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. CATS provides a wide variety of tools for analyzing your data and choosing and testing a cointegration model. The program is almost completely menu- and dialog-driven. You begin by running a short RATS program to define your data and load the CATS procedure. This adds several CATS menus to the RATS menu bar, and you perform your analysis by selecting operations from these menus. CATS will prompt you for any needed input. See CATS 2: A Closer Look for screen shots showing some of the menu operations.
Keywords for this software
References in zbMATH (referenced in 10 articles )
Showing results 1 to 10 of 10.
- Bruns, Stephan B.; Csereklyei, Zsuzsanna; Stern, David I.: A multicointegration model of global climate change (2020)
- Møller, Niels Framroze; Sharp, Paul: Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England (2014)
- Emmenegger, Jean-François; Pervukhina, Elena; Golikova, Victoria: Cargo volume analysis of the transport industry of Ukraine (2011)
- Sato, Kiyotaka; Zhang, Zhaoyong; Allen, David: The suitability of a monetary union in east Asia: what does the cointegration approach tell? (2009)
- Boswijk, H. Peter; Doornik, Jurgen A.: Identifying, estimating and testing restricted cointegrated systems: an overview (2004)
- Kongsted, Hans Christian: An (I(2)) cointegration analysis of small-country import price determination (2003)
- Östermark, Ralf: Multivariate cointegration analysis of the Finnish-Japanese stock markets (2001)
- Goldberg, Andrew V.; Moret, Bernard M. E.: Combinatorial algorithms test sets (CATS): The ACM/EATCS platform for experimental research (1999)
- Hansen, Henrik; Johansen, Søren: Some tests for parameter constancy in cointegrated VAR-models (1999)
- Juselius, Katarina: Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model (1995)