WinRATS V7——经济时间序列软件    https://www.estima.com/index.shtml

http://econ.msu.edu/faculty/wooldridge/index.php  

上传教材：伍德里奇 wooldridge_j-_2002_econometric_analysis_of_cross_section_and_panel_data.pdf

和  汉密尔顿 时间序列   http://bbs.pinggu.org/forum.php?mod=viewthread&tid=320717&page=1#pid1963430

RATS 软件下载：http://bbs.pinggu.org/thread-734416-1-1.html

程序示例：https://estima.com/cgi-bin/bookbrowser_singlebook.cgi?Textbook=baltagi

https://estima.com/resources_indx.shtml

RATS has the right mix of sophisticated built-in statistical functions (for instance, for state-space modeling, GARCH estimation, ARIMA models and vector autoregressions), menu-driven operations and programming features to help you get your tasks done quickly and correctly. See RATS Features for a complete list.

In addition, we have a wide collection of resources available to help you get the most out of your software. This includes over a thousand worked examples from more than twenty major textbooks, replications of over fifty important papers on a wide range of topics, and hundreds of procedures to extend the standard "built-in" calculations.

RATS has been heavily tested. See NIST results for a look at how we do on standard benchmarks. In addition, all the examples described in the previous paragraph were checked carefully for accuracy. In the vast majority of cases, if there was a problem found replicating a result, it was an error in the original work, not with the RATS calculation.

Compared to Math Packages

Much of the current empirical work in econometrics uses "math packages". These are designed to work primarily with data in "matrix" form, and they do built-in matrix functions very well. However, particularly in time series work, this view of data doesn't work well, because the data matrix for one operation with one set of lags is different from the one needed with a different set. If you look at a program for, for instance, the estimation of a Vector Autoregression, very little of it will be the matrix calculations to compute the coefficients—most will be moving information around to create the required matrices. This can be a very error-prone process and, in fact, there have been quite a few published papers which have had serious errors in data handling.

By contrast, RATS keeps the data in a fixed location, anchored to its time periods, and automatically adjusts the sample range to allow for lags of the explanatory variables and for any other type of missing values.

RATS also has carefully tested routines to estimate things like GARCH or state-space models which would have to be written in matrix language. You might be able to find or buy subprograms to handle those, but the quality is rather uneven—some are very good, some aren't.

Compared to Other Statistical Packages

Because RATS is specially designed for time series work, it automatically takes care of adjusting the sample range to allow for lags. You don't have to create separate variables for lags—you just tell RATS to use lags of what you have.

The RATS GARCH, DLM (for state-space models) and BOXJENK instructions have features not found in any other comparable software. The programming language has everything you would expect: scalars, matrices, procedures and functions, but also includes specialized "data types" which simplify tasks which could be very complicated if they didn't exist. For instance, you can "add" non-linear parameter sets, allowing you to combine sets for separate equations or separate parts of a model (mean and variance, for instance) when estimating a complete model. You can create complex structures from basic elements such as data series for easy of manipulation.

RATS also has user-definable menus and dialogs for very sophisticated types of programs. CATS is the best example of this—it is entirely written in the RATS programming language.

什么是RATS?

RATS(时间序列分析)是一套快速，有效且功能全面的时间序列分析和计量经济学软件包。 菜单驱动式向导和直观的命令语言使得方便执行简单任务，同时强大的编程能力同样使得RATS成为处理复杂的应用非常灵活和强大的工具,是处于领先地位的经济计量/时间序列分析的软件包,被全世界的经济学者广泛采用,以及大量应用在分析时间序列和交叉组合数据,开发和评估经济模型,预测等工作和研究中.

查看 RATS 8首页 来获得RATS软件当前版本的详细情况.如要查看RATS的综合信息,请访问 RATS产品信息页

RATS编辑器

RATS是围绕着交互式编辑环境和强大的命令语言构建的。两者结合允许您快速实施计量经济分析任务，使得非常方便的尝试不同的模型规格或估计技术，而不需要重新运行整个程序。

点击式向导

编辑器同时提供超过20个的菜单驱动式向导，提供点击式访问大部分常见任务，包括读入数据，显示图形，执行变换，估计模型和假设检验。     当您使用一个向导时，RATS在编辑器窗口中显示相应的命令，因此您事实上能够通过向导来学习RATS语言。     您同样能够保存这些命令为一个完成的程序，这样您以后仅需要几次鼠标点击就可以重新运行它了。

ARCH/GARCH向导：

其它特征包括一份全面的帮助系统(在Mac和Unix系统中被处理为HTML文件)，常用操作的工具栏图标和用于正确发布您结果的强大的报告工具。

批处理模式

所有版本的RATS都提供"批处理模式"操作。您能够从命令行来运行任务：通过拖拉文件，或仅简单的双击快捷图标。特别适合那些日常工作需要一次又一次的执行相同任务的用户。

高质量图形

RATS允许您创建高质量的时间序列图形，散点图和等高线图。

其它特征：

配合 CATS (Cointegration Analysis of Time Series) 分析包，通过一系列的对话框，进行学术界、业界最先进复杂的协整分析 (由Henrik Hansen 和 Katarina Juselius教授设计)，甚至可进行I(2)模型分析.

可进行向量与矩阵运算。并提供指令语言，用户可以自己编写最符合自己需求的运算程序.

支持完整的计量模型，包括普通、加权和广义最小二乘方 (GLS)，似无关回归 (SUR)，非线性回归，矢量自回归 (VAR's)，ARIMA，GMM，2SLS，3SLS，ARCH和GARCH等.

可直接取用Haver Analytics DLX数据库，并可以处理所有数据，包括面板数据(panel data).

新的互动指令语言甚至可以自订菜单和对话框.

RATS是Regression Analysis of Time Series时间序列回归分析的缩写,用于计量经济时间序列分析,目前已有数十个国家的经济学者使用本软件,用盘

面Cross sectional data,经济模型建立,预测等等.

最新版本新增模型建立含状态空间State Space Model,类神经Neural Network Model等22项,时间序列方法方面含卡门滤波Kalman Filter及频谱分析Spectral

analysis,ARIMA等七项.预测方法有提共六种,因此是一个完整的经济时间序列计算机程序,可满足您在经济研究上的需求.
RATS (时间序列分析)是处于领先地位的经济计量/时间序列分析的软件包,被全世界的经济学者广泛采用,以及大量应用在分析时间序列和交叉组合数

据,开发和评估经济模型,预测等工作和研究中来获得RATS软件当前版本的详细情况.

功能简介

配合 CATS (Cointegration Analysis of Time Series) 分析包，通过一系列的对话框，进行学术界、业界最先进复杂的同积分析 (由Henrik Hansen

和 Katarina Juselius教授设计)，甚至可进行I(2)模型分析.

可进行向量与矩阵运算。并提供指令语言，用户可以自己编写最符合自己需求的运算程序.

支持完整的计量模型，包括ordinary、weighted和广义最小二乘方 (GLS)，似无关回归 (SUR)，非线性回归，矢量自回归 (VAR’s)，ARIMA，GMM，

2SLS，3SLS，ARCH和GARCH等.

可直接取用Haver Analytics DLX数据库，并可以处理所有数据，包括面板数据(panel data).

包含交互模式(interactive mode)和批处理(batch mode)两种执行模式.

可绘制输出最专业的高品质时间序列散布图.

新的互动指令语言甚至可以自订菜单和对话框.

RATS (Regression Analysis for Time Series) Version 4.2 for Windows

(WinRATS-32; 32-bit version) is available in the UCS public computing

sites. It runs about 50% faster than 16-bit WinRats and has a much larger

capacity.

Accessing WinRATS-32

You'll find WinRATS-32 on PC/compatible computers in any of the UCS public

sites. From the Main Menu choose Windows Applications. Then double click

the WinRATS-32 icon. This opens the RATS editor window, a menu-driven text

editor and the interface to RATS. Through this interface you can:

* Edit text files, including RATS instruction files and output files

* Execute, modify, and re-execute RATS instructions

* Access extensive online help

* Display, save, load, and print RATS graphs.

Type the RATS command in the editor window. To execute the command

lines, you must make the editor window your input and output window. When

you first access WinRATS, the input and output windows are active (the L/R

icon on the toolbar is highlighted). If you are retrieving a file, a new

editor window will be opened, but the L/R icon on the toolbar will

be inactive. Make this new window your input and output window, and the L/R

icon will be activated.

To do so, from the Window menu, select:

       Use for Input

and

       Use for Output

To edit a file, make sure the editor is in Local mode (L/R icon). To

execute a command, make sure the editor is in Ready mode (R/L icon). To

switch back and forth between Local and Ready mode, press Ctrl-L. The Run

icon on the toolbar becomes active only when the editor is in Ready mode.

Once the icons become active, highlight your command/input lines and click

the Run icon. The command lines will be executed and the output (or error

message) displayed on the screen. You may view, save, or print the output.

Online Help

RATS for Windows comes with extensive online help. To access it, select

Help from the RATS menu bar.

A number of online sample RATS files are also available for viewing or

copying. To access them, select File/Open and type as the pathname:

       o:windowswinrats

To open a file, e.g., AKAIKE.PRG, highlight it and click Open.

To run the program, make the editor window the input/output window.

Highlight the entire file. Click the Run icon from the toolbar. RATS will

run and display the output and any error messages on the output window.

RATSDATA, a data management/graphics package, is also available with

WinRATS. The icon for RATSDATA is in the same window as WinRATS-32.

RATSDATA comes with a number of sample data files.

A complete set of RATS documentation, including the RATS Version 4.2

User's Manual Supplement, is available for reference at the Business/SPEA

and Swain Libraries, and at the UCS Stat/Math Center, 618 East 3rd Street

(e-mail: statmath@indiana.edu, 812/855-4724). You can order documents

through the IU Bookstore or from Estima, 1800 Sherman Ave., Evanston, IL

60201 (800/822-8038).

You can continue to use RATS 4.1 documentation with RATS 4.2. But to use

the RATS 4.2 new features, you'll need to refer to the RATS 4.2 User's

Manual Supplement.

CATS in RATS

CATS (Cointegration Analysis of Time Series) software offers a set of

sophisticated cointegration analysis procedures you can execute during a

RATS session.

To use the CATS program, activate a RATS for Windows session first as

explained above section. Then, from the RATS editor window, select:

  File/open

Specify the pathname as X:SRCATS

To activate the Cats menu, run a set-up program. To do so, open the file

uk.cat from the X:SRCATS directory.(Note: To display a list of all files

in the directory, change the List of Files Type option to All Files.)

Then highlight the entire file and click Run (make sure Input and Output

are activated as explained above). You may also write a brief program to

activate the Cats menu. When the job is executed the Cats menu will appear

on the menu bar.

When the Cats option appears on the menu bar, click it and choose the

procedure you want to execute. You may also execute other CATS command

files you have at this point. You can also add more command lines to the

uk.cat command file before executing it.

CATS procedures include testing restrictions, residual analysis, and

calculating the roots of the companion-matrix. You may find that the

graphics function doesn't work as expected. The vendor is working to

correct this.

Online help

To get online help with CATS, click the Help menu. You may also

view or copy sample files available in the X:SRCATS directory.

The document, CATS in RATS, is available for reference with RATS

documentation in the Business/SPEA and Swain Libraries, and at the UCS

Stat/Math Center. You can also order it with RATS materials.

If you need help getting started with RATS or CATS in RATS, please contact

the UCS Stat/Math Center.

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