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Regression Analysis of Time Series
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Regression Analysis of Time Series

Overview
Synopsis

RATS (Regression Analysis of Time Series) is a fast, efficient, and comprehensive econometrics and time series analysis software package.

Category

Statistical Software

Features

• Multiple regressions including stepwise
• Regression with autoregressive errors
• Heteroscedasticity/serial-correlation correction, including Newey-West
• Non-linear least squares
• Two-stage least squares for linear, non-linear, and autocorrelated models
• Seemingly unrelated regressions and three-stage least squares
• Non-linear systems estimation
• Generalized Method of Moments
• Maximum likelihood estimation

License

Proprietary Software

Price

•Standard Version $500.00
•Standard Version, additional licenses*: $350.00
•Professional Version $650.00
•Professional Version, additional licenses*: $500.00

Pricing

Subscription

Free Trial

Available

Users Size

Small (<50 employees), Medium (50 to 1000 employees), Enterprise (>1001 employees)

Company

Regression Analysis of Time Series

URL

https://www.timberlake.co.uk

What is best?

• Time series models
• Regression models
• Exponential smoothing
• Static or dynamic forecasts
• Simultaneous equation models (unlimited number of equations)
• Simulations with random or user-supplied shocks
• Forecast performance statistics, including Theil U statistics

What are the benefits?

• Quickly implement econometric analysis tasks
• Reproduce your results at any time
• Share your work
• Automate complex or repetitive tasks
• Create publication-quality time series graphs, scatter plots, and contour graphs.

PAT Rating™
Editor Rating
Aggregated User Rating
Rate Here
Ease of use
7.7
7.7
Features & Functionality
7.8
Advanced Features
7.7
Integration
7.6
Performance
7.6
8.0
Customer Support
7.8
7.1
Implementation
Renew & Recommend
Bottom Line

RATS provides all the basics you expect, including linear and non-linear least squares, forecasting, SUR, and ARIMA models. But it goes far beyond that, with support for techniques like GMM, ARCH and GARCH models, state space models, and more. RATS also offers unmatched support for Vector Autoregression models, and is one of the few programs to offer spectral analysis capabilities

7.7
Editor Rating
7.6
Aggregated User Rating
2 ratings
You have rated this

RATS (Regression Analysis of Time Series) is a fast, efficient, and comprehensive econometrics and time series analysis software package. For more than two decades, it has been the econometrics software of choice at universities, central banks, and corporations around the world.

Their current release, Version 9.0, is easier to use than ever while continuing to offer the most advanced tools available for cutting-edge econometrics research.

RATS provides all the basics, including linear and non-linear least squares, forecasting, SUR, and ARIMA models. But it goes far beyond that, with support for techniques like GMM, ARCH and GARCH models, state space models, and more. RATS also offers unmatched support for Vector Autoregression models, and is one of the few programs to offer spectral analysis capabilities.RATS can handle time series of virtually any frequency, including daily and weekly, as well as panel and cross-section data.

Menu-driven data wizards and support for reading various text, spreadsheet, and database file formats make it easy to get any data into RATS. Their Professional version adds support for more database formats, including SQL/ODBC data access, for even more flexibility.

Their interactive RATS Editor environment allows to quickly implementing on econometric analysis tasks, and makes it easy to try different model specifications or techniques without having to rerun entire programs.The editor also offers more than 40 menu-driven Wizards that provide point-and-click access to most common tasks, including reading data, displaying graphs, doing transformations, estimating a variety of models, and hypothesis testing. These help make RATS an ideal tool for new users and for use in educational settings.

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Ease of use
Features & Functionality
Advanced Features
Integration
Performance
Customer Support
Implementation
Renew & Recommend

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