Version 2.0 of CATS is now available.
See CATS Version 2 for details on this exciting new release.
CATS (Cointegration Analysis of Time Series) is a set of cointegration analysis procedures for use with our RATS software program. CATS was written by Jonathan G. Dennis, Katarina Juselius, Søren Johansen and Henrik Hansen of the University of Copenhagen.
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 simply need to create a "set-up" file which defines your data and sample period and executes the CATS procedure, and then run this file in RATS. From there, you select the desired operations from the CATS menus, and CATS will prompt you for any needed input.
The CATS 2.0 package includes the CATS procedure on CD and a completely revised 200-page manual describing the econometrics of the cointegrated VAR model and how to interpret the output. All features of the program are illustrated by a worked example. The manual also includes a technical appendix describing the mathematics of CATS. Sample data and set-up files for the illustrative examples are also included.
CATS 2.0 was developed in conjunction with the creation of a new textbook by Katarina Juselius, entitled The Cointegrated VAR Model, from Oxford University Press. Although the book is certainly not required to use CATS, we think anyone interested in cointegration analysis, and particularly anyone using CATS to do cointegration analysis, will find it extremely helpful. Click the link above for more information.
The cost for a new single-user copy of CATS is $175. The price for an update from CATS 1.0 is $100.
Illinois residents add 8.75% sales tax.
Shipping is free to anywhere in the US (via UPS Ground service). Add $15.00 per copy for shipping to Canada or US Possessions. Add $22.00 per copy for all other countries. Customers outside the US who are ordering a copy of RATS or a RATS update in addition to CATS should contact Estima for shipping costs.
Student discounts are also available.
Network licenses are also available. Please contact Estima for a quote.
To order new licenses for CATS 2.0, or to update existing licenses from CATS 1.0 to CATS 2.0, you can use our On-Line Order Page, or see Ordering Information for other ways to place an order.