CATS Cointegration Analysis: OverviewCATS (Cointegration Analysis of Time Series) is a set of cointegrationanalysis procedures written by Jonathan G. Dennis, Katarina Juselius,Søren Johansen and Henrik Hansen of the University of Copenhagen foruse with our RATS software. CATS was written .
CATS provides a wide variety of tools for analyzing your data andchoosing and testing a cointegration model. The program is almostcompletely menu- and dialog-driven. You begin by running a short RATSprogram to define your data and load the CATS procedure. This addsseveral CATS menus to the RATS menu bar, and you perform your analysisby selecting operations from these menus. CATS will prompt you for anyneeded input. See CATS 2: A Closer Look for screen shots showing smoe of the menu operations.
See CATS 2.0 and Page 4 of our RATS Brochure PDF for more details on CATS 2.0.
What's Included?The CATS 2.0 package includes the CATS procedure on CD and acompletely revised 200-page manual describing the econometrics of thecointegrated VAR model and how to interpret the output. All features ofthe program are illustrated by a worked example. The manual alsoincludes a technical appendix describing the mathematics of CATS.Sample data and set-up files for the illustrative examples are alsoincluded.
Requires RATS 6.2 or LaterNote that you must have a copy of the RATS software in order to use CATS. CATS 2.0 will work with Version 6.2 or later of RATS.
New Cointegration TextbookCATS 2.0 was developed in conjunction with the creation of a new textbook by Katarina Juselius, entitled The Cointegrated VAR Model,from Oxford University Press. Although the book is certainly notrequired to use CATS, we think anyone interested in cointegrationanalysis, and particularly anyone using CATS to do cointegrationanalysis, will find it extremely helpful. Click the link above for moreinformation.
PricingThe cost for a new single-user copy of CATS is $175. The price for an update from CATS 1.0 is $100.
Illinois residents add 10% sales tax.
Shipping is free to anywhere in the US (via UPS Ground service). Add$15.00 per copy for shipping to Canada or US Possessions. Add $22.00per copy for all other countries. Customers outside the US who areordering a copy of RATS or a RATS update in addition to CATS shouldcontact Estima for shipping costs.
Student discounts are also available.
Network licenses are also available. Please contact Estima for a quote.
Placing an OrderTo order new licenses for CATS 2.0, or to update existing licenses from CATS 1.0 to CATS 2.0, you can use our On-Line Order Page, or see Ordering Information for other ways to place an order.