RATS Procedure and Example Files

General Procedures and Examples

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Procedure and Example Files

Use the menu at right to view the procedures and example files available for downloading from our website. You can view the files grouped by category, or see the alphabetized listing of all the procedures.

We have also written suites of example programs for several econometric textbooks. See the Textbook Examples page for more information.

About the Files

Although we wrote some of the files you will find here, the majority were written and submitted by various RATS users from around the world who have been kind enough to share their work with the RATS community.

Virtually all of the procedures provided here, as well as many of the example programs, include blocks of comment lines at the top of the file which describe the procedure and how to use it. So, when working with a procedure or example file for the first time, please be sure to open the file in RATS and read those comments. This will tell you the syntax required to call the procedure, including any options, parameters, and so on. You will also find the name(s) of the author(s) of the procedure, and you will frequently find bibliography information.

Submitting Your Procedures

If you have written RATS programs that you think might be of interest to other RATS users, we encourage you to submit them for posting on this Web page. Just give us a call, or send e-mail to: estima@estima.com. Please note that while we do test all of these procedures ourselves, we cannot guarantee the accuracy of procedures submitted by third parties.

What Version of RATS Do I Need?

Some of the latest procedures require Verison 6.35 of RATS, due to be released in May, 2007.

Many of them will also work with Versions 6.3 and older. The various "category" pages list the minimum RATS version required for each procedure.

If you are interested in a procedure that requires a more recent version than what you have, the easiest solution would be to simply update to the most current release.

If you choose not to do that, you may want to see if an earlier version of the procedure exists in one of the archived files listed below. Or, you can try to modify the procedure to work with an older version. In some cases, this can be done fairly easily. But some of the newer procedures make use of features that were specifically added to RATS in order to implement techniques demonstrated in those procedures. In these cases, it may be difficult or impossible to rewrite them to work with older versions. Please note that we generally cannot provide technical support assistance for efforts to "backdate" a procedure to an older version of RATS.

Archived Procedures

The Zip file RATSProcsMarch2007.zip contains all the procedures available on the website at the end of March, 2007. This was prior to the 6.35 release, so all of these should work with RATS 6.30 or earlier.

The Zip file RATSProcsAugust2005.zip contains all the procedures available on the website at the end of August, 2005. This was prior to the 6.20 release, so all of these should work with RATS 6.10 or earlier.

Finally, if you are using RATS 6.0 or older, you may want to download the RATSProcsJune2005.zip archive. All of these should work with Version 6.02, and most of them will run with older versions as well.


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This file was last modified on 04/11/07


Procedures & Examples:

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ARCH-GARCH

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Bayesian methods

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VAR

Volatility