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 8.2, 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. You can also download our RATS Brochure in PDF format, which includes general information on RATS, a list of features, and information on the CATS cointegration analysis package.

This software is also referenced in ORMS.

References in zbMATH (referenced in 14 articles , 2 standard articles )

Showing results 1 to 14 of 14.
Sorted by year (citations)

  1. Gómez-Déniz, Emilio; Dávila Cárdenes, Nancy; García Artiles, María D.: A bivariate response model for studying the marks obtained in two jointly-dependent modules in higher education (2017)
  2. Marek Hlavac: ExtremeBounds: Extreme Bounds Analysis in R (2016)
  3. Victor Gómez: SSMMATLAB: A Set of MATLAB Programs for the Statistical Analysis of State Space Models (2015)
  4. Elias, R. S.; Wahab, M. I. M.; Fang, L.: A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (2014)
  5. Emmenegger, Jean-François; Pervukhina, Elena; Golikova, Victoria: Cargo volume analysis of the transport industry of Ukraine (2011)
  6. Jacques Commandeur; Siem Koopman; Marius Ooms: Statistical Software for State Space Methods (2011)
  7. Thomas Doan: State Space Methods in RATS (2011)
  8. Brooks, Chris: RATS handbook to accompany. Introductory econometrics for finance. (2009)
  9. Renfro, Charles G.: The practice of econometric theory. An examination of the characteristics of econometric computation (2009)
  10. Pervukhina, Elena L’vovna; Emmenegger, Jean-François: Adaptive time series filters obtained by minimisation of the Kullback-Leibler divergence criterion (2005)
  11. Emmenegger, Jean-François; Bardadym, Tamara; Molyboha, Anton: Cointegration and forecasting of Ukrainian basic food price time series in the decade 1992 --2001 (2003)
  12. Ni, Shawn; Sun, Dongchu: Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (2003)
  13. Brooks, Chris: Introductory econometrics for finance (2002)
  14. Kendall, Maurice; Ord, J. Keith: Time series. (1990)