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CATS 2.0: A Closer Look

Overview

Version 2.0

CATS 2: A Closer Look

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Cointegration Textbook

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The I(1) Menu

Here is the I(1) menu

Most of these options will be familiar to those of you who have used CATS 1.0. These form the core functionality of the I(1) analysis capabilities in CATS 2.0, which includes determining and setting the cointegration rank and testing hypotheses on the structure of the elements of the Pi matrix.

Next: The I(2) Menu


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This file was last modified on 12/30/11