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File Name Description

BLOCKBOOT.SRC BlockBoot is an alternative to the BOOT instruction which does block draws. You use the output "boot" SERIES[INTEGERS] to do the resampling that you require.
By: Estima, 2/15/2006.
Version: 6 or later. Reference:

BOOTS.SRC Used with MODES.SRC, this bootstraps series and tests against an alternative number of modes. Requires MBKERNEL.SRC (a stripped-down version of the KERNEL.SRC procedure). Also available are MBDEMO.PRG and GDPQ.RAT, a sample program and data file. Or download MODES.ZIP which contains all of the above.
By: Guido Travaglini, 7/16/2004.
Version: 4 or later. Reference: Silverman; Efron; Tibshirani

BPDEMO.PRG Example program using BPFILTER.SRC procedure.
By: Alan Taylor, 5/18/1999.
Version: 4 or later. Reference: Baxter; King

CFEAT.SRC Program for the determination of the turning points of the time series, calculation of the duration and amplitude of the expansions and recessions. The expansion (recession) is defined as a timespan between a cyclical trough (peak) and peak (trough). The amplitude hence is the absolute distance between trough (peak) and peak (trough).
By: K.A.Kholodilin; Estima, 11/22/2005.
Version: 6 or later. Reference:

DIVISIA.SRC Computes a Divisia index.
By: Estima, 7/25/2005.
Version: 6 or later. Reference:

ELFCALC.SRC Computes the empirical likelihood for a set of moment conditions.
By: Estima, 2/15/2006.
Version: 6 or later. Reference:

FRACT.SRC Computes a wider range of fractiles than the standard STATISTICS(fract) command in RATS.
By: Norman Morin, 7/16/2004.
Version: 4 or later. Reference: n/a

GENCOMBOS.SRC Systematically generates all combinations of k integers from the set {1,...,n}. All this procedure does is to generate them as the vector of integers "pick". If you need to do something more than this, insert the necessary code at the "disp pick" instruction.
By: Estima, 7/23/2005.
Version: 5 or later. Reference:

GRAPHMATRIX.SRC GraphMatrix graphs a rectangular array of series on separate graphs The user can control the maximum number of graphs which can be placed either horizontally or vertically; if needed, the procedure will create as many pages as necessary in order to display the graphs.
By: Estima, 7/14/2005.
Version: 5 or later. Reference:

HAMILTON.PRG Updated version of the HAMILTON.PRG switching model example discussed in the RATS 5.0 User's Guide. This version includes an EM algorithm written by Andrew Leach that provides better initial conditions, allow the model to converge to a solution when using the entire sample data set.
By: Estima and A. Leach, 7/11/2006.
Version: 5.1 or later. Reference:

HILLGEV.SRC Estimates the tail index for a distribution, using Hill's method.
By: Estima, 4/5/2007.
Version: 5.1 or later. Reference: Hill

HISTBINS.SRC A modified version of the older HIST.SRC (see below). This version displays bin ranges and counts.
By: Nick Kanellopoulos, 7/16/2004.
Version: 4 or later. Reference: n/a

HISTOGRAM.SRC New Histogram procedure, using the DENSITY command introduced in RATS 5.0. This includes one command that requires 5.04 or later--this command can be removed if you have an older version (see comment line in the file). (Renamed from HISTOGRM.SRC).
By: Estima, 4/2/2003.
Version: 5.04 or later. Reference: n/a

HISTSCAT.SRC HISTSCAT generates a histogram plot using SCATTER with the XLABELS option. It can't do bar graphs, but it does provide proper x-axis labeling.
By: Estima, 7/16/2004.
Version: 4.2 or later. Reference: n/a

HURST.PRG Example program for computing Hurst exponents (requires HURST.SRC and SP500.RAT). This requires the HURST.SRC procedure and the data file SP500.RAT
By: Estima, 7/18/1994.
Version: 4 or later. Reference:

HURST.SRC Computes a Hurst exponent. Revised in March, 2007 to use a singe dialog box for input, and for improved output.
By: Estima, 3/2/2007.
Version: 5.1 or later. Reference: Peters

LAGPOLYROOTS.SRC Produces a table of the inverted roots of the input lag polynomial, showing the modulus and (for complex roots) the period.
By: Estima, 4/10/2007.
Version: 6 or later. Reference:

LAGSELEC.SRC Automatically computes various lag-length tests for a single series, including AIC, BIC, Ljung-Box, and more.
By: Norman Morin, 7/16/2004.
Version: 4 or later. Reference: n/a

LOGSKEWTDENSITY.SRC Defines the function "%LogSkewTDensity(z,eta,lambda)", which returns the log of the normalized (to unit variance and zero mean) skew t density. From Hansen (1994), "Autoregressive Conditional Density Estimation", International Economic Review, vol. 35, no. 3, pp. 705-730.
By: Estima, 2/15/2006.
Version: 5.1 or later. Reference: Hansen

MARKOV.SRC MARKOV.SRC contains a set of four functions helpful in estimating Markov Chain models.
By: Estima, 2/15/2006.
Version: 6 or later. Reference:

MBKERNEL.SRC Version of KERNEL.SRC required by MODES.SRC.
By: Guido Travaglini, 7/16/2004.
Version: 4 or later. Reference: Silverman

MEPLOT.SRC Displays a mean excess plot for a series.
By: Estima, 4/5/2007.
Version: 6.35 or later. Reference:

MODELCOMPANION.SRC Defines a function "%ModelCompanion(model)" which returns the companion matrix for a model (could be a VAR, but doesn't have to be).
By: Estima, 2/15/2006.
Version: 6.1 or later. Reference:

MODES.SRC MODES.SRC finds the critical windows and the number of modes of a given time series by KERNEL looping from an initially small window up to the largest obtained through selected increments and incremental values. The companion procedure BOOTS.SRC retrieves critical windows stored in a temp file, KERNEL boots the given time series for each of them, and tests for the null of m versus the alternative of m+1 modes by computing the ASL (Achieved Significance Level) statistics. Both require MBKERNEL.SRC, a stripped-down version of the KERNEL.SRC procedure. MBDEMO.PRG and GDPQ.RAT are sample program and data files. Or download MODES.ZIP which contains all of the above files.
By: Guido Travaglini, 4/19/2005.
Version: 4 or later. Reference: Silverman

MVIDENT.SRC Creates a Tiao-Box ("Modeling multiple time series with applications", JASA, 1981, vol 76, pp 802-816) cross correlation matrix with +,- and . symbols for significant positive, negative and insignificant cross correlations respectively.
By: Estima, 7/14/2005.
Version: 6 or later. Reference: Tiao; Box

MVQSTAT.SRC Computes the Hosking variant on the multivariate Q statistic.
By: Estima, 7/14/2005.
Version: 6 or later. Reference: Hosking

QPLOT.SRC Creates a Q plot for a series against a hypothesized Normal or Exponential distribution.
By: Estima, 4/5/2007.
Version: 6 or later. Reference:

QQPLOT.PRG Simple example demonstrating Q-plots, Q-Q plots, and P-plots.
By: Estima, 6/5/2002.
Version: 4 or later. Reference:

RAS.ZIP This Zip file contains the RAS procedure for updating rectangular matrices by the RAS method (bi-proportional adjustment of matrices)--useful in Input-Ouput analysis. The file includes the procedure file, example program and output, and descriptive file.
By: Paco Goerlich, 5/29/2002.
Version: 4 or later. Reference: n/a

RSSTATISTIC.SRC Computes either the classical R/S statistic, or Lo's modified version, where the scale is the square root of the long-run variance. Lo's statistic is also divided by the square root of the number of observations.
By: Estima, 3/1/2007.
Version: 6 or later. Reference: Mandelbrot;Wallis;Lo

SPECDENS.SRC Calculates the spectral density matrix at frequency zero, i.e., the long-run covariance matrix, of a set of series using nonparametric methods.
By: Norman Morin, 7/19/2004.
Version: 4 or later. Reference: Andrews; den Haan; Hamilton

SPLOM.SRC This generates a scatter plot matrix - an NxN matrix of bivariate scatter plots.
By: Estima, 8/16/2005.
Version: 6 or later. Reference:

TLOOKUP.SRC TLOOKUP.SRC provides a procedure for doing table lookups. Given an Nx2 table containing and index column and a column of corresponding values (such as a table of degrees of freedom and corresponding critical values), the procedure returns the value corresponding to a requested index (it will interpolate the value if necessary). See August, 1999 RATSLetter for details. A short example program called TLOOKUP.PRG is also available.
By: Estima, 7/19/2004.
Version: 4 or later. Reference: n/a

YULELAGS.SRC YuleLags computes an information criterion for various lags of AR processes using the Yule-Walker estimates based upon the sample covariances. The Yule-Walker algorithm is particularly good in this setting, because all the sums of squares can be derived from a single matrix operation.
By: Estima, 7/14/2005.
Version: 6.1 or later. Reference:


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This file was last modified on 04/28/08


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