RATS/CATS 時間序列回歸分析軟體-資安軟體/研究分析軟體/心理學軟體/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
  • 介紹
    RATS is used worldwide by economists and others for analyzing time series and cross sectional data, developing and estimating econometric models, forecasting, and much more. CATS (Cointegration Analysis of Time Series) is a set of cointegration analysis procedures written by Jonathan G. Dennis, Katarina Juselius, Sören Johansen and Henrik Hansen of the University of Copenhagen for use with our RATS software.
  • 價格

CATS 2.0

•   全新用戶界面,與分開的選單因為操作各種類別,包括I (1)分析、I (2)分析、圖表和自動化的測試。
•   所有式樣設置,包括決定性條件和滯後結構,是選單控制的,因此您能現在改變的VAR模型,無需放棄和重新開始CATS。
•   所有做法設置,例如疊代和匯合標準的最大數字為開關算法,螢幕輸出格式,可以通過「特選」對話箱被設置。
•   估計的模型可作為RATS連結,RATS使它的模型更加容易計算期望和衝動反應。
•   CATS創造的圖表可以被定做。
•   產品可以被輸出tex或csv格式。
•   可以被保存和被再裝,使它更加容易複製分析或以後繼續您的工作。
•   CATS提供使用的選擇在不要求用戶互作用引起基本

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. See CATS 2: A Closer Look for screen shots showing some of the menu operations.

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 structural 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 responses.
•   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.

RATS 10.0

RATS(時間序列回歸分析)是一個快速,高效率和全面計量經濟學和時間序列分析軟體套裝。 為更多比二十年,它是選擇計量經濟學軟件在大學、中央銀行和公司在世界範圍內。 目前新版本7.2是容易使用,當繼續提供最先進的工具可利用為最尖端的計量經濟學研究。

RATS提供您期望的所有基本,包括線性和非線性最小平方、期望值、 SUR和ARIMA模型。 但它是遠在那之外,與支持為技術像GMM曲線和GARCH模型是為狀態空間模型。 RATS也提供支援為Autoregression模型,它也是提供光譜分析能力的少數個程式之一。



RATS的所有版本也提供「批量方式」操作。您能運行工作幾個方式:從命令行通過扯拽和投下文件; 或通過雙擊在桌面圖像。這為需要經常運行同樣工作的用戶是特別有用的。
RATS是能在Windows, Macintosh、UNIX和Linux所使用的,以完全相容跨平台。您能分享程式集、數據文件、產品和圖表文件在跨平台下不需要的再任何轉譯。
指令在驅動的語言在程式中易為簡單的工作學會和使用,但它廣泛的編程的能力也允許您處理更多複雜任務。 特點包括用戶下定義的規程和作用,使成環和程序控制指示和能力創造用戶定義的表單和對話框。 以這些能力,您能複雜或反覆任務成為自動化甚至可應用終端用戶的表單和對話框。

RATS (Regression Analysis of Time Series) is a fast, efficient, and comprehensive econometrics and time series analysis software package. For more than two decades, it has been the econometrics software of choice at universities, central banks, and corporations around the world. Our current release, Version 10.0, is easier to use than ever while continuing to offer the most advanced tools available for cutting-edge econometrics research.
We'll take a closer look at the RATS program below. For more details, see the List of Features page or click on any of the menu items at left

Econometrics and Data Management
RATS provides all the basics you expect, including linear and non-linear least squares, forecasting, SUR, and ARIMA models. But it goes far beyond that, with support for techniques like GMM, ARCH and GARCH models, state space models, and more. RATS also offers unmatched support for Vector Autoregression models, and is one of the few programs to offer spectral analysis capabilities.
RATS can handle time series of virtually any frequency, including daily and weekly, as well as panel and cross-section data.
Menu-driven data wizards and support for reading various text, spreadsheet, and database file formats make it easy to get your data into RATS. Our Professional version adds support for more database formats, including SQL/ODBC data access, for even more flexibility.

The RATS Editor
Our interactive RATS Editor environment allows you to quickly implement econometric analysis tasks, and makes it easy to try different model specifications or techniques without having to rerun entire programs.
You can save your work as a RATS program, allowing you to reproduce your results at any time with just a couple of mouse clicks.

Point-and-Click Wizards
The editor also offers more than 40 menu-driven Wizards that provide point-and-click access to most common tasks, including reading data, displaying graphs, doing transformations, estimating a variety of models, and hypothesis testing. These help make RATS an ideal tool for new users and for use in educational settings.
When you use a Wizard, RATS displays the corresponding commands in the editor window so you can actually learn the RATS language through using the Wizards. This also allows you to use the Wizards to build complete programs that can be re-executed again later.
An often-overlooked aspect of econometric research is ensuring that results are reported accurately. RATS addresses this with a powerful report-generation feature for quickly generating accurate tables of reports, which you can export to text or spreadsheet files for direct inclusion in papers and presentations.

High-Quality Graphs
RATS allows you to create publication-quality time series graphs, scatter plots, and contour graphs.

Programming Capabilities
The command-driven language at the heart of the program remains easy to learn and use for simple jobs, but its extensive programming capabilities also allow you to handle much more complex tasks. Features include user-definable procedures and functions, looping and program control instructions, and the ability to create user-defined menus and dialog boxes. With these capabilities, you can automate complex or repetitive tasks, and even write sophisticated menu- and dialog-driven end-user applications.
All versions of RATS also offer "batch mode" operation. You can run jobs several ways: from the command line; by dragging and dropping files; or by double-clicking on a desktop icon. This is especially helpful for users who need to run the same jobs on a regular basis.

Cross Platform Support
RATS is available for Windows, Macintosh, UNIX and Linux, with complete compatibility across platforms. You can share programs, data files, output, and graph files across any of these platforms with no translation required.

LIMDEP 11 計量經濟學軟體

LIMDEP Version 11 continues the expansion of our premier software for cross section, panel data and time series analysis. Version 11 contains major new extensions to the program for estimation and statistical analysis of econometric models and a long list of new models and features.


LIMDEP 11 計量經濟學軟體

Decision Lab 2000 多重分析決策軟體

Decision Lab 2000 is a multicriteria analysis and decision-making software. Its advanced features will provide evidence of strengths vs weaknesses, of conflicts and consensus. By trying your own "What if?" scenarios, you will really improve the quality and the reliability of your decision-making processes.


Decision Lab 2000 多重分析決策軟體

NLOGIT 6 計量經濟學軟體

NLOGIT 6 includes all the features and capabilities of LIMDEP 11 plus NLOGIT’s estimation and analysis tools for multinomial choice modeling.


NLOGIT 6 計量經濟學軟體




2018© Copyright All Rights Reserved