RATS
Summary
RATS (Regression Analysis of Time Series) is a fast, efficient, and comprehensive econometrics and time series analysis software package.
Authors
Vendor
Estima
Links
Status
incomplete information or not officially approved by the authors
Aims and scope
Mathematical Classification
Keywords
- Additional exogenous variables in mean and/or variance equations
- ARIMA and ARMAX models including multiplicative seasonal models; support for arbitrary lag structures
- BEKK models
- CATS 2.0 add-on provides industry-leading cointegration analysis
- Choice of factorizations
- Constrained optimization
- Data Entry
- Data Wizards
- Dynamic Stochastic General Equilibrium (DSGE) models
- ...