Winrats 下载 RATS是Regression Analysis of Time Series時間序列回歸分析的縮寫,用於計量經濟時間序列分析,目前已有數十個國家的經濟學者使用本軟體,用盤面Cross sectional data,經濟模型建立,預測等等.
新增模型建立含狀態空間State Space Model,類神經Neural Network Model等22項,時間序列方法方面含卡門濾波Kalman Filter及頻譜分析Spectral analysis,ARIMA等七項.預測方法有提共六種,因此是一個完整的經濟時間序列電腦程式,可滿足您在經濟研究上的需求.
RATS Professional adds the following features not included in the standard version (some features not available on all platforms): Support for the Census Bureau's X11 Seasonal Adjustment procedure. See X11 Seasonal Adjustment for details. Support for reading databases using ODBC and SQL. The ability to read and write FAME format database files (Requires that you have the FAME software for Windows installed on the same system. See www.fame.com for more on the FAME software.) Support for reading CRSP format data files (currently being tested--contact Estima for details)
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What is RATS? Estima develops and sells the RATS (Regression Analysis of Time Series) software package. RATS is a leading econometrics/time-series analysis software package used worldwide by economists and others for analyzing time series and cross sectional data, developing and estimating econometric models, forecasting, and much more.
RATS Econometrics Software RATS (Regression Analysis of Time Series) is a fast, efficient, and comprehensive time series analysis and econometrics software package. RATS makes simple tasks easy to accomplish, while its command-driven interface and extensive programmability also make it a very flexible and powerful tool for more complex applications.
The Windows and Macintosh versions feature an interactive editor that allows you to create, test, and run RATS programs; view, save, and print text and graphs; access on-line help; and much more. While running in interactive mode, you can quickly experiment with different models or procedures, without having to repeat earlier steps each time. The editor also includes an extensive help system (handled as HTML files on the Mac version), toolbar icons for common operations, a "function wizard" for browsing/entering RATS functions, the ability to display information in spreadsheet-style windows, and much more.
To learn more about the RATS interactive mode interface, we invite you to take a Guided Tour of RATS. This is step-by-step tour that introduces the basic elements of the RATS interface and command language.
All versions of RATS also offer batch mode operation. In batch mode, RATS automatically reads and executes instructions from one or more input files, and saves the output to disk.
Our most recent RATS Brochure is available for downloading/viewing in Adobe PDF format. This includes general information on Version 5, a list of features, plus details on the CATS cointegration analysis package and X11 seasonal adjustment module, our econometric textbook offerings, and our database products. This is the same brochure used in our recent AEA mailing.
Use the menu at right to find out more about the leading econometrics software package. For information on our other products, including economic databases and textbooks, an optional feature that adds the Census Bureau's X11 seasonal adjust procedure as a built-in instruction in RATS. Note: This feature is now included in the new "Professional" version of WinRATS and MacRATS. The CATS procedure requires RATS 4.20 or later and is available on all platforms for which RATS is available. The basic price for a copy of CATS is $100. Student discounts are also available. Please see the CATS page for complete details.
The X11 module ,As noted above, the X11 module is now part of the "Professional" version of WinRATS and MacRATS. The Professional version of WinRATS also includes support for reading data from FAME-format databases. The X11 module is still available as an add-on option for UNIX versions of RATS. See X11 Seasonal Adjustment for more information.
X11 Information X11 Seasonal Adjustment This page provides information and pricing on our X11 seasonal adjustment routine for RATS.
Description The X11 adjustment module for RATS is our implementation of the Census Bureau's X11 seasonal adjustment procedure. It is implemented as an additional instruction built into the RATS software. This combines the X11 procedure with all of the data-handling power and time-series analysis capabilities of RATS, and makes it easy to do adjust many series.
The X11 module is included in the Professional versions of WinRATS and MacRATS, and is available as an optional add-on for UNIX and Linux versions.
Features of the X11 module include:
Adjusts both quarterly and monthly data Options for trading day and holiday adjustments Graduated extremes options for handling outliers Can easily adjust large numbers of series
Estimation Techniques Multiple regressions including stepwise Regression with autoregressive errors Heteroscedasticity/serial-correlation correction, including Newey-West Non-linear least squares Two-stage least squares for linear, non-linear, and autocorrelated models ARCH and GARCH estimation (univariate and multivariate) Seemingly unrelated regressions and three-stage least squares Non-linear systems estimation Generalized Method of Moments Maximum likelihood estimation Constrained optimization Built-in hypothesis testing Logit and probit models Censored/truncated data Fixed/random effects estimators Non-parametric regressions Kernel density estimation Robust estimation Recursive least squares State-space models Neural network models Linear and quadratic programming Time Series Procedures ARIMA models including multiplicative seasonal models, with support for arbitrary lag structures. Transfer function/intervention models Vector autoregressions, including structural VAR’s Impulse responses, variance decompositions Error correction models Kalman filter Spectral analysis Forecasting Time series models Regression models Exponential smoothing Simultaneous equation models (unlimited number of equations) Simulations with random or user-supplied shocks Forecast performance statistics Interface
Interactive RATS Editor Interactive text-editor interface makes it easy to write, test, modify, and re-run programs Menu-driven Wizards for many functions, including reading data, estimating regressions, and more Output can be directed to spreadsheet style windows for easy exporting or copying-and-pasting into other applications Batch Mode Complete programs can be executed in batch mode from the command prompt, by dragging and dropping from Windows Explorer, or by clicking on a shortcut icon. Working With Data
Graphics High-quality time series graphics High-resolution X-Y scatter plots Dual-scale graphs Contour graphs Copy-and-paste graphs into other applications Export graphs to many formats, including PostScript and WMF Data Entry and Output Menu-driven “Data Wizard” for reading in data Reads and writes Excel XLS, WKS, ASCII, DIF, PRN, DBF, and other data files Can read Haver Analytics database files Professional version can read and write FAME format database files (requires FAME for windows software). On-screen data editor Can handle virtually any data frequency, including daily, weekly, intra-day, and panel data RATS data file format is fast and easy, supports all frequencies, and allows you to store series of different frequencies on the same file Easy to convert data to different frequencies Data Transformations Flexible transformations with algebraic formulas Easy to create trend series, seasonal, and time period dummies Specialized differencing and filtering operations Programmability
Programmable Interface Extensive looping capabilities and support for applying operations to lists of variables make it possible to automate many repetitive tasks. You can write procedures, which can perform complex tasks with a single instruction, and write your own callable functions. A library of procedures written by RATS users from around the world is available free of charge on our web site. A variety of interface-related instructions allow you to create your own drop-down menus, custom dialog boxes, and more.
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