 0.88350434 0.86142382 7: 0.84639269 0.83887000 0.82737070 0.80777678 0.78555010 0.76355072 13: 0.74567072 0.72647154 0.70060134 0.67871385 0.65647312 0.63040020 19: 0.60039965 0.57116934 0.55121731 0.53758753 0.52416712 0.51106778 25: 0.49991597 0.48940033 0.47633568 0.45808047 0.43788511 0.41997145 31: 0.40399840 0.39009508 0.37722978 0.36677371 0.35817541

Partial Autocorrelations 1: 0.9805543 -0.2850007 0.1917198 -0.0024184 0.0221206 -0.0760231 7: 0.2521125 0.0412822 -0.1553906 -0.1035789 0.0350462 -0.0812726 13: 0.1119073 -0.0743396 -0.1632285 0.1274379 -0.1850215 -0.0635427 19: -0.0452570 0.1183718 0.0620811 0.0609881 0.0335901 0.0139284 25: 0.0149623 0.0443839 -0.0423606 0.0045004 -0.0248163 -0.0789235 31: 0.0475247 0.0205280 0.0118070 0.0077386 -0.0209824

• Information
  • RATS Overview
  • Availability - where to find RATS
  • Sales - how to buy RATS
  • Licensing RATS
• Support
  • Local Resources
    • RATS Interactive Execution
    • RATS Non-Interactive Execution
    • RATS Sample Program
    • RATS Sample Data
  • Web Resources for RATS
    • RATS Vendor's Page
• See Also
  • Statistics Sites

[此贴子已经被作者于2005-2-15 10:00:43编辑过]

The Basics of WinRATS

http://www.hkbu.edu.hk/~billhung/econ2170/rats1.html

thanks very much

Programs written forRATS to accompanying the book by Johnson & DiNardo

http://www2.fe.uc.pt/~jasa/estudos/Rats.pdf