RATS/CATS 時間序列回歸分析軟體-(WIN/MAC),經濟財金分析軟體/新永資訊有限公司

RATS/CATS 時間序列回歸分析軟體

RATS/CATS 時間序列回歸分析軟體

  • RATS/CATS 時間序列回歸分析軟體
  • 編號
  • 類別
    經濟財金分析軟體
  • 介紹
    RATS(時間序列回歸分析)是一個快速、高效、全面的計量經濟學和時間序列分析軟件包。二十多年來,它一直是世界各地大學、中央銀行和公司的首選計量經濟學軟件。我們當前的版本 10.0 比以往任何時候都更易於使用,同時繼續提供可用於前沿計量經濟學研究的最先進工具。 CATS(時間序列的協整分析)是由哥本哈根大學的 Jonathan G. Dennis、Katarina Juselius、Sören Johansen 和 Henrik Hansen 編寫的一組協整分析程序,用於我們的RATS軟件。 CATS 提供了多種工具來分析您的數據以及選擇和測試協整模型。該程序幾乎完全由菜單和對話框驅動。您首先運行一個簡短的 RATS 程序來定義您的數據並加載 CATS 過程。這會向 RATS 菜單欄添加幾個 CATS 菜單,您可以通過從這些菜單中選擇操作來執行分析。CATS 會提示您輸入任何需要的信息。
  • 價格

RATS/CATS Time Series Regression Analysis Software

Features
Statistical Methods 

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 autocorrelat
   ed models
• Seemingly unrelated regressions and three-stage least squares
• Non-linear systems estimation
• Generalized Method of Moments
• Maximum likelihood estimation
• Constrained optimization
• Extensive built-in hypothesis testing capabilities.
• Pre-written procedures for a huge variety of other tests,
   including unit-root, stability, and much more
• Limited and discrete dependent variable models: logit, probit,
   censored/truncated (Tobit), count models
• Panel data support, including fixed and random effects
   estimators
• Non-parametric regressions
• Kernel density estimation
• Robust estimation
• Recursive least squares
• State-space models, including Kalman filtering and smoothing,     simulations, and optimal control models
• Neural network models
• Linear and quadratic programming
• Dynamic Stochastic General Equilibrium (DSGE) models
   Time Series Procedures 18b
• Easy to specify lags and leads for time-series model
   estimation and analysis
• ARIMA and ARMAX models including multiplicative seasonal
   models; support for arbitrary lag structures
• Transfer function/intervention models
• Error correction models
• Kalman filter
• Spectral analysis
Forecasting 
• Time series models
• Regression models
• Exponential smoothing
• Static or dynamic forecasts
• Simultaneous equation models (unlimited number of
   equations)
• Simulations with random or user-supplied shocks
• Forecast performance statistics, including Theil U
   statistics
Vector Autoregressions (VARs) 
• Unmatched support for VAR models
• Error Correction models
• Structural VARs. Choice of factorizations, including
   estimating a factor matrix from a covariance matrix   
   model
• Impulse responses, with Monte Carlo and Importance
  Sampling techniques for standard error bands.
• Forecasting
• Variance decomposition
• Historical decomposition
• Extensive hypothesis testing tools
• CATS 2.0 add-on provides industry-leading cointegration
   analysis
ARCH and GARCH Models 
• Univariate and multivariate, including BEKK, diagonal, CC,
   DCC, and Vech multivariate models
• Support for GARCH-in-mean models
• Additional exogenous variables in mean and/or variance
  equations
• Normal, t and GED distributions
• Exponential and Asymmetric models
• Robust standard errors
Working With Data 
Data Entry
• Menu-driven Data Wizards for reading in data
• Reads and writes Excel® files (including Excel 2007),
   text files, Stata®, Eviews®, Matlab®, Haver  
   databases, and other formats
• Pro version supports SQL/ODBC access, online access
   to the FRED® database, CRSP® data, and more
• On-screen data viewer and editor, with point-and-click
   graphing and statistics tools
• Can handle virtually any data frequency, including daily,
   weekly, intra-day, and panel data
• Can automatically compact or expand data to different
   frequencies
• RATS data file format is fast and easy, supports all
   frequencies, and allows you to store series of     
  different frequencies on the same file
Data Transformations 
• Flexible transformations with algebraic formulas
• Easy to create trend series, seasonal, and time period dummies
• Extensive filtering operations, including Hodrick-Prescott,
   Henderson, Spencer, and custom filters
• Supports regular, seasonal, and fractional
   differencing Graphics
• Time series graphics
• X-Y scatter plots
• Dual-scale graphs
• Box plots
• Contour graphs
• Ability to arrange multiple graphs on a single page
• Copy-and-paste graphs into other applications
• Export graphs to many formats, including PostScript
   and Windows Metafile
• User can customize attributes such as line thickness,
   colors and grayscale levels, and fill patterns 

Interface 
Interactive Mode Environment 
• Text-editor based
• Point-and-click "wizards" for many tasks, greatly
  enhancing ease-of-use
• Saved programs can be re-run with just a few mouse clicks
• Designed so that you can reproduce results, output, and
   graphs easily and accurately (a critical but often 
  overlooked requirement for producing reliable, publication
  -quality results)
• True multiple window support. Simultaneously view your
   input commands and output, spreadsheet-style 
   "report" windows, graphs, and more
Programmability 
• 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
Report Capabilities 
• Strong focus on making it easy to get results easily and
   accurately into documents or other applications.
• Tables of output can be viewed in Report Windows, for
   asy exporting or copying-and-pasting into other applications.
• Powerful report-generation features for constructing
   and exporting your own tables of information.
• Easy control over displayed precision in output
• TeX: Support for exporting TeX tables

RATS Professional 
The Professional level of RATS adds the following features not found in the Standard level:

• Support for reading databases via ODBC/SQL
• Census Bureau X12-ARIMA seasonal adjustment routine
• Support for FAME data files (for Windows and unix/linux)
• Support for CRSP data files
• Online access to the FRED database


CATS: Version 2.0! 
Version 2.0 is a major update to CATS that introduces significant new econometrics capabilities, a re-designed and expanded user interface, and a new, significantly expanded User's Manual. 

New Econometrics Features 
• Bartlett small-sample correction of the tests for the
   cointegrating rank and hypotheses on Beta.
• A new "CATSmining" automated model-selection procedure.
• Estimation and hypothesis testing of the I(2) model, including
   testing hypotheses on the multi-cointegrating relations and
   the I(1) relations among the system variables
• Estimation of structural moving average models.
• System reduction tests for lag length determination.
• Missing observations in data allowed.
• Updated recursive estimation routine includes new tests for
   eigenvalue fluctuation, constancy of the cointegrating space
   and the log-likelihood function.
• Allows for backwards recursion for investigating parameter
   constancy over the beginning of the sample.
• For most model specifications, CATS now reports the correct
   critical values and p-values for the rank test. For other models,  
   you can simulate the critical values using a built-in procedure.
• Includes a procedure for estimation and identification of struct
   ural moving average models.
New Interface Features 
• All-new user interface, with separate menus for various
   categories of operations, including I(1) analysis, I(2) analysis, 
   graphics, and automated tests.
• All model settings, including the deterministic terms and lag
   structure, are menu-controlled, so you can now change the 
   underlying VAR model without quitting and re-starting CATS.
• All procedure settings, such as maximum number of iterations
   and convergence criteria for the switching algorithms, screen 
  output format, and more, can be set via a "Preferences" dialog
  box.
• The estimated model can now be exported as a RATS "MODEL"     making it much easier to compute forecasts and impulse respo
   nses.
• The graphs created by CATS can be customized.
• Output can be exported in tex or csv formats.
• Restrictions can be saved and re-loaded, making it easier to
   replicate analyses or continue your work at a later time.
• CATS offers the option of running in a true batch mode that
   does not require user interaction to generate basic output.
   This allows it to be used in loop.
Other Features 
These features carry over from Version 1.0:

• "Batch" tests for long-run exclusion, weak exogeneity,
    and stationarity on all model variables (now available from
    the cats menu). Also includes a test for unit vectors in alpha,
    which corresponds to testing if the cumulated disturbances
    of any of the variables do not enter the common trends.
• Support for partial systems, models with structural breaks,
   and various forms of dummy variables.
   Multivariate and univariate tests of the estimated residuals.
• Recursive estimation for assessing constancy of the estimated
   model parameters, including tests for constancy of the
   estimated 
   eigenvalues, the cointegrating space, the log-likelihood
   function, the parameters of an identified system, and the
   adequacy of one-step-ahead predictions.
• Options for testing hypothesis on the long-run relations in
   Beta as well as on the adjustment coefficients in Alpha.
  Choice of normalization for each cointegrating vector
  (CATS 2 simplifies this by suggesting default choices).
  Estimation of the parameters of the moving average model,
  e.g. the long-run impact matrix C and the loadings to the
  common trends (with asymptotic t-values).
• A large variety of preset graphics illustrating various key
  aspects of the estimated model.

系統需求

Windows 
WinRATS runs on all recent versions of Windows, including Windows 10, 8, 7, Vista, and XP, in either 32-bit or 64-bit. Here are the minimum system requirements:

A PC with a Pentium or later processor
Memory requirements will depend largely on the size of the data sets you need to work with. You will need approximately 1 Megabyte of RAM for every 128,000 data points. The RATS program itself is fairly compact, and only requires about 1 Megabyte of RAM to load.
A hard disk drive with at least 200Mb of free disk space (for a full installation, including all examples, procedures, and documentation)
Windows 10, 8, 7, Vista or XP

MAC
MacRATS requires requires version 10.9 (Mavericks) or later of OS X. It has been tested with all OS X upgrades through Big Sur (11.3).

Any Macintosh capable for running OS X 10.9 or later.
OS X 10.9 or later
Memory requirements will depend largely on the size of the data sets you need to work with. You will need approximately 1 Megabyte of memory for every 128,000 data points. The RATS program itself is fairly compact, and only requires about 1 Megabyte of memory to load.
Free storage of at least 175Mb (for a full installation, including all examples, procedures, and documentation)


UNIX/Linux
Processor: virtually any CPU running UNIX; Intel Pentium-based or later PC running Linux; a Macintosh running Mac OS X
an ANSI-standard C/C++ compiler (optional for Linux if you get executable only)
GTK libraries (not required for batch mode operation)
Disk Space: 250Mb of available space for a full installation, including documentation and examples
Memory Requirements: depends largely on the size of the data sets that will be used.


 

RATS/CATS 時間序列回歸分析軟體

RATS特徵 
統計方法 

估計技術 
• 多元回歸包括逐步
• 帶有自回歸誤差的回歸
• 異方差/序列相關校正,包括 Newey-West
• 非線性最小二乘法
• 線性、非線性和自相關模型的兩階段最小二乘法
• 看似無關的回歸和三階段最小二乘法
• 非線性系統估計
• 廣義矩法
• 最大似然估計
• 約束優化
• 廣泛的內置假設檢驗功能。
• 用於各種其他測試的預先編寫的程序,包括單位根、穩定性等等
• 有限和離散因變量模型:logit、probit、刪失/截斷 (Tobit)、計數模型
• 面板數據支持,包括固定和隨機效應估計量
• 非參數回歸
• 核密度估計
• 穩健估計
• 遞歸最小二乘法
• 狀態空間模型,包括卡爾曼濾波和平滑、仿真和最優控制模型
• 神經網絡模型
• 線性和二次規劃
• 動態隨機一般均衡 (DSGE) 模型
時間序列程序 
• 易於為時間序列模型估計和分析指定滯後和超前
• ARIMA 和 ARMAX 模型,包括乘法季節性模型;支持任意滯後結構
• 傳遞函數/干預模型
• 糾錯模型
• 卡爾曼濾波器
• 光譜分析
預測 
• 時間序列模型 
• 回歸模型
• 指數平滑
• 靜態或動態預測
• 聯立方程模型(方程數量不限)
• 模擬隨機或用戶提供的衝擊
• 預測性能統計數據,包括 Theil U 統計數據
向量自回歸 (VAR) 
• 對 VAR 模型的無與倫比的支持
• 糾錯模型
• 結構 VAR。因子分解的選擇,包括從協方差矩陣模型中估計因子矩陣
• 脈衝響應,採用蒙特卡羅和重要性採樣技術用於標準誤差帶。
• 預測
• 方差分解
• 歷史分解
• 廣泛的假設檢驗工具
• CATS 2.0 插件提供行業領先的協整分析
ARCH 和 GARCH 模型 
• 單變量和多變量,包括 BEKK、對角線、CC、DCC 和 Vech 多變量模型
• 支持 GARCH-in-mean 模型
• 均值和/或方差方程中的其他外生變量
• 正態分佈、t 分佈和 GED 分佈
• 指數和非對稱模型
• 穩健的標準誤

處理數據 
數據輸入 
• 用於讀取數據的菜單驅動的數據嚮導
• 讀寫 Excel® 文件(包括 Excel 2007)、文本文件、
   Stata®、Eviews®、Matlab®、Haver 數據庫和其他格式
• 專業版支持 SQL/ODBC 訪問、在線訪問FRED®數據庫、
   CRSP®數據等
• 屏幕數據查看器和編輯器,帶有點擊式圖表和統計工具
• 幾乎可以處理任何數據頻率,包括每日、每週、日內和麵板數據
• 可以自動壓縮或擴展數據到不同的頻率
• RATS 數據文件格式快速簡便,支持所有頻率,並允許您在同一
​​   ​​​​​個文件中存儲一系列不同的頻率
數據轉換 
• 代數公式的靈活變換
• 易於創建趨勢系列、季節性和時間段虛擬對象
• 廣泛的過濾操作,包括 Hodrick-Prescott、Henderson、
   Spencer 和自定義過濾器
• 支持常規、季節性和分數差分
圖形 
• 時間序列圖形
• XY散點圖
• 雙標度圖
• 箱線圖
• 等高線圖
• 能夠在單個頁面上排列多個圖形
• 將圖形複製並粘貼到其他應用程序中
• 將圖形導出為多種格式,包括 PostScript 和 Windows 圖元文件
• 用戶可以自定義屬性,例如線條粗細、顏色和灰度級別以及填充圖案

界面 
交互模式環境 
• 基於文本編輯器
• 許多任務的點擊“嚮導”,大大提高了易用性
• 只需點擊幾下鼠標即可重新運行保存的程序
• 旨在讓您可以輕鬆準確地重現結果、輸出和圖形(這是產生可靠的、
​   ​​​​​​出版質量的結果的關鍵但經常被忽視的要求)
• 真正的多窗口支持。同時查看您的輸入命令和輸出、電子表格樣式的
​​   ​​​​​“報告”窗口、圖形等

可編程性 
• 廣泛的循環功能和對變量列表應用操作的支持使許多重複性任務的
​   ​​​​​​自動化成為可能
• 您可以編寫過程,這些過程可以用一條指令執行複雜的任務,也可
​​   ​​​​​以編寫自己的可調用函數。
• 在我們的網站上免費提供由來自世界各地的 RATS 用戶編寫的程序庫
• 多種界面相關說明,讓您可以創建自己的下拉菜單、自定義對話框等

報告功能 
• 非常注重讓結果輕鬆準確地獲取到文檔或其他應用程序中。
• 可以在報告窗口中查看輸出表,以便輕鬆導出或複制粘貼到
​​​   ​​​​其他應用程序中。
• 強大的報告生成功能,用於構建和導出您自己的信息表。
• 輕鬆控制輸出的顯示精度
• TeX:支持導出 TeX 表

RATS 專業版 
RATS的專業級別添加了標準級別中沒有的以下功能:
• 支持通過 ODBC/SQL 讀取數據庫
• 人口普查局 X12-ARIMA 季節調整例程
• 支持 FAME 數據文件(適用於 Windows 和 unix/linux)
• 支持 CRSP 數據文件
• 在線訪問 FRED 數據庫

CATS:2.0 版!
2.0 版是對 CATS 的重大更新,它引入了重要的新計量經濟學功能、重新設計和擴展的用戶界面以及新的、顯著擴展的用戶手冊。
計量經濟學新功能 
• Bartlett 小樣本校正檢驗的協整秩和 Beta 假設。
• 新的“CATSmining”自動模型選擇程序。
• I(2)模型的估計和假設檢驗,包括對多重協整關係和系統變量之間的
   I(1)關係的假設檢驗
• 結構移動平均模型的估計。
• 用於確定滯後長度的系統縮減測試。
• 允許數據中的缺失觀察。
• 更新的遞歸估計例程包括對特徵值波動、協整空間的恆定性和對數
​   ​​​​​​似然函數的新測試。
• 允許反向遞歸以研究樣本開頭的參數穩定性。
• 對於大多數模型規格,CATS 現在報告等級檢驗的正確臨界值和 p 值。
​​   ​​​​​對於其他模型,您可以使用內置程序模擬臨界值。
• 包括估計和識別結構移動平均模型的程序。
新的界面功能 
• 全新的用戶界面,具有用於各種操作類別的單獨菜單,包括 I(1) 分析、
   I(2) 分析、圖形和自動化測試。
• 所有模型設置,包括確定性項和滯後結構,都是由菜單控制的,
   因此您現在無需退出和重新啟動 CATS 即可更改基礎 VAR 模型。
• 所有程序設置,例如最大迭代次數和切換算法的收斂標準、
​​  ​​​​​屏幕輸出格式等,都可以通過“首選項”對話框進行設置。
• 估計模型現在可以導出為 RATS“模型”,從而更容易計算預測和脈
​​   ​​​​​衝響應。
• CATS 創建的圖形可以自定義。
• 輸出可以以 tex 或 csv 格式導出。
• 可以保存和重新加載限制,從而更輕鬆地複制分析或以後繼續您的
​​​   ​​​​工作。
• CATS 提供了以真正的批處理模式運行的選項,無需用戶交互即可生
   成基本輸出。這允許它在循環​​中使用。
其它功能 
• 這些功能從 1.0 版繼承而來:
• 對所有模型變量進行長期排除、弱外生性和平穩性的“批量”測試
  (現在可從貓菜單中獲得)。還包括對 alpha • 單位向量的測試,
   這對應於測試任何變量的累積擾動是否未進入共同趨勢。
• 支持部分系統、具有結構中斷的模型以及各種形式的虛擬變量。
• 估計殘差的多變量和單變量檢驗。
• 用於評估估計模型參數穩定性的遞歸估計,包括對估計特徵值、
   協整空間、對數似然函數、已識別系統的參數以及提前一步預測的
​​​​   ​​​充分性的穩定性的檢驗。
• 在 Beta 中測試關於長期關係的假設以及在 Alpha 中的調整係數的
​   ​​​​​選項。
• 每個協整向量的歸一化選擇(CATS 2 通過建議默認選擇簡化了這一
​​   ​​​​​點)。
• 估計移動平均模型的參數,例如長期影響矩陣 C 和共同趨勢的載荷
​​​  ​​​​(具有漸近 t 值)。
• 大量預設圖形說明了估計模型的各個關鍵方面。

 

GEMPACK v12

GEMPACK(General Equilibrium Modeling PACKage)是一套經濟建模軟件。 它特別適用於可計算一般均衡 (CGE) 模型,但可以處理廣泛的經濟行為。

特價0

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