RATS
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Multiple regressions including stepwise
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Regression with autoregressive errors
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Heteroscedasticity/serial-correlation correction, including Newey-West
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Non-linear least squares
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Two-stage least squares for linear, non-linear, and autocorrelated
models
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ARCH and GARCH estimation (univariate and multivariate)
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Seemingly unrelated regressions and three-stage least squares
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Non-linear systems estimation
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Generalized Method of Moments
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Maximum likelihood estimation
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Constrained optimization
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Built-in hypothesis testing
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Logit and probit models
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Censored/truncated data
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Fixed/random effects estimators
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Non-parametric regressions
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Kernel density estimation
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Robust estimation
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Recursive least squares
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State-space models
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Neural network models
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Linear and quadratic programming
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ARIMA models including multiplicative seasonal models, with support
for arbitrary lag structures.
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Transfer function/intervention models
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Vector autoregressions, including structural VAR¡¯s
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Impulse responses, variance decompositions
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Error correction models
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Kalman filter
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Spectral analysis
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Time series models
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Regression models
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Exponential smoothing
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Simultaneous equation models (unlimited number of equations)
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Simulations with random or user-supplied shocks
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Forecast performance statistics
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Working
with Data
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High-quality time series graphics
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High-resolution X-Y scatter plots
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Dual-scale graphs
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Contour graphs
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Copy-and-paste graphs into other applications
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Export graphs to many formats, including PostScript and WMF
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Menu-driven ¡°Data Wizard¡± for reading in data
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Reads and writes Excel XLS, WKS, ASCII, DIF,
PRN, DBF, and other data files
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Can read Haver Analytics database files
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Professional version can read and write FAME
format database files (À©µµ¿ì¿ë FAME ¼ÒÇÁÆ®¿þ¾î°¡ ÀÖ¾î¾ß ÇÔ.)
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On-screen data editor
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Can handle virtually any data frequency, including
daily, weekly, intra-day, and panel data
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RATS data file format is fast and easy, supports
all frequencies, and allows you to store series of different frequencies
on the same file
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Easy to convert data to different frequencies
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Flexible transformations with algebraic formulas
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Easy to create trend series, seasonal, and time
period dummies
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Specialized differencing and filtering operations
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X11 Seasonal Adjustment methodology (Professional
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Programmability
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Extensive looping capabilities and support for
applying operations to lists of variables make it possible to automate
many repetitive tasks.
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You can write procedures, which can perform complex
tasks with a single instruction, and write your own callable functions.
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A library of procedures written by RATS users
from around the world is available free of charge on our web site.
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A variety of interface-related instructions allow
you to create your own drop-down menus, custom dialog boxes, and
more
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