WinRats   時間序列分析軟體

Rats(Regression Analysis of Time Series)

■ 搭配 CATS (Cointegration Analysis of Time Series) 模組，可透過一連串的對話方塊，進行學界、業界最先進複雜的共整合分析，甚至可進行I(2)模型分析。

■ 可進行向量與矩陣運算。並提供程式語言，使用者可以自訂最符合自己需求的運算程序

■ 支援完整的計量模型，包括ordinary、weighted和generalized least squares (GLS)，seemingly unrelated regressions (SUR)，非線性迴歸，vector autoregressions (VAR’s)，ARIMA，GMM，2SLS，3SLS，ARCH和GARCH等

■ 可直接取用Haver Analytics DLX資料庫，並可以處理所有資料，包括panel data

■ 包含interactive mode和batch mode兩種執行模式

■ 可繪製輸出最專業的高品質時間序列散佈圖

■ 新的互動程式語言甚至可以自訂功能表和對話方塊

Professional版本除了原有的RATS功能外， 多增加X11季節性調整(Seasonal Adjustment)的功能，其特色為:
˙Adjusts both quarterly and monthly data
˙Options for trading day and holiday adjustments
˙Graduated extremes options for handling outliers
˙Can easily adjust large numbers of series

FREDR data
The ability to read data from the St. Louis Federal Reserve Bank’s fred database is now included in all levels of the software, not just Pro, and there’s also a separate browser for the wide range of other databases (besides the main U.S. macro databank) included on the fred web site.

PDF graphics
pdf is now available as an export format for graphics which can be used on the Save As... or Export... menu operations, or as a format in GSAVE. You can export into either portrait or landscape. pdf is built in to the Macintosh and unix. On Windows, you need to have GhostScript installed.

Command Line Definitions
If you run rats from the command line, you can use the command line switches /Dvariable=value or /Dvariable under Windows and -Dvariable=value or -Dvariable for the Mac or unix to define a variable for use in the program being run. The second form of each defines a value of 1. These create an INTEGER, REAL or STRING, depending upon the form of value.

Reading from URL’s
For files that read data or text, you can now use url’s (beginning with http or https) to access data directly from websites. This can either be a fixed file on a web site or a data set created by a “query” to a data site. For instance, open data $ https://quandl.com/api/v3/datasets/WIKI/AAPL.csv cal(d) 1990:1:12 data(format=prn,org=col) / open high low close pulls stock market price data for Apple stock.

Series List Windows
These are the windows created to display the current working series, the contents of a rats format file, or the series in a fred browser. They now have a Copy Names Only operation (both on the Edit menu and the contextual menu) which copies to the clipboard as text the list of selected series names.

BOXJENK instruction (SV option)
to do certain types of Gibbs sampling operations that involve arima models (particularly low order ar’s). It allows the variance, which is usually sampled separately, to be input to BOXJENK. When combined with the INITIAL and METHOD=EVALUATE options, you can easily compute the exact full-sample likelihood for arima models with known variance.

DATA(CALENDAR option)
In general, DATA does a fairly good job of detecting the frequency and dates of the information on a data file which has date information. However, if you have a very short data set, or a data set with large gaps, it might fail to determine the date scheme that you intend. The CALENDAR option allows you to force a particular (encoded) date scheme.

DATA(REVERSE option)
If your data are in time-reversed order (starting with the most recent at the top or left), you can use REVERSE to have it switched to the standard time series order when read in. Note that if the file has usable dates which run in the reversed order, DATA will automatically detect that and correct the ordering, so this is only necessary if you have a data set with reversed sequence and no usable dates.

Data (Other Formats) Wizard
This has been improved in many ways. First, it now detects and handles properly dates in reversed order (see the preceding paragraph). It warns about skipped data points which might cause problems in doing garch modeling. And it has a Copy Headers button which copies header information to the clipboard so you can paste it into the dialog for entering series names (if the header information on the file isn’t directly usable as labels).

DLM instruction (SAVE/GET options)
The new SAVE saves the information about the inputs to the model (basic input options A, C, Y, F, SW, SV, MU, Z and less standard ones SX0, X0, Q, R, SH0 and DISCOUNT). You can then use GET on a later DLM instruction to re-use those inputs. Since the covered set of options can often take up to two lines of code in a complicated model, this can make it quite a bit simpler to use DLM.

GRAPH/SCATTER instructions
There is no longer a limit on the number of series graphed. The SERIES option that was added to GRAPH with version 9.0 is particularly handy when you have a large number of series to graph (such as separate response functions for different data points).

GRPARM (custom month labels)
New options allow you to override the standard English names and abbrevations for months with a different set. CMLABELS is for one-character, SMLABELS for short (roughly three character) and LMLABELS for full month names. For instance, grparm(cmlabels=||"E","F","M","A","M","J",$ "J","A","S","O","N","D"||) grparm(smlabels=||"enero","feb","marzo",$ "abr","mayo","jun","jul","agosto","set",$ "oct","nov","dec"||) grparm(lmlabels=||"enero","febrero",$ "marzo","abril","mayo","junio","julio",$ "agosto","septiembre","octubre",$ "noviembre","deciembre"||) would use Spanish month names and abbrevations instead. Note that the graphs themselves don’t have the labels built in—instead, they save the raw date information. The substitution is done whenever any graph is displayed, printed or exported after the GRPARM instruction.

REPORT (PREFIX/SUFFIX options)
PREFIX="prefix formatting string" SUFFIX="suffix formatting string" These can be used as an alternative to the SPECIAL option if you need some other form of tagging for eventual use in TeX. You can use these alone or together. SUFFIX="^{**}" will add ** as a superscript (ordinarily ** is on the same line at normal text size), and PREFIX="\lbrace",SUFFIX="\ rbrace" will enclose the element in { }.

STORE (REQUEST option)
The REQUEST option provides a VECT[STRINGS] with the database names to include. This applies to the CONVERT option and is mainly designed for data formats such as FRED, FAME or HAVER that have too many series to import in their entirety (or may have no option to run through the entire catalog anyway). You create a VECT[STRINGS] with the names that you want, and STORE will pull them off the data base (if they’re present) and add them to the file being edited.

RATS Econometrics Software
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 9.1, is easier to use than ever while continuing to offer the most advanced tools available for cutting-edge econometrics research.

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 via 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.

At Right: The Time Series Wizard menu. Below: The ARCH/GARCH Wizard dialog box
　

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.