RATS Programming and its Applications to Econometrics
Programming and its Applications to Econometrics using RATS
2-Day Professional Development Workshop
East Asia Training & Consultancy Pte Ltd invites you to attend a two-day professional development workshop covering the use of econometrics with RATS (Regression Analysis of Time Series), the well-known econometrics and statistical software package developed by Estima (USA).
RATS (Regression Analysis of Time Series) is a leading econometrics and timeseries analysis software package used worldwide by economists and researchers for analyzing time series and cross sectional data, developing and estimating econometric models and forecasting.
What RATS Can Do for You
- – Manage data sets and do a variety of data transformations.
- – Estimate many kinds of regression models, including ordinary, weighted, and generalized least squares, seemingly unrelated regressions (SUR), non-linear least squares, non-linear systems, generalized method of moments, and maximum-likelihood (including ARCH, GARCH and related models).
- – Perform virtually any time series technique in use, including ARIMA models, transfer function and intervention models, vector autoregressions (VAR’s), and spectral analysis.
- – Generate forecasts and run simulations.
- – Create, save, print, and export high-quality time series graphs and scatter plots.
This is a two-day workshop intended for those who wish to learn more on RATS. We will discuss the major improvements included in RATS and show you how to make the best use of them.
The first day gives an introduction to the latest RATS and is devoted primarily to the more general programming features of RATS. This will help you write more flexible procedures and functions and improve the efficiency of repetitive calculations. The second day describes the econometric and statistical applications, with modeling non-linear univariate and multivariate models, overview of Logit, Probit models and panel data models with forecasting and simulation applications.