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Download WinRATS Pro 10 WinRATS WinRATS or 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. RATS Version 10.0, is easier to use than ever while continuing to offer the most advanced tools available for cutting-edge econometrics research. 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. What is New in RATS Version 10.0 With a new major version number, we do a revision of the documentation to incorporate the changes made since version 9, and to improve the presentation of the information to answer commonly asked questions. The new versions have substantially more clickable links, both within the manuals themselves, and also to the help on the web site, which now includes detailed descriptions of most of the procedures. The main changes to the program with 10.0 vs 9.2 are shown below. (Changes that came in earlier are listed further down on the page). A list with all combined changes after 9.0 through 10.0 is provided in the help. CALENDAR now allows for irregular input dates to handle daily data with skipped entries for holidays while maintaining the ability to use dates on input and output. The DATA instruction has a JULIAN option which pulls that information from a date column on the file, while several new functions will compute the required information from information coded in other ways (such as separate year, month and day fields on the file). In particular, GRAPH can now show dates on graphs with irregular dated data. The Data (Other Formats) Wizard now includes handling for name overrides if the name on the file isn’t permitted by RATS (for instance, name fields with blanks) or is long or cryptic. The Box-Jenkins (ARIMA), ARCH/GARCH(Univariate) and ARCH/GARCH(Multivariate) Wizards have all been converted to use tabs to reduce clutter. GARCH allows DISTRIB=GED on multivariate models (not just univariate) and adds the DCC and QBAR options to control the secondary recursion for the DCC model. ERRORS, IMPULSE and HISTORY, which require fully linear models for their calculations, will now accept models with simple FRML’s if those are in a linear form (typically for identities which are often easier to write as FRML’s). HISTORY has new BASE and EFFECTS options which are an easier-to-use way to obtain the breakdown of the historical decomposition. Download WinRATS Pro 10 Download WinRATS (RATS) Professional 10.0
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