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RATS Version 11.1

Last post by TomDoan « Fri Jan 23, 2026 1:01 pm
Posted in Forum Announcements

by TomDoan » Tue Jun 06, 2017 12:04 pm » in Forum Announcements

0 Replies

1675222 Views

Last post by TomDoan
Fri Jan 23, 2026 1:01 pm
RATS 11: Free Trial Version

Last post by RK2509 « Sun Apr 05, 2026 9:17 pm
Posted in RATS Product Announcements
Replies: 2
by TomDoan » Wed Mar 27, 2013 12:39 pm » in RATS Product Announcements

2 Replies

1592788 Views

Last post by RK2509
Sun Apr 05, 2026 9:17 pm

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Granger Causality Lag Length

Last post by TomDoan « Fri Jun 26, 2015 10:26 am
Replies: 3
by menykeko » Fri Jun 26, 2015 8:44 am

3 Replies

6682 Views

Last post by TomDoan
Fri Jun 26, 2015 10:26 am
Interpreting stationarity test output

Last post by TomDoan « Thu Jun 11, 2015 2:33 pm
Replies: 5
by upani » Thu Jun 11, 2015 4:17 am

5 Replies

8616 Views

Last post by TomDoan
Thu Jun 11, 2015 2:33 pm
Non-linear system vs. GMM - same results

Last post by TomDoan « Mon Dec 22, 2014 11:08 am
Replies: 1
by Kraus » Mon Dec 22, 2014 7:23 am

1 Replies

5647 Views

Last post by TomDoan
Mon Dec 22, 2014 11:08 am
Coherence critical values

Last post by Ulrich Fritsche « Fri Dec 05, 2014 5:35 am
Replies: 6
by Ulrich Fritsche » Wed Dec 03, 2014 10:00 am

6 Replies

9762 Views

Last post by Ulrich Fritsche
Fri Dec 05, 2014 5:35 am
about the method of probability weighted moments (PWM)

Last post by Frank « Thu Nov 27, 2014 1:00 pm

by Frank » Thu Nov 27, 2014 1:00 pm

0 Replies

4581 Views

Last post by Frank
Thu Nov 27, 2014 1:00 pm
Procedure for Estimation of Variance Inflation Factors

Last post by TomDoan « Tue Nov 11, 2014 9:22 am
Replies: 3
by Petros » Fri Nov 07, 2014 4:55 am

3 Replies

7139 Views

Last post by TomDoan
Tue Nov 11, 2014 9:22 am
Correction for higher order autocorrelation

Last post by Petros « Fri Oct 31, 2014 3:26 am
Replies: 2
by Petros » Thu Oct 30, 2014 10:36 am

2 Replies

6310 Views

Last post by Petros
Fri Oct 31, 2014 3:26 am
newey west estimator

Last post by TomDoan « Tue Oct 28, 2014 8:22 pm
Replies: 1
by fan » Tue Oct 28, 2014 4:52 pm

1 Replies

6593 Views

Last post by TomDoan
Tue Oct 28, 2014 8:22 pm
2-pass regression with time series data

Last post by TomDoan « Thu Oct 02, 2014 8:02 pm
Replies: 5
by fan » Thu Oct 02, 2014 4:17 am

5 Replies

9046 Views

Last post by TomDoan
Thu Oct 02, 2014 8:02 pm
Forecast Performance using Loop

Last post by TomDoan « Thu Sep 25, 2014 10:24 am
Replies: 7
by Husnain » Fri Sep 19, 2014 1:27 am

7 Replies

11524 Views

Last post by TomDoan
Thu Sep 25, 2014 10:24 am
Cointegrating regression OK but EC term insignificant

Last post by TomDoan « Wed Sep 03, 2014 8:09 am
Replies: 3
by Petros » Tue Sep 02, 2014 10:18 am

3 Replies

7776 Views

Last post by TomDoan
Wed Sep 03, 2014 8:09 am
Cointegrating Regression Durbin Watson

Last post by Petros « Tue Sep 02, 2014 10:15 am
Replies: 2
by Petros » Sat Aug 30, 2014 10:33 am

2 Replies

6219 Views

Last post by Petros
Tue Sep 02, 2014 10:15 am
Cointegration, dependent variable of different order

Last post by TomDoan « Thu Aug 28, 2014 11:05 am
Replies: 3
by Petros » Thu Aug 28, 2014 6:43 am

3 Replies

7407 Views

Last post by TomDoan
Thu Aug 28, 2014 11:05 am
Lag difference and significant

Last post by TomDoan « Wed Aug 27, 2014 10:51 am
Replies: 3
by alim » Tue Aug 26, 2014 10:07 am

3 Replies

6925 Views

Last post by TomDoan
Wed Aug 27, 2014 10:51 am
Out of sample forecast

Last post by May-June « Sun Aug 17, 2014 6:00 am
Replies: 1
by May-June » Sun Aug 17, 2014 5:01 am

1 Replies

5347 Views

Last post by May-June
Sun Aug 17, 2014 6:00 am
Testing cointegration with two unknown regime shifts

Last post by sakamuk « Thu Jul 24, 2014 12:01 am
Replies: 1
by IVY2009 » Mon Jul 13, 2009 8:24 am

1 Replies

7466 Views

Last post by sakamuk
Thu Jul 24, 2014 12:01 am
linear and nonlinear causality tests

Last post by TomDoan « Sun Jul 13, 2014 12:02 pm
Replies: 1
by upani » Sun Jul 13, 2014 7:44 am

1 Replies

5424 Views

Last post by TomDoan
Sun Jul 13, 2014 12:02 pm
could rats estima wavelet?

Last post by hardmann « Sun Jul 13, 2014 3:54 am

by hardmann » Sun Jul 13, 2014 3:54 am

0 Replies

4575 Views

Last post by hardmann
Sun Jul 13, 2014 3:54 am
Joint hypothesis test with unit root test

Last post by TomDoan « Mon Jul 07, 2014 5:58 pm
Replies: 3
by upani » Mon Jul 07, 2014 1:16 pm

3 Replies

6649 Views

Last post by TomDoan
Mon Jul 07, 2014 5:58 pm
Lag Length for Unit Root Test

Last post by TomDoan « Mon Jul 07, 2014 4:58 pm
Replies: 3
by upani » Mon Jul 07, 2014 3:29 pm

3 Replies

7215 Views

Last post by TomDoan
Mon Jul 07, 2014 4:58 pm
Estimation of Granger Causality through Error Correction

Last post by TomDoan « Wed Jul 02, 2014 7:35 am
Replies: 3
by upani » Tue Jul 01, 2014 3:44 am

3 Replies

7542 Views

Last post by TomDoan
Wed Jul 02, 2014 7:35 am
inclusion of deterministic term into cointegration

Last post by TomDoan « Mon Jun 30, 2014 9:55 am
Replies: 1
by upani » Sat Jun 28, 2014 8:15 pm

1 Replies

5843 Views

Last post by TomDoan
Mon Jun 30, 2014 9:55 am
Granger Causality Test with Non-Stationary Data

Last post by TomDoan « Wed Jun 04, 2014 1:12 pm

by TomDoan » Wed Jun 04, 2014 1:12 pm

0 Replies

7690 Views

Last post by TomDoan
Wed Jun 04, 2014 1:12 pm
NAs generated when bootstrapping forecasts from an LSTAR mod

Last post by nybammer « Thu May 29, 2014 5:44 am
Replies: 11
by nybammer » Fri May 23, 2014 6:13 am

11 Replies

14975 Views

Last post by nybammer
Thu May 29, 2014 5:44 am
problem with time varying parameter code

Last post by allister « Wed May 21, 2014 7:52 pm
Replies: 4
by allister » Wed May 21, 2014 12:42 pm

4 Replies

7548 Views

Last post by allister
Wed May 21, 2014 7:52 pm

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